PSEP Options History — November 2021 In November 2021, PSEP traded between $29.80 and $30.27. ATM implied volatility averaged 21.2%, placing in the 10.3% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 17.1% (HV 20d: 4.0%). Max pain ranged from $29.00 to $29.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2021-11-02 : Largest IV spike — 78.3% change2021-11-05 : Highest IV Rank — 17.1%2021-11-30 : Largest Expected Move — 8.6%Monthly Statistics Metric Avg Min Max Open Close Price $30.13 $29.80 $30.27 $29.98 $29.80 Max Pain $29.00 $29.00 $29.00 $29.00 $29.00 ATM IV 21.2% 12.4% 31.7% 16.0% 30.0% Expected Move 5.5% 3.4% 8.6% 4.6% 8.6% HV 20d 4.0% 3.3% 5.8% 4.8% 5.8% HV 60d 5.8% 5.5% 6.4% 5.5% 6.4% IV Rank 10.3% 4.7% 17.1% 7.0% 16.1% IV Percentile 31.5% 1.7% 69.6% 11.4% 67.9% Term Structure -6.0% -10.1% -3.3% -4.9% -10.1% Skew 25d -1.2% -12.5% 2.1% -11.0% 2.1% Skew 10d 1.4% -3.9% 11.6% -3.9% 0.8% Call IV 25d 19.0% 13.6% 25.7% 20.3% 25.3% Put IV 25d 17.8% 9.3% 27.4% 9.3% 27.4% Bid-Ask Spread % 161.14 152.00 171.39 152.00 157.96 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -10.1K -18.2K 0 -18.2K 0 Net DEX 36.4K 0 71.6K 53.2K 0 Net VEX -79 -193 0 -161 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 62.857 0 88 88 0
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-11-01 $29.98 $29.00 16.0% 4.6% 4.8% 7.0% 0.0% -11.0% -4.9% -18.2K 53.2K -161 0.00 152.00 N/A N/A 0 0 0 88 2021-11-02 $30.07 $29.00 28.5% 8.2% 4.7% 15.0% 0.0% -12.2% -8.5% -14.1K 71.6K -193 0.00 164.23 N/A N/A 0 0 0 88 2021-11-03 $30.11 $29.00 29.3% 8.4% 4.6% 15.6% 0.0% -12.5% -9.4% -13.7K 70.5K -187 0.00 162.93 N/A N/A 0 0 0 88 2021-11-04 $30.19 $0.00 18.4% 3.4% 4.2% 8.5% 0.0% 1.6% -3.3% -15.6K 44.7K -135 0.00 155.95 N/A N/A 0 0 0 88 2021-11-05 $30.27 $0.00 31.7% 6.0% 4.1% 17.1% 0.0% 0.6% -5.4% -13.4K 61.5K -154 0.00 159.48 N/A N/A 0 0 0 88 2021-11-08 $30.25 $0.00 28.6% 3.5% 4.0% 15.2% 0.0% 0.8% -4.2% -13.9K 58.9K -137 0.00 157.20 N/A N/A 0 0 0 88 2021-11-09 $30.13 $0.00 23.2% 3.5% 4.2% 11.7% 0.0% 1.5% -4.1% -16.4K 47.6K -120 0.00 156.47 N/A N/A 0 0 0 88 2021-11-10 $30.05 $0.00 21.0% 6.0% 4.4% 10.2% 0.0% -0.0% -7.4% -15.5K 64.9K -132 0.00 167.38 N/A N/A 0 0 0 88 2021-11-11 $30.10 $0.00 21.6% 6.2% 3.4% 10.6% 0.0% 0.7% -6.3% -14.0K 69.6K -125 0.00 170.86 N/A N/A 0 0 0 88 2021-11-12 $30.19 $0.00 12.4% 3.6% 3.4% 4.7% 0.0% 0.3% -4.0% -15.7K 43.8K -92 0.00 155.83 N/A N/A 0 0 0 88 2021-11-15 $30.16 $0.00 13.3% 3.8% 3.5% 5.3% 0.0% 1.6% -5.2% -16.0K 44.1K -70 0.00 155.31 N/A N/A 0 0 0 88 2021-11-16 $30.25 $0.00 13.5% 3.9% 3.6% 5.4% 0.0% 1.1% -5.1% -14.8K 48.6K -66 0.00 156.87 N/A N/A 0 0 0 88 2021-11-17 $30.21 $0.00 14.8% 4.3% 3.3% 6.2% 0.0% 0.3% -6.9% -15.4K 40.8K -49 0.00 156.20 N/A N/A 0 0 0 88 2021-11-18 $30.21 $0.00 23.6% 6.8% 3.3% 11.9% 0.0% 0.5% -5.2% -15.3K 45.3K -35 0.00 167.78 N/A N/A 0 0 0 88 2021-11-19 $30.19 $0.00 15.4% 4.4% 3.4% 6.6% 0.0% 1.6% -4.0% 0 0 0 0.00 155.95 N/A N/A 0 0 0 88 2021-11-22 $30.23 $0.00 25.4% 7.3% 3.3% 13.1% 0.0% -0.2% -7.1% 0 0 0 0.00 171.39 N/A N/A 0 0 0 0 2021-11-23 $30.09 $0.00 25.2% 7.2% 3.8% 12.9% 0.0% -0.2% -6.6% 0 0 0 0.00 167.09 N/A N/A 0 0 0 0 2021-11-24 $30.16 $0.00 16.6% 4.7% 3.7% 7.3% 0.0% 0.2% -5.4% 0 0 0 0.00 156.01 N/A N/A 0 0 0 0 2021-11-26 $29.94 $0.00 17.4% 5.0% 4.5% 7.9% 0.0% 0.0% -6.4% 0 0 0 0.00 166.97 N/A N/A 0 0 0 0 2021-11-29 $30.07 $0.00 18.8% 5.4% 4.8% 8.8% 0.0% -1.2% -5.9% 0 0 0 0.00 170.09 N/A N/A 0 0 0 0 2021-11-30 $29.80 $0.00 30.0% 8.6% 5.8% 16.1% 0.0% 2.1% -10.1% 0 0 0 0.00 157.96 N/A N/A 0 0 0 0
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