PSEP Options History — January 2022 In January 2022, PSEP traded between $29.16 and $30.49. ATM implied volatility averaged 21.0%, placing in the 10.2% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 14.4% (HV 20d: 6.6%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2022-01-26 : Largest IV spike — 176.3% change2022-01-26 : Highest IV Rank — 30.8%2022-01-26 : Largest Expected Move — 15.2%Monthly Statistics Metric Avg Min Max Open Close Price $29.91 $29.16 $30.49 $30.44 $29.73 ATM IV 21.0% 13.7% 52.9% 30.2% 20.2% Expected Move 5.5% 3.7% 15.2% 8.6% 5.8% HV 20d 6.6% 5.8% 8.6% 7.1% 8.6% HV 60d 6.6% 6.1% 7.6% 6.2% 7.6% IV Rank 10.2% 5.5% 30.8% 16.1% 9.7% IV Percentile 31.1% 4.4% 97.2% 71.0% 34.1% Term Structure -5.1% -14.1% -2.4% -9.0% -6.0% Skew 25d 0.9% -1.3% 2.7% 2.0% 1.5% Skew 10d 1.6% 0.5% 5.2% 1.6% 0.9% Call IV 25d 20.0% 15.0% 40.9% 23.5% 22.9% Put IV 25d 20.9% 15.7% 41.3% 25.5% 24.4% Bid-Ask Spread % 161.28 155.50 182.06 175.13 155.50 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (20 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 2022-01-03 $30.44 $0.00 30.2% 8.6% 7.1% 16.1% 0.0% 2.0% -9.0% 0 0 0 0.00 175.13 N/A N/A 0 0 0 0 2022-01-04 $30.49 $0.00 20.3% 5.8% 6.5% 9.8% 0.0% -1.3% -8.1% 0 0 0 0.00 157.13 N/A N/A 0 0 0 0 2022-01-05 $30.27 $0.00 20.7% 5.9% 6.4% 10.1% 0.0% 0.9% -8.6% 0 0 0 0.00 159.38 N/A N/A 0 0 0 0 2022-01-06 $30.23 $0.00 19.9% 3.7% 6.4% 9.5% 0.0% 0.6% -2.4% 0 0 0 0.00 159.66 N/A N/A 0 0 0 0 2022-01-07 $30.23 $0.00 20.6% 3.8% 6.4% 10.0% 0.0% 0.9% -2.5% 0 0 0 0.00 159.82 N/A N/A 0 0 0 0 2022-01-10 $30.14 $0.00 22.1% 3.8% 6.4% 11.0% 0.0% 0.5% -2.6% 0 0 0 0.00 158.30 N/A N/A 0 0 0 0 2022-01-11 $30.33 $0.00 37.5% 6.3% 6.8% 20.9% 0.0% 0.7% -3.3% 0 0 0 0.00 176.06 N/A N/A 0 0 0 0 2022-01-12 $30.34 $0.00 13.9% 4.0% 6.7% 5.6% 0.0% 0.8% -2.9% 0 0 0 0.00 158.49 N/A N/A 0 0 0 0 2022-01-13 $30.21 $0.00 14.5% 4.2% 6.7% 6.0% 0.0% 0.8% -3.5% 0 0 0 0.00 159.16 N/A N/A 0 0 0 0 2022-01-14 $30.20 $0.00 13.7% 3.9% 6.6% 5.5% 0.0% 1.5% -2.9% 0 0 0 0.00 157.59 N/A N/A 0 0 0 0 2022-01-18 $29.95 $0.00 14.7% 4.2% 7.1% 6.2% 0.0% 0.8% -3.7% 0 0 0 0.00 159.93 N/A N/A 0 0 0 0 2022-01-19 $29.93 $0.00 14.2% 4.1% 6.5% 5.8% 0.0% 1.5% -3.0% 0 0 0 0.00 156.01 N/A N/A 0 0 0 0 2022-01-20 $29.79 $0.00 14.8% 4.2% 5.8% 6.2% 0.0% 0.4% -4.0% 0 0 0 0.00 158.34 N/A N/A 0 0 0 0 2022-01-21 $29.53 $0.00 15.3% 4.4% 6.3% 6.5% 0.0% 0.3% -4.2% 0 0 0 0.00 159.37 N/A N/A 0 0 0 0 2022-01-24 $29.31 $0.00 17.5% 5.0% 6.4% 8.0% 0.0% 2.7% -4.0% 0 0 0 0.00 158.34 N/A N/A 0 0 0 0 2022-01-25 $29.33 $0.00 19.1% 5.5% 6.2% 9.0% 0.0% 1.5% -5.2% 0 0 0 0.00 162.20 N/A N/A 0 0 0 0 2022-01-26 $29.16 $0.00 52.9% 15.2% 6.3% 30.8% 0.0% 0.4% -14.1% 0 0 0 0.00 182.06 N/A N/A 0 0 0 0 2022-01-27 $29.17 $0.00 19.7% 5.6% 6.3% 9.4% 0.0% 0.1% -6.9% 0 0 0 0.00 156.15 N/A N/A 0 0 0 0 2022-01-28 $29.35 $0.00 18.6% 5.3% 6.9% 8.7% 0.0% 1.3% -4.8% 0 0 0 0.00 156.91 N/A N/A 0 0 0 0 2022-01-31 $29.73 $0.00 20.2% 5.8% 8.6% 9.7% 0.0% 1.5% -6.0% 0 0 0 0.00 155.50 N/A N/A 0 0 0 0
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