PSEP Options History — February 2022 In February 2022, PSEP traded between $28.90 and $30.06. ATM implied volatility averaged 21.5%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 11.3% (HV 20d: 10.2%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days.
Notable Days 2022-02-03 : Largest IV spike — 66.4% change2022-02-28 : Highest IV Rank — 43.6%2022-02-28 : Largest Expected Move — 9.1%Monthly Statistics Metric Avg Min Max Open Close Price $29.59 $28.90 $30.06 $29.88 $29.28 ATM IV 21.5% 13.1% 31.9% 18.4% 31.9% Expected Move 5.5% 3.8% 9.1% 5.3% 9.1% HV 20d 10.2% 8.9% 12.0% 8.9% 12.0% HV 60d 8.4% 7.6% 9.3% 7.6% 9.3% IV Rank 17.5% 5.1% 43.6% 8.5% 43.6% IV Percentile 40.8% 2.4% 84.1% 27.0% 84.1% Term Structure -5.6% -16.1% 6.1% -5.6% -9.8% Skew 25d 1.3% -0.4% 7.3% 0.2% -0.4% Skew 10d 1.7% -1.7% 8.4% 1.0% 1.0% Call IV 25d 19.3% 14.1% 24.8% 24.7% 24.8% Put IV 25d 20.6% 16.6% 25.3% 24.9% 24.5% Bid-Ask Spread % 157.14 137.84 167.46 167.46 160.42 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 (19 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 2022-02-01 $29.88 $0.00 18.4% 5.3% 8.9% 8.5% 0.0% 0.2% -5.6% 0 0 0 0.00 167.46 N/A N/A 0 0 0 0 2022-02-02 $30.06 $0.00 18.9% 5.4% 9.2% 8.9% 0.0% 0.2% -6.1% 0 0 0 0.00 156.77 N/A N/A 0 0 0 0 2022-02-03 $29.83 $0.00 31.5% 6.1% 9.2% 17.0% 0.0% 2.5% -5.4% 0 0 0 0.00 167.25 N/A N/A 0 0 0 0 2022-02-04 $29.81 $0.00 31.5% 6.0% 9.2% 17.0% 0.0% 2.8% -5.7% 0 0 0 0.00 166.52 N/A N/A 0 0 0 0 2022-02-07 $29.79 $0.00 22.8% 3.8% 9.2% 11.4% 0.0% 1.2% -4.8% 0 0 0 0.00 156.35 N/A N/A 0 0 0 0 2022-02-08 $29.87 $0.00 24.0% 3.9% 9.2% 12.1% 0.0% 1.3% -4.5% 0 0 0 0.00 156.39 N/A N/A 0 0 0 0 2022-02-09 $30.06 $0.00 13.1% 3.8% 9.3% 5.1% 0.0% 0.8% -4.3% 0 0 0 0.00 155.06 N/A N/A 0 0 0 0 2022-02-10 $29.77 $0.00 13.3% 3.8% 9.8% 5.3% 0.0% 0.4% -5.0% 0 0 0 0.00 155.32 N/A N/A 0 0 0 0 2022-02-11 $29.50 $0.00 17.4% 5.0% 10.2% 7.9% 0.0% 1.3% -8.5% 0 0 0 0.00 163.77 N/A N/A 0 0 0 0 2022-02-14 $29.44 $0.00 16.4% 4.7% 10.2% 7.3% 0.0% 0.9% -1.4% 0 0 0 0.00 155.87 N/A N/A 0 0 0 0 2022-02-15 $29.73 $0.00 15.0% 4.3% 10.5% 6.4% 0.0% 1.6% -6.1% 0 0 0 0.00 156.13 N/A N/A 0 0 0 0 2022-02-16 $29.76 $0.00 14.6% 4.2% 10.5% 6.1% 0.0% 1.1% -5.8% 0 0 0 0.00 154.17 N/A N/A 0 0 0 0 2022-02-17 $29.50 $0.00 17.6% 5.0% 10.9% 20.2% 0.0% 7.3% 6.1% 0 0 0 0.00 151.27 N/A N/A 0 0 0 0 2022-02-18 $29.29 $0.00 20.9% 6.0% 10.7% 25.6% 0.0% 0.3% -5.0% 0 0 0 0.00 160.56 N/A N/A 0 0 0 0 2022-02-22 $29.24 $0.00 23.6% 6.8% 10.4% 30.0% 0.0% 0.8% -6.1% 0 0 0 0.00 153.18 N/A N/A 0 0 0 0 2022-02-23 $28.90 $0.00 28.0% 8.0% 11.2% 37.2% 0.0% -0.3% -16.1% 0 0 0 0.00 147.60 N/A N/A 0 0 0 0 2022-02-24 $29.10 $0.00 28.9% 8.3% 11.3% 38.7% 0.0% 2.1% -6.7% 0 0 0 0.00 163.64 N/A N/A 0 0 0 0 2022-02-25 $29.43 $0.00 19.9% 5.7% 12.0% 23.9% 0.0% 0.9% -5.0% 0 0 0 0.00 137.84 N/A N/A 0 0 0 0 2022-02-28 $29.28 $0.00 31.9% 9.1% 12.0% 43.6% 0.0% -0.4% -9.8% 0 0 0 0.00 160.42 N/A N/A 0 0 0 0
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