PSEP Options History — March 2022 In March 2022, PSEP traded between $28.70 and $30.36. ATM implied volatility averaged 23.9%, placing in the 30.6% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 12.0% (HV 20d: 11.9%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 2 of 23 days.
Notable Days 2022-03-28 : Largest IV spike — 84.6% change2022-03-23 : Highest IV Rank — 53.4%2022-03-09 : Largest Expected Move — 15.0%Monthly Statistics Metric Avg Min Max Open Close Price $29.48 $28.70 $30.36 $29.12 $30.14 ATM IV 23.9% 15.9% 38.0% 24.8% 20.2% Expected Move 7.2% 3.2% 15.0% 7.1% 3.7% HV 20d 11.9% 10.8% 13.2% 11.1% 10.8% HV 60d 9.9% 9.1% 10.5% 9.3% 10.5% IV Rank 30.6% 17.4% 53.4% 32.0% 24.5% IV Percentile 51.7% 17.5% 92.1% 57.1% 40.1% Term Structure -4.8% -13.3% 34.5% -13.3% -9.0% Skew 25d 1.2% -0.7% 3.5% -0.7% 1.0% Skew 10d 1.2% -0.2% 5.5% 1.0% 1.2% Call IV 25d 21.2% 16.8% 31.0% 25.6% 21.9% Put IV 25d 22.3% 17.9% 31.7% 24.8% 22.9% Bid-Ask Spread % 153.08 141.48 191.96 144.47 141.48 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 (23 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 2022-03-01 $29.12 $0.00 24.8% 7.1% 11.1% 32.0% 0.0% -0.7% -13.3% 0 0 0 0.00 144.47 N/A N/A 0 0 0 0 2022-03-02 $29.45 $0.00 35.8% 10.3% 11.7% 49.9% 0.0% 2.8% -6.6% 0 0 0 0.00 157.76 N/A N/A 0 0 0 0 2022-03-03 $29.35 $0.00 38.0% 10.9% 11.5% 53.4% 0.0% 2.6% -6.6% 0 0 0 0.00 158.56 N/A N/A 0 0 0 0 2022-03-04 $29.22 $0.00 26.6% 7.6% 11.3% 35.0% 0.0% 1.1% -5.4% 0 0 0 0.00 143.41 N/A N/A 0 0 0 0 2022-03-07 $28.90 $0.00 27.4% 7.9% 11.8% 36.2% 0.0% 0.9% -3.4% 0 0 0 0.00 143.84 N/A N/A 0 0 0 0 2022-03-08 $28.74 $0.00 19.2% 8.7% 11.9% 22.9% 0.0% 2.7% -5.6% 0 0 0 0.00 156.36 N/A N/A 0 0 0 0 2022-03-09 $29.09 $0.00 28.8% 15.0% 12.8% 38.6% 0.0% 0.6% -9.3% 0 0 0 0.00 159.43 N/A N/A 0 0 0 0 2022-03-10 $28.99 $0.00 27.5% 13.6% 12.5% 36.3% 0.0% 3.2% -6.2% 0 0 0 0.00 160.93 N/A N/A 0 0 0 0 2022-03-11 $28.86 $0.00 19.0% 12.0% 12.2% 22.5% 0.0% 1.4% -8.0% 0 0 0 0.00 149.48 N/A N/A 0 0 0 0 2022-03-14 $28.70 $0.00 18.7% 4.0% 12.0% 22.0% 0.0% 0.5% -5.1% 0 0 0 0.00 147.73 N/A N/A 0 0 0 0 2022-03-15 $29.02 $0.00 20.4% 4.0% 12.8% 24.9% 0.0% 3.5% -5.6% 0 0 0 0.00 146.91 N/A N/A 0 0 0 0 2022-03-16 $29.16 $0.00 19.5% 3.7% 12.3% 23.4% 0.0% 1.1% -7.9% 0 0 0 0.00 143.16 N/A N/A 0 0 0 0 2022-03-17 $29.52 $0.00 15.9% 13.9% 13.2% 17.4% 0.0% 0.8% 34.5% 0 0 0 0.00 191.96 N/A N/A 0 0 0 0 2022-03-18 $29.69 $0.00 18.5% 6.0% 13.0% 21.7% 0.0% 1.8% 4.9% 0 0 0 0.00 145.03 N/A N/A 0 0 0 0 2022-03-21 $29.74 $0.00 19.0% 3.9% 12.7% 22.6% 0.0% -0.7% -5.8% 0 0 0 0.00 148.89 N/A N/A 0 0 0 0 2022-03-22 $29.94 $0.00 26.8% 3.9% 12.8% 35.2% 0.0% 0.4% -12.0% 0 0 0 0.00 144.87 N/A N/A 0 0 0 0 2022-03-23 $29.82 $0.00 38.0% 8.2% 12.1% 53.4% 0.0% 0.7% -9.6% 0 0 0 0.00 175.89 N/A N/A 0 0 0 0 2022-03-24 $29.93 $0.00 17.9% 3.7% 11.9% 20.8% 0.0% 0.9% -2.3% 0 0 0 0.00 142.29 N/A N/A 0 0 0 0 2022-03-25 $29.97 $0.00 17.8% 3.7% 11.3% 20.5% 0.0% 0.0% -4.8% 0 0 0 0.00 149.92 N/A N/A 0 0 0 0 2022-03-28 $30.11 $0.00 32.8% 6.5% 11.2% 45.1% 0.0% -0.2% -8.8% 0 0 0 0.00 167.18 N/A N/A 0 0 0 0 2022-03-29 $30.36 $0.00 18.1% 3.2% 11.1% 21.1% 0.0% 0.4% -6.5% 0 0 0 0.00 156.47 N/A N/A 0 0 0 0 2022-03-30 $30.22 $0.00 19.9% 3.7% 10.8% 24.1% 0.0% 2.4% -7.0% 0 0 0 0.00 144.72 N/A N/A 0 0 0 0 2022-03-31 $30.14 $0.00 20.2% 3.7% 10.8% 24.5% 0.0% 1.0% -9.0% 0 0 0 0.00 141.48 N/A N/A 0 0 0 0
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