PSEP Options History — April 2022

In April 2022, PSEP traded between $28.76 and $30.15. ATM implied volatility averaged 28.1%, placing in the 35.4% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 18.6% (HV 20d: 9.5%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 37.88.

Notable Days

2022-04-18: Highest Volume — 76 contracts
2022-04-27: Largest IV spike — 277.7% change
2022-04-27: Highest IV Rank — 100.0%
2022-04-27: Largest Expected Move — 23.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.59	$28.76	$30.15	$29.96	$28.76
Max Pain	$30.00	$30.00	$30.00	$30.00	$30.00
ATM IV	28.1%	14.3%	83.3%	26.2%	19.2%
Expected Move	5.9%	3.4%	23.9%	4.8%	5.5%
HV 20d	9.5%	8.2%	12.1%	10.9%	12.1%
HV 60d	10.8%	10.5%	11.5%	10.5%	11.5%
IV Rank	35.4%	15.0%	100.0%	34.3%	17.9%
IV Percentile	54.1%	8.3%	100.0%	65.1%	37.7%
Term Structure	-10.4%	-76.0%	-0.9%	-15.9%	-12.5%
VWIV	11.1%	7.2%	17.0%	17.0%	7.2%
Skew 25d	2.2%	-0.8%	11.2%	-0.3%	11.1%
Skew 10d	1.1%	-0.9%	5.2%	1.0%	0.3%
Call IV 25d	19.9%	7.8%	102.0%	9.4%	10.8%
Put IV 25d	22.1%	9.1%	105.8%	9.1%	21.9%
Bid-Ask Spread %	149.14	113.94	178.20	113.94	139.64
Gamma HHI	0.69	0.40	1.00	1.00	0.40
Net GEX	-9.6K	-27.2K	0	0	-27.2K
Net DEX	71.8K	0	205.2K	0	205.2K
Net VEX	-460	-1.1K	0	0	-1.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	37.88	1.53	50.00	1.53	50.00
Total Volume	26.35	0	76	0	51
Total OI	86.35	0	213	0	213

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
2022-04-01	$29.96	$0.00	26.2%	4.8%	10.9%	34.3%	0.0%	-0.3%	-15.9%	0	0	0	0.00	113.94	N/A	N/A	0	0	0	0
2022-04-04	$30.15	$0.00	21.9%	3.5%	10.0%	27.3%	0.0%	-0.7%	-1.0%	0	0	0	0.00	152.10	N/A	N/A	0	0	0	0
2022-04-05	$30.04	$0.00	47.6%	7.2%	9.8%	69.1%	0.0%	-0.1%	-4.3%	0	0	0	0.00	167.93	N/A	N/A	0	0	0	0
2022-04-06	$29.87	$0.00	26.8%	3.7%	9.5%	35.2%	0.0%	0.4%	-0.9%	0	0	0	0.00	148.08	N/A	N/A	0	0	0	0
2022-04-07	$29.95	$0.00	27.1%	3.8%	9.3%	35.8%	0.0%	-0.3%	-2.6%	0	0	0	0.00	150.91	N/A	N/A	0	30	0	0
2022-04-08	$29.96	$0.00	29.3%	3.4%	9.0%	39.3%	0.0%	0.6%	-2.1%	-5.9K	20.3K	-116	0.00	155.11	N/A	N/A	0	0	0	30
2022-04-11	$29.71	$0.00	41.2%	3.8%	9.4%	58.7%	0.0%	0.1%	-2.2%	-6.2K	24.8K	-131	0.00	152.46	N/A	N/A	0	0	0	30
2022-04-12	$29.59	$0.00	51.6%	3.7%	8.9%	76.0%	0.0%	0.1%	-1.3%	-7.6K	24.9K	-125	0.00	147.25	N/A	N/A	0	0	0	30
2022-04-13	$29.79	$0.00	27.8%	8.0%	9.1%	37.1%	0.0%	-0.1%	-7.5%	-3.3K	24.8K	-128	0.00	169.00	N/A	N/A	0	0	0	30
2022-04-14	$29.62	$0.00	14.5%	4.1%	8.3%	15.2%	0.0%	0.2%	-3.3%	-6.3K	24.3K	-124	0.00	145.76	N/A	N/A	0	46	0	30
2022-04-18	$29.52	$0.00	14.3%	4.1%	8.2%	15.0%	0.0%	0.2%	-6.3%	-17.2K	98.3K	-475	1.53	145.37	N/A	N/A	30	46	0	76
2022-04-19	$29.85	$0.00	14.8%	4.3%	9.1%	15.8%	0.0%	-0.1%	-3.8%	-7.1K	49.4K	-591	0.00	144.01	N/A	N/A	0	46	30	76
2022-04-20	$29.84	$0.00	14.6%	4.2%	8.8%	15.4%	0.0%	1.2%	-6.8%	-4.5K	39.2K	-579	0.00	150.53	N/A	N/A	0	46	30	76
2022-04-21	$29.60	$0.00	16.8%	4.8%	9.1%	19.1%	17.0%	-0.8%	-9.8%	-6.8K	55.2K	-581	0.00	139.91	N/A	N/A	0	60	30	76
2022-04-22	$29.31	$30.00	18.2%	5.2%	9.6%	21.3%	9.0%	-0.3%	-11.2%	-13.4K	158.3K	-1.1K	0.00	144.16	N/A	N/A	0	12	30	136
2022-04-25	$29.26	$30.00	15.8%	4.5%	9.5%	17.4%	7.2%	10.6%	-7.9%	-16.5K	165.3K	-978	0.00	137.62	N/A	N/A	0	58	30	136
2022-04-26	$28.90	$30.00	22.1%	6.3%	10.0%	27.6%	0.0%	6.5%	-14.3%	-26.4K	195.2K	-1.1K	50.00	143.13	N/A	N/A	1	50	30	182
2022-04-27	$28.94	$30.00	83.3%	23.9%	9.4%	100.0%	0.0%	3.8%	-76.0%	-18.6K	172.0K	-1.1K	0.00	178.20	N/A	N/A	0	0	31	182
2022-04-28	$29.28	$30.00	29.3%	8.4%	10.6%	30.9%	0.0%	11.2%	-18.9%	-24.9K	179.4K	-1.1K	50.00	157.81	N/A	N/A	1	50	31	182
2022-04-29	$28.76	$30.00	19.2%	5.5%	12.1%	17.9%	0.0%	11.1%	-12.5%	-27.2K	205.2K	-1.1K	50.00	139.64	N/A	N/A	1	50	31	182