PSEP Options History — June 2022

In June 2022, PSEP traded between $27.48 and $28.98. ATM implied volatility averaged 27.2%, placing in the 28.2% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 13.1% (HV 20d: 14.0%). 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 3 of 21 days. Put/call ratio averaged 16.02.

Notable Days

  • 2022-06-16: Highest Volume — 102 contracts
  • 2022-06-08: Largest IV spike — 141.2% change
  • 2022-06-16: Highest IV Rank — 46.8%
  • 2022-06-02: Largest Expected Move — 18.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.32$27.48$28.98$28.85$28.10
Max Pain$29.00$29.00$29.00$29.00$29.00
ATM IV27.2%8.5%41.8%11.4%24.4%
Expected Move9.2%3.3%18.2%3.3%7.0%
HV 20d14.0%12.4%15.9%15.9%14.7%
HV 60d13.4%12.5%14.2%12.9%14.1%
IV Rank28.2%4.3%46.8%8.0%24.6%
IV Percentile63.1%0.8%95.6%4.8%61.5%
Term Structure-5.1%-18.8%24.2%13.2%-8.6%
VWIV9.8%9.8%9.8%9.8%9.8%
Skew 25d-0.1%-23.5%13.7%-1.6%0.9%
Skew 10d-1.4%-50.8%6.6%1.2%1.7%
Call IV 25d25.5%8.7%75.6%11.5%27.9%
Put IV 25d25.4%9.1%52.0%9.9%28.9%
Bid-Ask Spread %160.96142.86180.79147.52147.05
Gamma HHI0.470.340.810.460.35
Net GEX-20.3K-49.6K-9.4K-26.3K-14.3K
Net DEX217.1K166.5K402.7K200.9K177.2K
Net VEX-753-935-605-850-626
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio16.021.1741.003.331.17
Total Volume61.381421026576
Total OI189.143136256219136

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$28.85$29.0011.4%3.3%15.9%8.0%9.8%-1.6%13.2%-26.3K200.9K-8503.33147.52N/AN/A155045174
2022-06-02$28.95$0.008.5%18.2%15.2%4.3%0.0%-23.5%-18.8%-13.3K182.8K-9353.33180.79N/AN/A155045174
2022-06-03$28.87$0.009.9%5.1%13.3%6.0%0.0%13.7%-5.5%-34.2K209.7K-7343.33149.72N/AN/A155045174
2022-06-06$28.84$0.0010.3%8.7%13.3%6.6%0.0%0.6%-5.4%-28.5K187.0K-7773.33174.47N/AN/A155045174
2022-06-07$28.98$0.0010.9%8.8%12.4%7.4%0.0%0.1%-6.5%-29.0K182.4K-7593.33170.23N/AN/A155045174
2022-06-08$28.90$0.0026.4%7.6%12.5%27.2%0.0%1.5%-5.5%-26.3K180.6K-7613.33161.07N/AN/A155045174
2022-06-09$28.68$0.0029.6%8.5%12.5%31.3%0.0%0.5%-6.0%-11.6K190.4K-8683.33165.51N/AN/A155045174
2022-06-10$28.36$0.0038.9%11.1%12.8%43.1%0.0%-0.4%-9.4%-20.8K235.8K-8083.33142.86N/AN/A155045174
2022-06-13$27.74$0.0027.9%8.0%13.5%29.1%0.0%2.7%-5.1%-37.7K314.1K-6623.33160.98N/AN/A155045174
2022-06-14$27.76$0.0020.3%5.8%13.5%19.4%0.0%0.6%-3.8%-34.5K332.3K-6053.33145.69N/AN/A155045174
2022-06-15$28.04$0.0029.2%8.4%13.5%30.8%0.0%2.0%-6.3%-49.6K298.7K-6663.33163.15N/AN/A155045174
2022-06-16$27.48$0.0041.8%12.0%13.9%46.8%0.0%-0.4%3.2%-11.5K257.1K-6625.80170.08N/AN/A158745174
2022-06-17$27.60$0.0033.7%9.7%14.0%36.5%0.0%0.3%24.2%-9.4K402.7K-7985.80166.59N/AN/A158745211
2022-06-21$27.98$0.0036.3%10.4%14.9%39.8%0.0%0.5%-8.1%-11.0K179.9K-78341.00168.05N/AN/A1411135
2022-06-22$27.99$0.0031.2%8.9%14.7%33.3%0.0%0.1%-7.2%-12.3K170.8K-75141.00162.84N/AN/A1411135
2022-06-23$28.09$0.0037.7%10.8%14.8%41.6%0.0%0.1%-9.2%-10.6K177.4K-77541.00162.89N/AN/A1411135
2022-06-24$28.41$0.0037.4%10.7%15.3%41.3%0.0%0.1%-10.9%-10.0K171.9K-77941.00156.92N/AN/A1411135
2022-06-27$28.50$0.0034.2%9.8%14.9%37.2%0.0%1.8%-11.2%-11.5K166.5K-73341.00161.44N/AN/A1411135
2022-06-28$28.33$0.0035.9%10.3%14.6%39.3%0.0%-0.5%-11.8%-12.1K167.9K-73841.00163.59N/AN/A1411135
2022-06-29$28.23$0.0034.5%9.9%14.6%37.6%0.0%-0.4%-9.1%-12.6K172.5K-73641.00158.75N/AN/A1411135
2022-06-30$28.10$0.0024.4%7.0%14.7%24.6%0.0%0.9%-8.6%-14.3K177.2K-6261.17147.05N/AN/A35411135