PSEP Options History — August 2022

In August 2022, PSEP traded between $28.16 and $29.57. ATM implied volatility averaged 17.8%, placing in the 8.8% IV rank vs the trailing year. The 30-day expected move averaged 3.2%. IV traded above realized volatility by 11.4% (HV 20d: 6.5%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 19 of 23 days. Put/call ratio averaged 1.17.

Notable Days

  • 2022-08-01: Highest Volume — 76 contracts
  • 2022-08-30: Largest IV spike — 302.5% change
  • 2022-08-09: Highest IV Rank — 29.4%
  • 2022-08-02: Largest Expected Move — 10.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.30$28.16$29.57$29.22$29.43
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV17.8%5.2%47.3%29.5%8.9%
Expected Move3.2%1.5%10.9%8.5%2.6%
HV 20d6.5%3.9%22.9%6.5%22.9%
HV 60d11.2%9.7%16.0%13.0%16.0%
IV Rank8.8%0.0%29.4%17.0%2.6%
IV Percentile31.6%0.4%95.6%76.2%5.2%
Term Structure10.5%-31.0%41.1%-31.0%7.7%
VWIV6.9%5.9%8.9%6.7%8.9%
Skew 25d3.0%-5.0%18.4%-0.3%-0.4%
Skew 10d9.2%0.3%12.7%1.8%9.6%
Call IV 25d10.3%4.2%30.5%28.0%9.4%
Put IV 25d13.3%4.7%35.1%27.7%9.1%
Bid-Ask Spread %150.45134.47164.02162.22134.47
Gamma HHI0.390.260.430.400.41
Net GEX-8.2K-15.8K-1.1K-3.8K-9.6K
Net DEX83.5K42.7K145.3K100.2K90.4K
Net VEX-506-594-413-558-418
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.171.171.171.171.17
Total Volume23.3040767676
Total OI170170170170170

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$29.22$0.0029.5%8.5%6.5%17.0%0.0%-0.3%-31.0%-3.8K100.2K-5581.17162.22N/AN/A354135135
2022-08-02$29.18$0.0037.9%10.9%6.6%22.8%0.0%-0.3%-27.4%-1.1K111.1K-5591.17161.96N/AN/A354135135
2022-08-03$29.30$0.0019.3%5.5%6.4%9.9%0.0%0.3%-13.7%-9.2K79.8K-5561.17147.06N/AN/A354135135
2022-08-04$29.23$30.0040.3%1.7%6.4%24.5%6.7%6.2%14.0%-6.7K90.4K-5941.17148.79N/AN/A354135135
2022-08-05$29.24$30.0041.7%1.6%6.4%25.5%6.1%4.7%10.3%-6.8K91.5K-5791.17141.85N/AN/A354135135
2022-08-08$29.30$30.0046.3%1.8%6.0%28.7%5.9%5.9%15.2%-7.5K85.2K-5701.17149.62N/AN/A354135135
2022-08-09$29.24$30.0047.3%1.5%5.7%29.4%0.0%5.1%15.6%-7.2K85.7K-5390.00155.33N/AN/A0035135
2022-08-10$29.34$30.005.2%1.5%5.7%0.0%0.0%3.3%15.4%-8.3K81.3K-5430.00155.89N/AN/A0035135
2022-08-11$29.34$30.005.3%1.5%5.6%0.1%0.0%3.1%13.9%-8.6K79.9K-5240.00143.45N/AN/A0035135
2022-08-12$29.35$30.005.8%1.6%5.0%0.4%0.0%4.2%14.0%-8.4K81.3K-5220.00152.49N/AN/A0035135
2022-08-15$29.42$30.008.2%2.3%5.0%2.1%0.0%4.9%8.3%-9.8K67.2K-5180.00157.66N/AN/A0035135
2022-08-16$29.39$30.005.6%1.6%3.9%0.3%0.0%1.1%15.6%-9.3K78.5K-4980.00141.41N/AN/A0035135
2022-08-17$29.57$30.007.7%2.2%4.3%1.8%0.0%2.7%3.3%-15.8K42.7K-4130.00153.70N/AN/A0035135
2022-08-18$29.38$30.006.7%1.9%5.0%1.0%0.0%2.7%40.9%-8.7K76.8K-5120.00156.52N/AN/A0035135
2022-08-19$29.38$30.008.1%2.3%4.9%2.0%0.0%2.6%41.1%-9.0K74.1K-5020.00139.01N/AN/A0035135
2022-08-22$29.36$30.007.7%2.2%4.9%1.7%0.0%4.3%17.6%-9.3K70.9K-4410.00136.91N/AN/A0035135
2022-08-23$29.39$30.006.0%1.7%4.8%0.5%0.0%0.2%28.0%-8.4K82.6K-4530.00151.68N/AN/A0435135
2022-08-24$29.39$30.005.6%1.6%4.3%0.3%0.0%0.4%14.6%-8.0K81.6K-4130.00141.65N/AN/A0035135
2022-08-25$29.41$30.0010.0%2.9%4.2%3.3%0.0%3.5%17.6%-8.7K74.5K-4790.00159.50N/AN/A0035135
2022-08-26$29.41$30.0017.1%4.9%4.2%8.3%0.0%18.4%12.4%-8.0K70.2K-5010.00164.02N/AN/A0035135
2022-08-29$29.41$30.008.0%2.3%4.2%1.9%0.0%0.0%18.2%-8.9K80.3K-4290.00155.79N/AN/A0035135
2022-08-30$28.16$30.0032.0%9.2%16.1%18.7%0.0%-5.0%-10.4%-7.3K145.3K-5250.00149.47N/AN/A0035135
2022-08-31$29.43$30.008.9%2.6%22.9%2.6%8.9%-0.4%7.7%-9.6K90.4K-4181.17134.47N/AN/A354135135