PSEP Options History — October 2022 In October 2022, PSEP traded between $27.74 and $29.20. ATM implied volatility averaged 34.9%, placing in the 20.7% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 19.1% (HV 20d: 15.8%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2022-10-19 : Largest IV spike — 131.5% change2022-10-19 : Highest IV Rank — 52.8%2022-10-19 : Largest Expected Move — 23.2%Monthly Statistics Metric Avg Min Max Open Close Price $28.42 $27.74 $29.20 $28.27 $29.11 ATM IV 34.9% 20.7% 80.8% 25.2% 31.4% Expected Move 9.4% 5.9% 23.2% 7.2% 9.0% HV 20d 15.8% 14.4% 16.7% 15.2% 14.6% HV 60d 17.1% 16.1% 17.8% 16.1% 17.8% IV Rank 20.7% 10.8% 52.8% 14.0% 18.3% IV Percentile 75.5% 50.0% 98.8% 61.9% 74.2% Term Structure -13.7% -67.9% -1.6% -4.5% -10.0% Skew 25d 3.3% -0.0% 14.5% -0.0% 4.1% Skew 10d -0.4% -8.1% 5.1% -2.8% -8.1% Call IV 25d 24.0% 14.0% 36.1% 26.9% 14.0% Put IV 25d 27.2% 18.1% 36.5% 26.9% 18.1% Bid-Ask Spread % 153.28 128.44 182.52 147.34 128.44 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -7.2K -9.1K -4.5K -9.1K -6.0K Net DEX 55.3K 39.1K 69.4K 57.4K 39.1K Net VEX -211 -238 -163 -238 -163 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 48 48 48 48 48
Daily Data (21 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 2022-10-03 $28.27 $0.00 25.2% 7.2% 15.2% 14.0% 0.0% -0.0% -4.5% -9.1K 57.4K -238 0.00 147.34 N/A N/A 0 0 0 48 2022-10-04 $28.67 $0.00 27.6% 7.9% 16.2% 15.6% 0.0% 2.0% -7.7% -7.1K 52.2K -228 0.00 137.86 N/A N/A 0 0 0 48 2022-10-05 $28.74 $0.00 36.6% 10.5% 15.8% 21.9% 0.0% 2.1% -8.5% -5.1K 55.5K -233 0.00 151.31 N/A N/A 0 0 0 48 2022-10-06 $28.54 $0.00 42.2% 8.9% 15.9% 25.8% 0.0% 0.1% -3.1% -4.5K 59.4K -234 0.00 160.53 N/A N/A 0 0 0 48 2022-10-07 $28.01 $0.00 47.3% 9.4% 16.4% 29.4% 0.0% 4.8% -18.8% -8.3K 59.3K -232 0.00 158.61 N/A N/A 0 0 0 48 2022-10-10 $27.94 $0.00 35.9% 9.6% 16.2% 21.4% 0.0% 3.7% -16.2% -8.7K 66.6K -228 0.00 153.78 N/A N/A 0 0 0 48 2022-10-11 $27.74 $0.00 54.3% 9.7% 14.4% 34.3% 0.0% 0.9% -19.6% -8.4K 68.1K -226 0.00 161.14 N/A N/A 0 0 0 48 2022-10-12 $27.81 $0.00 35.6% 10.2% 14.5% 21.2% 0.0% 0.4% -21.1% -8.2K 69.4K -223 0.00 165.58 N/A N/A 0 0 0 48 2022-10-13 $28.10 $0.00 28.8% 8.3% 15.1% 16.4% 0.0% 1.2% -13.5% -8.9K 59.4K -223 0.00 168.74 N/A N/A 0 0 0 48 2022-10-14 $27.81 $0.00 20.7% 5.9% 15.4% 10.8% 0.0% 1.1% -5.1% -8.1K 59.9K -219 0.00 144.50 N/A N/A 0 0 0 48 2022-10-17 $28.23 $0.00 25.4% 7.3% 16.5% 14.1% 0.0% 5.7% -8.7% -8.8K 58.2K -214 0.00 143.03 N/A N/A 0 0 0 48 2022-10-18 $28.38 $0.00 34.9% 10.0% 16.7% 20.7% 0.0% 0.2% -22.7% -5.9K 59.2K -214 0.00 167.40 N/A N/A 0 0 0 48 2022-10-19 $28.20 $0.00 80.8% 23.2% 16.6% 52.8% 0.0% 0.4% -67.9% -8.9K 51.9K -206 0.00 182.52 N/A N/A 0 0 0 48 2022-10-20 $28.12 $0.00 38.5% 11.0% 16.5% 23.2% 0.0% 2.9% -23.2% -8.8K 59.2K -210 0.00 159.57 N/A N/A 0 0 0 48 2022-10-21 $28.52 $0.00 27.7% 7.9% 16.5% 15.7% 0.0% 4.4% -1.6% -6.7K 55.1K -205 0.00 149.05 N/A N/A 0 0 0 48 2022-10-24 $28.71 $0.00 25.5% 7.3% 16.5% 14.1% 0.0% 3.4% -4.0% -5.7K 52.2K -200 0.00 148.34 N/A N/A 0 0 0 48 2022-10-25 $28.96 $0.00 25.8% 7.4% 16.6% 14.4% 0.0% 3.7% -6.9% -6.6K 45.6K -186 0.00 139.35 N/A N/A 0 0 0 48 2022-10-26 $28.91 $0.00 27.4% 7.9% 15.9% 15.5% 0.0% 14.5% -9.1% -6.1K 45.0K -189 0.00 146.89 N/A N/A 0 0 0 48 2022-10-27 $28.87 $0.00 22.1% 6.3% 14.7% 11.7% 0.0% 11.0% -7.3% -6.0K 40.2K -178 0.00 150.10 N/A N/A 0 0 0 48 2022-10-28 $29.20 $0.00 39.6% 11.3% 15.0% 24.0% 0.0% 2.1% -8.6% -4.6K 49.5K -188 0.00 154.69 N/A N/A 0 0 0 48 2022-10-31 $29.11 $0.00 31.4% 9.0% 14.6% 18.3% 0.0% 4.1% -10.0% -6.0K 39.1K -163 0.00 128.44 N/A N/A 0 0 0 48
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