PSEP Options History — November 2022 In November 2022, PSEP traded between $28.52 and $30.05. ATM implied volatility averaged 35.3%, placing in the 21.0% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 20.8% (HV 20d: 14.6%). Max pain ranged from $28.00 to $28.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2022-11-02 : Largest IV spike — 134.9% change2022-11-02 : Highest IV Rank — 69.8%2022-11-02 : Largest Expected Move — 30.1%Monthly Statistics Metric Avg Min Max Open Close Price $29.38 $28.52 $30.05 $29.06 $30.05 Max Pain $28.00 $28.00 $28.00 $28.00 $28.00 ATM IV 35.3% 20.3% 105.2% 44.8% 24.4% Expected Move 9.4% 5.8% 30.1% 12.8% 7.0% HV 20d 14.6% 12.5% 16.6% 13.8% 15.3% HV 60d 17.9% 14.6% 19.4% 17.8% 15.0% IV Rank 21.0% 10.5% 69.8% 27.6% 13.4% IV Percentile 71.8% 43.3% 99.2% 93.7% 51.2% Term Structure -10.4% -53.2% -3.5% -10.6% -6.8% Skew 25d -3.7% -12.9% 18.3% -0.7% -2.0% Skew 10d 2.5% -7.2% 18.9% 7.3% -2.6% Call IV 25d 28.3% 10.3% 127.1% 32.8% 26.2% Put IV 25d 24.7% 12.7% 145.4% 32.1% 24.1% Bid-Ask Spread % 156.19 136.65 174.35 163.22 154.35 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -5.3K -9.4K -2.3K -4.3K -4.6K Net DEX 35.9K 22.1K 51.3K 47.9K 24.2K Net VEX -128 -181 -73 -178 -73 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 2022-11-01 $29.06 $0.00 44.8% 12.8% 13.8% 27.6% 0.0% -0.7% -10.6% -4.3K 47.9K -178 0.00 163.22 N/A N/A 0 0 0 48 2022-11-02 $28.73 $0.00 105.2% 30.1% 14.5% 69.8% 0.0% 18.3% -53.2% -2.3K 51.3K -181 0.00 173.98 N/A N/A 0 0 0 48 2022-11-03 $28.52 $28.00 37.4% 7.9% 14.5% 22.4% 0.0% -3.4% -7.6% -9.4K 43.5K -168 0.00 167.09 N/A N/A 0 0 0 48 2022-11-04 $28.65 $28.00 46.2% 8.8% 12.7% 28.6% 0.0% -0.7% -8.2% -4.9K 49.3K -173 0.00 157.79 N/A N/A 0 0 0 48 2022-11-07 $28.91 $28.00 35.5% 6.5% 13.0% 21.2% 0.0% -4.1% -4.9% -6.4K 42.7K -158 0.00 148.29 N/A N/A 0 0 0 48 2022-11-08 $29.02 $28.00 35.9% 6.3% 12.5% 21.4% 0.0% -4.1% -4.1% -6.5K 38.0K -152 0.00 140.51 N/A N/A 0 0 0 48 2022-11-09 $28.64 $28.00 31.6% 9.1% 13.7% 18.4% 0.0% -1.4% -12.2% -5.4K 47.7K -162 0.00 159.77 N/A N/A 0 0 0 48 2022-11-10 $29.48 $28.00 29.2% 8.4% 16.6% 16.7% 0.0% 2.1% -8.0% -5.9K 24.8K -114 0.00 162.90 N/A N/A 0 0 0 48 2022-11-11 $29.66 $28.00 24.2% 6.9% 15.9% 13.3% 0.0% 2.5% -7.9% -5.8K 31.4K -128 0.00 136.65 N/A N/A 0 0 0 48 2022-11-14 $29.60 $28.00 32.5% 9.3% 15.4% 19.0% 0.0% -6.5% -13.2% -4.6K 39.0K -139 0.00 160.16 N/A N/A 0 0 0 48 2022-11-15 $29.66 $28.00 22.6% 6.5% 15.3% 12.1% 0.0% -3.3% -11.3% -5.3K 23.3K -105 0.00 142.83 N/A N/A 0 0 0 48 2022-11-16 $29.56 $28.00 20.3% 5.8% 15.1% 10.5% 0.0% -5.2% -6.2% -5.6K 28.3K -115 0.00 138.21 N/A N/A 0 0 0 48 2022-11-17 $29.42 $28.00 31.0% 8.9% 15.2% 18.0% 0.0% -7.8% -8.9% -4.9K 38.7K -131 0.00 151.63 N/A N/A 0 0 0 48 2022-11-18 $29.62 $28.00 34.3% 9.8% 14.7% 20.3% 0.0% -9.6% -5.6% -4.4K 37.0K -127 0.00 158.74 N/A N/A 0 0 0 48 2022-11-21 $29.55 $28.00 34.4% 9.9% 14.7% 20.4% 0.0% -10.0% -6.4% -4.8K 37.3K -122 0.00 161.96 N/A N/A 0 0 0 48 2022-11-22 $29.80 $28.00 23.2% 6.7% 14.6% 12.6% 0.0% -4.7% -3.5% -6.2K 24.4K -87 0.00 139.25 N/A N/A 0 0 0 48 2022-11-23 $29.86 $28.00 23.0% 6.6% 14.6% 12.4% 0.0% -4.6% -4.7% -5.6K 22.1K -86 0.00 144.03 N/A N/A 0 0 0 48 2022-11-25 $29.89 $28.00 33.5% 9.6% 14.6% 19.7% 0.0% -8.7% -9.8% -4.7K 29.9K -99 0.00 172.86 N/A N/A 0 0 0 48 2022-11-28 $29.63 $28.00 35.4% 10.2% 14.5% 21.1% 0.0% -12.9% -11.8% -5.0K 34.6K -98 0.00 171.48 N/A N/A 0 0 0 48 2022-11-29 $29.60 $28.00 37.4% 10.7% 14.5% 22.5% 0.0% -9.8% -13.3% -4.6K 38.6K -101 0.00 174.35 N/A N/A 0 0 0 48 2022-11-30 $30.05 $28.00 24.4% 7.0% 15.3% 13.4% 0.0% -2.0% -6.8% -4.6K 24.2K -73 0.00 154.35 N/A N/A 0 0 0 48
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