PSEP Options History — January 2023

In January 2023, PSEP traded between $29.13 and $30.46. ATM implied volatility averaged 28.7%, placing in the 16.4% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 18.1% (HV 20d: 10.6%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days.

Notable Days

  • 2023-01-09: Largest IV spike — 75.0% change
  • 2023-01-10: Highest IV Rank — 28.6%
  • 2023-01-03: Largest Expected Move — 10.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.86$29.13$30.46$29.16$30.39
ATM IV28.7%17.4%46.2%37.4%30.6%
Expected Move7.4%4.7%10.7%10.7%8.8%
HV 20d10.6%9.1%11.8%11.0%9.4%
HV 60d12.5%12.0%13.4%13.4%12.0%
IV Rank16.4%8.5%28.6%22.5%17.7%
IV Percentile57.8%24.2%91.7%81.7%65.9%
Term Structure-5.4%-11.5%7.2%-11.5%-8.9%
Skew 25d2.0%0.9%3.1%2.2%2.1%
Skew 10d4.5%-7.6%7.1%6.3%6.7%
Call IV 25d21.2%14.9%29.4%29.4%23.3%
Put IV 25d23.2%17.9%31.6%31.6%25.4%
Bid-Ask Spread %169.82153.76181.03174.24167.86
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-01-03$29.16$0.0037.4%10.7%11.0%22.5%0.0%2.2%-11.5%0000.00174.24N/AN/A0000
2023-01-04$29.22$0.0023.0%6.6%10.5%12.4%0.0%1.5%-7.6%0000.00158.64N/AN/A0000
2023-01-05$29.13$0.0033.5%6.6%10.3%19.7%0.0%0.9%-3.2%0000.00176.04N/AN/A0000
2023-01-06$29.58$0.0025.5%4.7%11.8%14.2%0.0%3.1%-2.0%0000.00164.13N/AN/A0000
2023-01-09$29.54$0.0044.7%7.6%11.7%27.6%0.0%1.0%-4.4%0000.00181.03N/AN/A0000
2023-01-10$29.61$0.0046.2%7.2%11.7%28.6%0.0%1.0%-4.7%0000.00177.65N/AN/A0000
2023-01-11$29.84$0.0022.7%6.5%11.8%12.2%0.0%2.4%-3.9%0000.00157.36N/AN/A0000
2023-01-12$29.95$0.0026.0%7.4%11.7%14.5%0.0%1.8%-3.3%0000.00176.13N/AN/A0000
2023-01-13$30.02$0.0022.6%6.5%11.7%12.1%0.0%1.8%-3.6%0000.00170.12N/AN/A0000
2023-01-17$30.02$0.0028.3%8.1%10.4%16.1%0.0%2.0%-5.2%0000.00177.89N/AN/A0000
2023-01-18$29.75$0.0028.9%8.3%10.8%16.5%0.0%1.6%-6.2%0000.00177.67N/AN/A0000
2023-01-19$29.65$0.0029.8%8.5%10.4%17.1%0.0%2.7%-6.3%0000.00178.42N/AN/A0000
2023-01-20$29.90$0.0029.1%8.3%10.7%16.7%0.0%3.0%-6.0%0000.00175.12N/AN/A0000
2023-01-23$30.14$0.0017.4%5.0%10.6%8.5%0.0%1.9%7.2%0000.00153.76N/AN/A0000
2023-01-24$30.11$0.0026.4%7.6%9.8%14.8%0.0%2.2%-6.4%0000.00169.66N/AN/A0000
2023-01-25$30.13$0.0025.7%7.4%9.8%14.3%0.0%2.1%-5.9%0000.00167.19N/AN/A0000
2023-01-26$30.32$0.0026.9%7.7%9.9%15.1%0.0%2.1%-6.6%0000.00167.80N/AN/A0000
2023-01-27$30.46$0.0019.5%5.6%9.1%10.0%0.0%2.7%-10.0%0000.00157.84N/AN/A0000
2023-01-30$30.20$0.0029.4%8.4%9.4%16.9%0.0%2.3%-8.7%0000.00167.77N/AN/A0000
2023-01-31$30.39$0.0030.6%8.8%9.4%17.7%0.0%2.1%-8.9%0000.00167.86N/AN/A0000