PSEP Options History — February 2023 In February 2023, PSEP traded between $29.97 and $30.84. ATM implied volatility averaged 22.7%, placing in the 12.2% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 13.1% (HV 20d: 9.6%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 4 of 19 days.
Notable Days 2023-02-27 : Largest IV spike — 59.5% change2023-02-06 : Highest IV Rank — 21.6%2023-02-28 : Largest Expected Move — 8.5%Monthly Statistics Metric Avg Min Max Open Close Price $30.48 $29.97 $30.84 $30.75 $30.02 ATM IV 22.7% 16.2% 36.2% 23.2% 29.5% Expected Move 5.8% 4.7% 8.5% 6.6% 8.5% HV 20d 9.6% 9.0% 10.1% 9.9% 9.5% HV 60d 10.8% 10.0% 12.0% 12.0% 10.0% IV Rank 12.2% 7.7% 21.6% 12.5% 17.0% IV Percentile 39.9% 19.0% 79.4% 41.3% 63.5% Term Structure -3.1% -9.8% 32.1% 2.3% -9.8% Skew 25d 2.4% 1.3% 8.0% 8.0% 1.9% Skew 10d 4.5% 3.2% 7.7% 6.6% 5.8% Call IV 25d 17.7% 8.2% 24.1% 23.1% 24.1% Put IV 25d 20.1% 10.8% 31.1% 31.1% 26.1% Bid-Ask Spread % 154.15 136.29 162.74 162.74 161.73 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (19 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 2023-02-01 $30.75 $0.00 23.2% 6.6% 9.9% 12.5% 0.0% 8.0% 2.3% 0 0 0 0.00 162.74 N/A N/A 0 0 0 0 2023-02-02 $30.83 $0.00 29.4% 4.7% 9.9% 16.9% 0.0% 2.0% -7.3% 0 0 0 0.00 155.00 N/A N/A 0 0 0 0 2023-02-03 $30.68 $0.00 30.0% 5.8% 10.0% 17.3% 0.0% 2.1% -5.2% 0 0 0 0.00 160.67 N/A N/A 0 0 0 0 2023-02-06 $30.60 $0.00 36.2% 6.1% 9.0% 21.6% 0.0% 2.6% -5.5% 0 0 0 0.00 162.24 N/A N/A 0 0 0 0 2023-02-07 $30.84 $0.00 27.5% 4.9% 9.1% 15.5% 0.0% 3.0% 1.5% 0 0 0 0.00 151.12 N/A N/A 0 0 0 0 2023-02-08 $30.66 $0.00 21.3% 6.1% 9.6% 11.3% 0.0% 2.5% -7.5% 0 0 0 0.00 161.22 N/A N/A 0 0 0 0 2023-02-09 $30.51 $0.00 21.3% 6.1% 9.6% 11.2% 0.0% 2.3% -7.1% 0 0 0 0.00 158.56 N/A N/A 0 0 0 0 2023-02-10 $30.49 $0.00 18.0% 5.2% 9.6% 8.9% 0.0% 2.5% -6.7% 0 0 0 0.00 142.12 N/A N/A 0 0 0 0 2023-02-13 $30.73 $0.00 18.8% 5.4% 9.9% 9.5% 0.0% 2.6% -5.7% 0 0 0 0.00 136.29 N/A N/A 0 0 0 0 2023-02-14 $30.78 $0.00 22.6% 6.5% 9.8% 12.1% 0.0% 2.2% -6.7% 0 0 0 0.00 158.92 N/A N/A 0 0 0 0 2023-02-15 $30.77 $0.00 16.2% 4.7% 9.1% 7.7% 0.0% 2.1% -6.0% 0 0 0 0.00 146.61 N/A N/A 0 0 0 0 2023-02-16 $30.56 $0.00 16.8% 4.8% 9.4% 8.1% 0.0% 2.0% 32.1% 0 0 0 0.00 152.40 N/A N/A 0 0 0 0 2023-02-17 $30.48 $0.00 17.2% 4.9% 9.2% 8.4% 0.0% 1.8% 2.2% 0 0 0 0.00 150.70 N/A N/A 0 0 0 0 2023-02-21 $30.18 $0.00 18.6% 5.3% 9.5% 9.3% 0.0% 1.5% -0.4% 0 0 0 0.00 154.89 N/A N/A 0 0 0 0 2023-02-22 $30.04 $0.00 19.7% 5.7% 9.7% 10.1% 0.0% 1.3% -8.1% 0 0 0 0.00 152.27 N/A N/A 0 0 0 0 2023-02-23 $30.22 $0.00 18.1% 5.2% 9.9% 9.0% 0.0% 1.6% -6.2% 0 0 0 0.00 150.99 N/A N/A 0 0 0 0 2023-02-24 $29.97 $0.00 18.3% 5.2% 10.1% 9.1% 0.0% 1.4% -5.6% 0 0 0 0.00 149.22 N/A N/A 0 0 0 0 2023-02-27 $30.05 $0.00 29.1% 8.4% 10.0% 16.7% 0.0% 1.9% -9.0% 0 0 0 0.00 161.16 N/A N/A 0 0 0 0 2023-02-28 $30.02 $0.00 29.5% 8.5% 9.5% 17.0% 0.0% 1.9% -9.8% 0 0 0 0.00 161.73 N/A N/A 0 0 0 0
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