PSEP Options History — March 2023 In March 2023, PSEP traded between $29.43 and $30.65. ATM implied volatility averaged 32.3%, placing in the 18.9% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 21.9% (HV 20d: 10.4%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 2 of 23 days.
Notable Days 2023-03-22 : Largest IV spike — 204.7% change2023-03-14 : Highest IV Rank — 51.9%2023-03-22 : Largest Expected Move — 20.8%Monthly Statistics Metric Avg Min Max Open Close Price $30.02 $29.43 $30.65 $29.93 $30.65 ATM IV 32.3% 12.8% 79.6% 20.0% 22.4% Expected Move 6.9% 3.7% 20.8% 5.7% 6.4% HV 20d 10.4% 8.5% 11.6% 9.2% 11.4% HV 60d 10.2% 9.9% 10.6% 10.0% 10.2% IV Rank 18.9% 5.3% 51.9% 10.3% 12.0% IV Percentile 55.0% 14.3% 98.0% 32.9% 36.5% Term Structure -4.7% -24.3% 26.7% -7.4% -12.1% Skew 25d 2.0% -0.1% 10.2% 1.5% 5.3% Skew 10d 3.1% -0.3% 15.5% 4.5% 0.9% Call IV 25d 21.8% 12.8% 90.3% 22.3% 21.5% Put IV 25d 23.8% 14.1% 100.5% 23.8% 26.8% Bid-Ask Spread % 161.40 119.93 185.42 149.59 156.94 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 (23 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 2023-03-01 $29.93 $0.00 20.0% 5.7% 9.2% 10.3% 0.0% 1.5% -7.4% 0 0 0 0.00 149.59 N/A N/A 0 0 0 0 2023-03-02 $30.13 $0.00 31.3% 9.0% 8.5% 18.2% 0.0% 2.6% -11.0% 0 0 0 0.00 160.46 N/A N/A 0 0 0 0 2023-03-03 $30.37 $0.00 21.4% 6.1% 9.0% 11.3% 0.0% 2.9% -7.7% 0 0 0 0.00 151.31 N/A N/A 0 0 0 0 2023-03-06 $30.42 $0.00 38.1% 6.2% 8.9% 22.9% 0.0% 0.6% -4.1% 0 0 0 0.00 172.25 N/A N/A 0 0 0 0 2023-03-07 $30.09 $0.00 37.2% 5.9% 9.6% 22.3% 0.0% 1.3% -4.0% 0 0 0 0.00 168.60 N/A N/A 0 0 0 0 2023-03-08 $30.10 $0.00 39.9% 5.9% 9.1% 24.2% 0.0% 1.2% -3.7% 0 0 0 0.00 170.48 N/A N/A 0 0 0 0 2023-03-09 $29.77 $0.00 29.0% 4.1% 9.6% 16.6% 0.0% 0.6% -4.7% 0 0 0 0.00 155.91 N/A N/A 0 0 0 0 2023-03-10 $29.43 $0.00 37.6% 4.9% 10.2% 22.6% 0.0% 0.2% -5.3% 0 0 0 0.00 156.84 N/A N/A 0 0 0 0 2023-03-13 $29.55 $0.00 72.0% 7.6% 10.4% 46.6% 0.0% 1.6% -6.6% 0 0 0 0.00 167.06 N/A N/A 0 0 0 0 2023-03-14 $29.67 $0.00 79.6% 7.6% 10.0% 51.9% 0.0% 1.1% -6.6% 0 0 0 0.00 176.52 N/A N/A 0 0 0 0 2023-03-15 $29.60 $0.00 16.1% 4.6% 9.9% 7.6% 0.0% 2.8% -4.7% 0 0 0 0.00 155.94 N/A N/A 0 0 0 0 2023-03-16 $29.98 $0.00 21.9% 6.3% 11.2% 11.7% 0.0% 1.8% 26.7% 0 0 0 0.00 161.72 N/A N/A 0 0 0 0 2023-03-17 $29.78 $0.00 22.7% 6.5% 11.2% 12.2% 0.0% 2.5% -3.3% 0 0 0 0.00 164.14 N/A N/A 0 0 0 0 2023-03-20 $29.94 $0.00 24.0% 6.9% 11.4% 13.1% 0.0% 3.2% -4.3% 0 0 0 0.00 164.91 N/A N/A 0 0 0 0 2023-03-21 $30.23 $0.00 23.8% 6.8% 11.5% 13.0% 0.0% 1.8% -3.8% 0 0 0 0.00 165.57 N/A N/A 0 0 0 0 2023-03-22 $30.05 $0.00 72.6% 20.8% 11.6% 47.0% 0.0% 10.2% -24.3% 0 0 0 0.00 185.42 N/A N/A 0 0 0 0 2023-03-23 $29.94 $0.00 23.7% 6.8% 11.4% 12.9% 0.0% 0.6% -4.8% 0 0 0 0.00 162.24 N/A N/A 0 0 0 0 2023-03-24 $30.04 $0.00 16.2% 4.6% 11.1% 7.6% 0.0% 1.3% -3.4% 0 0 0 0.00 148.95 N/A N/A 0 0 0 0 2023-03-27 $30.11 $0.00 26.7% 7.6% 11.1% 15.0% 0.0% -0.1% -6.9% 0 0 0 0.00 165.62 N/A N/A 0 0 0 0 2023-03-28 $30.02 $0.00 26.5% 7.6% 11.1% 14.8% 0.0% -0.1% -6.5% 0 0 0 0.00 165.97 N/A N/A 0 0 0 0 2023-03-29 $30.32 $0.00 12.8% 3.7% 11.6% 5.3% 0.0% 1.3% 7.6% 0 0 0 0.00 119.93 N/A N/A 0 0 0 0 2023-03-30 $30.41 $0.00 28.1% 8.1% 11.4% 16.0% 0.0% 1.7% -8.1% 0 0 0 0.00 165.74 N/A N/A 0 0 0 0 2023-03-31 $30.65 $0.00 22.4% 6.4% 11.4% 12.0% 0.0% 5.3% -12.1% 0 0 0 0.00 156.94 N/A N/A 0 0 0 0
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