PSEP Options History — April 2023

In April 2023, PSEP traded between $30.43 and $31.00. ATM implied volatility averaged 24.9%, placing in the 13.8% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 16.3% (HV 20d: 8.7%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days.

Notable Days

  • 2023-04-13: Largest IV spike — 246.8% change
  • 2023-04-13: Highest IV Rank — 29.3%
  • 2023-04-13: Largest Expected Move — 13.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.78$30.43$31.00$30.80$31.00
ATM IV24.9%13.6%47.2%19.6%25.3%
Expected Move6.7%3.9%13.5%5.6%7.2%
HV 20d8.7%6.8%11.5%11.5%8.7%
HV 60d9.7%9.4%10.2%10.2%9.6%
IV Rank13.8%5.9%29.3%10.0%14.0%
IV Percentile43.7%15.5%91.7%28.6%46.4%
Term Structure-5.6%-20.5%1.3%-5.5%-5.9%
Skew 25d1.2%-0.1%3.8%0.9%-0.1%
Skew 10d2.8%0.6%15.4%1.1%1.0%
Call IV 25d20.5%14.1%41.4%21.3%20.9%
Put IV 25d21.7%16.3%43.8%22.3%20.8%
Bid-Ask Spread %163.62140.89184.74152.36165.71
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-04-03$30.80$0.0019.6%5.6%11.5%10.0%0.0%0.9%-5.5%0000.00152.36N/AN/A0000
2023-04-04$30.62$0.0029.1%8.3%11.0%16.7%0.0%0.6%-9.0%0000.00165.10N/AN/A0000
2023-04-05$30.61$0.0019.7%5.6%11.0%10.1%0.0%1.3%-6.6%0000.00153.31N/AN/A0000
2023-04-06$30.71$0.0021.9%4.1%10.1%11.7%0.0%2.2%-2.5%0000.00156.82N/AN/A0000
2023-04-10$30.68$0.0042.6%7.2%8.9%26.1%0.0%0.8%-3.5%0000.00178.07N/AN/A0000
2023-04-11$30.75$0.0025.6%6.0%8.9%14.2%0.0%2.5%-8.9%0000.00158.62N/AN/A0000
2023-04-12$30.65$0.0013.6%3.9%9.0%5.9%0.0%0.2%-2.7%0000.00153.56N/AN/A0000
2023-04-13$30.93$0.0047.2%13.5%9.2%29.3%0.0%2.4%-20.5%0000.00184.74N/AN/A0000
2023-04-14$30.89$0.0022.5%6.5%8.4%12.1%0.0%2.0%-3.7%0000.00170.79N/AN/A0000
2023-04-17$30.90$0.0023.2%6.7%7.9%12.6%0.0%1.3%-4.3%0000.00169.97N/AN/A0000
2023-04-18$30.95$0.0022.5%6.5%7.8%12.1%0.0%0.6%-3.7%0000.00168.07N/AN/A0000
2023-04-19$30.93$0.0023.3%6.7%7.2%12.6%0.0%1.0%-4.0%0000.00170.12N/AN/A0000
2023-04-20$30.78$0.0023.0%6.6%7.1%12.4%0.0%0.4%-4.3%0000.00165.61N/AN/A0000
2023-04-21$30.83$0.0023.4%6.7%6.8%12.7%0.0%0.8%-4.5%0000.00169.74N/AN/A0000
2023-04-24$30.86$0.0016.6%4.8%6.8%7.9%0.0%1.6%-4.5%0000.00153.25N/AN/A0000
2023-04-25$30.57$0.0030.9%8.9%7.8%17.9%0.0%0.1%-8.9%0000.00177.72N/AN/A0000
2023-04-26$30.43$0.0024.6%7.0%7.9%13.5%0.0%3.8%1.3%0000.00154.28N/AN/A0000
2023-04-27$30.86$0.0018.9%5.4%8.6%9.6%0.0%1.3%-4.6%0000.00140.89N/AN/A0000
2023-04-28$31.00$0.0025.3%7.2%8.7%14.0%0.0%-0.1%-5.9%0000.00165.71N/AN/A0000