PSEP Options History — May 2023

In May 2023, PSEP traded between $30.49 and $31.28. ATM implied volatility averaged 20.8%, placing in the 10.9% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 11.2% (HV 20d: 9.6%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.

Notable Days

  • 2023-05-30: Largest IV spike — 59.2% change
  • 2023-05-30: Highest IV Rank — 17.1%
  • 2023-05-30: Largest Expected Move — 8.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.94$30.49$31.28$31.05$31.19
ATM IV20.8%14.5%29.7%18.6%21.5%
Expected Move5.5%4.0%8.5%5.3%6.2%
HV 20d9.6%8.3%10.1%8.3%9.0%
HV 60d9.7%9.4%10.0%9.5%9.7%
IV Rank10.9%6.4%17.1%9.3%11.4%
IV Percentile32.8%16.3%65.1%24.2%32.5%
Term Structure-5.8%-11.7%2.7%-6.2%-7.7%
Skew 25d1.5%-5.6%10.4%0.5%1.0%
Skew 10d1.1%-5.0%2.9%1.7%0.5%
Call IV 25d17.9%7.6%23.6%20.8%22.5%
Put IV 25d19.4%13.6%24.5%21.2%23.5%
Bid-Ask Spread %150.16136.21161.19154.47150.32
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-05-01$31.05$0.0018.6%5.3%8.3%9.3%0.0%0.5%-6.2%0000.00154.47N/AN/A0000
2023-05-02$30.79$0.0018.7%5.4%8.8%9.4%0.0%-0.3%-6.2%0000.00151.93N/AN/A0000
2023-05-03$30.69$0.0020.3%5.8%8.6%10.5%0.0%-0.6%-7.6%0000.00155.57N/AN/A0000
2023-05-04$30.49$0.0029.3%5.0%8.9%16.8%0.0%1.7%-8.3%0000.00151.14N/AN/A0000
2023-05-05$30.91$0.0022.2%5.0%10.1%11.8%0.0%3.2%-11.7%0000.00148.74N/AN/A0000
2023-05-08$30.88$0.0023.9%4.0%10.1%13.0%0.0%1.6%-4.6%0000.00147.54N/AN/A0000
2023-05-09$30.80$0.0025.0%4.0%10.1%13.8%0.0%2.1%-3.3%0000.00148.66N/AN/A0000
2023-05-10$30.91$0.0014.6%4.2%10.1%6.5%0.0%1.6%-5.5%0000.00148.08N/AN/A0000
2023-05-11$30.80$0.0014.5%4.1%9.7%6.4%0.0%3.9%-4.3%0000.00153.50N/AN/A0000
2023-05-12$30.78$0.0015.3%4.4%9.7%7.1%0.0%10.4%-5.5%0000.00139.17N/AN/A0000
2023-05-15$30.83$0.0015.3%4.4%9.7%7.1%0.0%2.2%-5.0%0000.00146.70N/AN/A0000
2023-05-16$30.76$0.0015.3%4.4%9.7%7.0%0.0%2.2%-5.8%0000.00146.74N/AN/A0000
2023-05-17$30.95$0.0023.3%6.7%10.0%12.6%0.0%0.6%-6.8%0000.00161.19N/AN/A0000
2023-05-18$31.17$0.0022.8%6.5%10.1%12.3%0.0%1.9%2.7%0000.00145.30N/AN/A0000
2023-05-19$31.18$0.0021.0%6.0%10.1%11.0%0.0%1.4%-4.8%0000.00149.55N/AN/A0000
2023-05-22$31.20$0.0024.9%7.1%10.1%13.7%0.0%0.5%-5.4%0000.00160.50N/AN/A0000
2023-05-23$30.95$0.0025.2%7.2%9.9%14.0%0.0%0.4%-5.5%0000.00158.88N/AN/A0000
2023-05-24$30.77$0.0018.8%5.4%10.0%9.5%0.0%2.3%-6.8%0000.00143.65N/AN/A0000
2023-05-25$30.98$0.0018.5%5.3%9.0%9.3%0.0%0.9%-5.6%0000.00147.33N/AN/A0000
2023-05-26$31.28$0.0018.7%5.4%9.5%9.4%0.0%-5.6%-4.9%0000.00136.21N/AN/A0000
2023-05-30$31.27$0.0029.7%8.5%9.5%17.1%0.0%0.9%-9.6%0000.00158.35N/AN/A0000
2023-05-31$31.19$0.0021.5%6.2%9.0%11.4%0.0%1.0%-7.7%0000.00150.32N/AN/A0000