PSEP Options History — June 2023 In June 2023, PSEP traded between $31.30 and $32.75. ATM implied volatility averaged 23.7%, placing in the 12.9% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 15.2% (HV 20d: 8.4%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2023-06-14 : Largest IV drop — 51.6% change2023-06-13 : Highest IV Rank — 26.3%2023-06-26 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $32.08 $31.30 $32.75 $31.30 $32.75 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 23.7% 11.8% 42.9% 21.6% 11.8% Expected Move 5.2% 3.4% 6.6% 6.2% 3.4% HV 20d 8.4% 8.0% 9.4% 8.9% 8.7% HV 60d 8.8% 8.5% 9.7% 9.4% 8.7% IV Rank 12.9% 4.6% 26.3% 11.4% 4.6% IV Percentile 39.3% 7.9% 89.7% 32.5% 7.9% Term Structure -4.2% -8.2% 4.2% -7.3% -5.8% Skew 25d 4.1% -0.7% 11.7% 2.9% -0.7% Skew 10d 2.9% -1.1% 11.8% 1.0% -0.6% Call IV 25d 14.0% 7.6% 22.6% 21.9% 18.5% Put IV 25d 18.1% 14.7% 25.6% 24.8% 17.8% Bid-Ask Spread % 158.63 144.60 170.89 149.94 162.46 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 325 0 511 0 109 Net DEX -10.5K -12.9K 0 0 -12.9K Net VEX -6 -12 0 0 -1 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 3.619 0 4 0 4
Daily Data (21 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 2023-06-01 $31.30 $0.00 21.6% 6.2% 8.9% 11.4% 0.0% 2.9% -7.3% 0 0 0 0.00 149.94 N/A N/A 0 0 0 0 2023-06-02 $31.70 $0.00 22.0% 6.3% 9.4% 11.7% 0.0% 3.0% -8.2% 0 0 0 0.00 148.96 N/A N/A 0 0 0 0 2023-06-05 $31.63 $30.00 32.8% 5.4% 8.4% 19.2% 0.0% 1.0% -3.1% 481 -10.2K -12 0.00 170.07 N/A N/A 0 0 4 0 2023-06-06 $31.68 $30.00 26.6% 5.5% 8.3% 14.9% 0.0% 2.0% -3.7% 473 -10.2K -12 0.00 170.89 N/A N/A 0 0 4 0 2023-06-07 $31.59 $30.00 25.4% 4.2% 8.3% 14.1% 0.0% 8.1% -5.7% 511 -10.6K -11 0.00 150.53 N/A N/A 0 0 4 0 2023-06-08 $31.74 $30.00 29.1% 4.1% 8.4% 16.7% 0.0% 2.4% -3.1% 470 -11.1K -10 0.00 156.25 N/A N/A 0 0 4 0 2023-06-09 $31.82 $30.00 29.0% 4.0% 8.2% 16.6% 0.0% -0.6% 3.6% 452 -11.2K -9 0.00 160.05 N/A N/A 0 0 4 0 2023-06-12 $32.02 $30.00 36.4% 3.8% 8.3% 21.8% 0.0% 0.6% -2.5% 381 -11.7K -6 0.00 154.85 N/A N/A 0 0 4 0 2023-06-13 $32.17 $30.00 42.9% 4.2% 8.4% 26.3% 0.0% 0.8% -3.7% 359 -11.8K -6 0.00 160.02 N/A N/A 0 0 4 0 2023-06-14 $32.19 $30.00 20.8% 5.9% 8.2% 10.8% 0.0% 0.5% -4.7% 389 -11.3K -8 0.00 166.18 N/A N/A 0 0 4 0 2023-06-15 $32.53 $30.00 16.3% 4.7% 8.6% 7.7% 0.0% 3.9% 4.2% 309 -12.0K -6 0.00 164.57 N/A N/A 0 0 4 0 2023-06-16 $32.50 $30.00 18.5% 5.3% 8.5% 9.3% 0.0% 8.8% -6.0% 300 -12.1K -6 0.00 161.27 N/A N/A 0 0 4 0 2023-06-20 $32.38 $30.00 19.1% 5.5% 8.8% 9.7% 0.0% 1.4% -5.7% 327 -11.9K -5 0.00 155.60 N/A N/A 0 0 4 0 2023-06-21 $32.23 $30.00 19.6% 5.6% 9.1% 10.0% 0.0% 7.3% -6.2% 362 -11.7K -6 0.00 162.18 N/A N/A 0 0 4 0 2023-06-22 $32.30 $30.00 19.2% 5.5% 8.3% 9.7% 0.0% 8.3% -4.9% 311 -12.1K -4 0.00 155.00 N/A N/A 0 0 4 0 2023-06-23 $32.15 $30.00 22.5% 6.4% 8.2% 12.0% 0.0% 3.0% -3.6% 381 -11.6K -6 0.00 162.10 N/A N/A 0 0 4 0 2023-06-26 $32.05 $30.00 23.1% 6.6% 8.2% 12.5% 0.0% 9.7% -5.0% 400 -11.6K -5 0.00 157.55 N/A N/A 0 0 4 0 2023-06-27 $32.33 $30.00 20.3% 5.8% 8.1% 10.5% 0.0% 11.7% -4.8% 263 -12.3K -3 0.00 144.60 N/A N/A 0 0 4 0 2023-06-28 $32.26 $30.00 17.7% 5.1% 8.1% 8.7% 0.0% 11.4% -5.1% 231 -12.5K -2 0.00 154.11 N/A N/A 0 0 4 0 2023-06-29 $32.37 $30.00 22.4% 6.4% 8.0% 12.0% 0.0% 0.5% -7.8% 322 -12.0K -5 0.00 164.02 N/A N/A 0 0 4 0 2023-06-30 $32.75 $30.00 11.8% 3.4% 8.7% 4.6% 0.0% -0.7% -5.8% 109 -12.9K -1 0.00 162.46 N/A N/A 0 0 4 0
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