PSEP Options History — July 2023 In July 2023, PSEP traded between $32.48 and $33.53. ATM implied volatility averaged 21.1%, placing in the 14.3% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 13.3% (HV 20d: 7.9%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-07-17 : Highest Volume — 4 contracts2023-07-31 : Largest IV spike — 58.2% change2023-07-31 : Highest IV Rank — 21.4%2023-07-05 : Largest Expected Move — 7.8%Monthly Statistics Metric Avg Min Max Open Close Price $33.10 $32.48 $33.53 $32.77 $33.53 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 21.1% 13.4% 29.8% 19.2% 26.6% Expected Move 5.5% 3.1% 7.8% 5.5% 7.6% HV 20d 7.9% 6.7% 8.7% 7.8% 6.7% HV 60d 8.6% 8.1% 8.9% 8.7% 8.1% IV Rank 14.3% 8.1% 21.4% 9.7% 21.4% IV Percentile 35.1% 9.5% 69.4% 25.0% 60.7% Term Structure -5.4% -13.7% 1.8% -5.4% -13.7% Skew 25d 1.6% -4.1% 10.9% 0.1% 2.2% Skew 10d 0.6% -10.4% 9.3% -1.5% 1.3% Call IV 25d 16.7% 6.0% 23.9% 20.4% 22.0% Put IV 25d 18.2% 10.7% 29.6% 20.6% 24.2% Bid-Ask Spread % 158.13 131.46 169.68 147.38 165.79 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 62 0 260 186 0 Net DEX -6.4K -13.2K 0 -12.7K 0 Net VEX -1 -3 0 -2 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.2 0 4 0 0 Total OI 2 0 4 4 0
Daily Data (20 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 2023-07-03 $32.77 $30.00 19.2% 5.5% 7.8% 9.7% 0.0% 0.1% -5.4% 186 -12.7K -2 0.00 147.38 N/A N/A 0 0 4 0 2023-07-05 $32.73 $30.00 27.3% 7.8% 7.8% 15.4% 0.0% -1.1% -8.8% 260 -12.3K -3 0.00 166.07 N/A N/A 0 0 4 0 2023-07-06 $32.50 $0.00 21.6% 4.1% 8.4% 11.4% 0.0% 1.7% -2.5% 152 -12.7K -1 0.00 156.11 N/A N/A 0 0 4 0 2023-07-07 $32.52 $0.00 22.2% 3.9% 8.2% 11.8% 0.0% 1.7% -1.7% 199 -12.6K -2 0.00 156.74 N/A N/A 0 0 4 0 2023-07-10 $32.48 $0.00 21.4% 4.4% 8.2% 11.3% 0.0% 6.2% -3.4% 108 -12.8K -1 0.00 131.46 N/A N/A 0 0 4 0 2023-07-11 $32.68 $0.00 29.8% 3.1% 8.4% 17.2% 0.0% 5.8% 1.8% 72 -13.0K 0 0.00 148.68 N/A N/A 0 0 4 0 2023-07-12 $32.91 $0.00 13.4% 3.8% 8.4% 8.1% 0.0% 0.2% -3.3% 84 -13.0K -1 0.00 152.93 N/A N/A 0 0 4 0 2023-07-13 $33.14 $0.00 19.8% 5.7% 8.6% 14.6% 0.0% 1.1% -9.1% 85 -13.1K -1 0.00 162.19 N/A N/A 0 0 4 0 2023-07-14 $33.08 $0.00 14.9% 4.3% 8.7% 9.7% 0.0% 0.1% 0.9% 58 -13.1K 0 0.00 155.48 N/A N/A 0 0 4 0 2023-07-17 $33.22 $0.00 14.5% 4.2% 8.0% 9.3% 0.0% -4.1% -2.6% 38 -13.2K 0 0.00 154.15 N/A N/A 4 0 4 0 2023-07-18 $33.36 $0.00 21.5% 6.2% 8.1% 16.3% 0.0% 2.6% -4.9% 0 0 0 0.00 162.77 N/A N/A 0 0 0 0 2023-07-19 $33.39 $0.00 19.5% 5.6% 7.9% 14.3% 0.0% 0.2% -10.0% 0 0 0 0.00 169.59 N/A N/A 0 0 0 0 2023-07-20 $33.23 $0.00 19.3% 5.5% 7.9% 14.1% 0.0% -0.4% -6.3% 0 0 0 0.00 166.88 N/A N/A 0 0 0 0 2023-07-21 $33.27 $0.00 22.7% 6.5% 7.9% 17.5% 0.0% 0.1% -4.5% 0 0 0 0.00 169.42 N/A N/A 0 0 0 0 2023-07-24 $33.36 $0.00 24.4% 7.0% 7.6% 19.1% 0.0% 1.0% -5.4% 0 0 0 0.00 169.68 N/A N/A 0 0 0 0 2023-07-25 $33.47 $0.00 24.4% 7.0% 7.3% 19.2% 0.0% 2.1% -5.4% 0 0 0 0.00 168.58 N/A N/A 0 0 0 0 2023-07-26 $33.47 $0.00 25.3% 7.3% 6.9% 20.1% 0.0% 10.9% -13.3% 0 0 0 0.00 156.57 N/A N/A 0 0 0 0 2023-07-27 $33.27 $0.00 18.3% 5.2% 7.4% 13.1% 0.0% -0.3% -6.5% 0 0 0 0.00 148.50 N/A N/A 0 0 0 0 2023-07-28 $33.53 $0.00 16.8% 4.8% 7.7% 11.6% 0.0% 1.1% -4.1% 0 0 0 0.00 153.59 N/A N/A 0 0 0 0 2023-07-31 $33.53 $0.00 26.6% 7.6% 6.7% 21.4% 0.0% 2.2% -13.7% 0 0 0 0.00 165.79 N/A N/A 0 0 0 0
« Jun 2023 | All History | Aug 2023 » Home PSEP History July 2023