PSEP Options History — August 2023 In August 2023, PSEP traded between $32.25 and $33.53. ATM implied volatility averaged 21.5%, placing in the 15.9% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 12.7% (HV 20d: 8.8%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 5 of 23 days.
Notable Days 2023-08-07 : Largest IV spike — 55.5% change2023-08-07 : Highest IV Rank — 27.9%2023-08-02 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $32.87 $32.25 $33.53 $33.53 $33.37 ATM IV 21.5% 14.2% 33.1% 18.2% 22.1% Expected Move 5.5% 3.8% 7.9% 5.2% 6.3% HV 20d 8.8% 6.7% 12.3% 6.7% 11.9% HV 60d 8.4% 7.9% 9.2% 7.9% 9.2% IV Rank 15.9% 8.9% 27.9% 13.0% 15.2% IV Percentile 36.2% 10.3% 77.8% 19.8% 37.3% Term Structure -3.5% -13.4% 22.4% 0.5% -9.1% Skew 25d 1.8% -1.1% 12.1% 1.2% 1.6% Skew 10d 1.5% -0.1% 11.5% 2.5% 0.6% Call IV 25d 17.0% 6.5% 22.6% 20.7% 21.8% Put IV 25d 18.9% 14.1% 24.4% 21.9% 23.4% Bid-Ask Spread % 149.87 127.50 160.00 158.07 152.55 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 2023-08-01 $33.53 $0.00 18.2% 5.2% 6.7% 13.0% 0.0% 1.2% 0.5% 0 0 0 0.00 158.07 N/A N/A 0 0 0 0 2023-08-02 $33.20 $0.00 27.5% 7.9% 7.8% 22.2% 0.0% 0.2% -7.2% 0 0 0 0.00 160.00 N/A N/A 0 0 0 0 2023-08-03 $33.13 $0.00 28.4% 3.8% 7.3% 23.2% 0.0% 1.1% -3.3% 0 0 0 0.00 153.11 N/A N/A 0 0 0 0 2023-08-04 $32.98 $0.00 21.3% 4.0% 7.5% 16.1% 0.0% 0.4% -4.6% 0 0 0 0.00 145.03 N/A N/A 0 0 0 0 2023-08-07 $33.22 $0.00 33.1% 5.8% 7.8% 27.9% 0.0% 1.3% -4.5% 0 0 0 0.00 155.37 N/A N/A 0 0 0 0 2023-08-08 $33.16 $0.00 27.4% 3.9% 7.7% 22.1% 0.0% 1.0% 0.9% 0 0 0 0.00 148.47 N/A N/A 0 0 0 0 2023-08-09 $33.02 $0.00 19.9% 5.7% 7.5% 14.7% 0.0% 1.0% -4.7% 0 0 0 0.00 153.75 N/A N/A 0 0 0 0 2023-08-10 $32.89 $0.00 14.2% 4.1% 7.2% 8.9% 0.0% -0.1% -5.4% 0 0 0 0.00 143.99 N/A N/A 0 0 0 0 2023-08-11 $32.93 $0.00 20.5% 5.9% 7.2% 15.3% 0.0% 1.0% -9.1% 0 0 0 0.00 147.30 N/A N/A 0 0 0 0 2023-08-14 $33.05 $0.00 14.7% 4.2% 7.1% 9.4% 0.0% 9.8% -3.8% 0 0 0 0.00 140.60 N/A N/A 0 0 0 0 2023-08-15 $32.72 $0.00 21.2% 6.1% 7.7% 15.7% 0.0% 0.1% -7.2% 0 0 0 0.00 153.53 N/A N/A 0 0 0 0 2023-08-16 $32.54 $0.00 15.2% 4.4% 7.8% 9.6% 0.0% 1.2% -4.8% 0 0 0 0.00 148.97 N/A N/A 0 0 0 0 2023-08-17 $32.25 $0.00 17.1% 4.9% 8.2% 11.6% 0.0% -0.8% 22.4% 0 0 0 0.00 145.43 N/A N/A 0 0 0 0 2023-08-18 $32.31 $0.00 23.4% 6.7% 8.3% 17.9% 0.0% 1.5% -4.2% 0 0 0 0.00 154.04 N/A N/A 0 0 0 0 2023-08-21 $32.52 $0.00 17.0% 4.9% 8.6% 11.4% 0.0% 2.4% -3.9% 0 0 0 0.00 148.75 N/A N/A 0 0 0 0 2023-08-22 $32.34 $0.00 19.5% 5.6% 8.6% 14.0% 0.0% 5.0% -7.0% 0 0 0 0.00 127.50 N/A N/A 0 0 0 0 2023-08-23 $32.77 $0.00 21.2% 6.1% 10.1% 15.7% 0.0% 0.8% -0.0% 0 0 0 0.00 154.02 N/A N/A 0 0 0 0 2023-08-24 $32.34 $0.00 22.8% 6.5% 10.8% 17.2% 0.0% -1.1% -13.4% 0 0 0 0.00 157.94 N/A N/A 0 0 0 0 2023-08-25 $32.55 $0.00 27.0% 7.7% 10.7% 21.5% 0.0% 2.1% -8.5% 0 0 0 0.00 157.01 N/A N/A 0 0 0 0 2023-08-28 $32.69 $0.00 18.8% 5.4% 10.9% 11.9% 0.0% 0.4% -5.9% 0 0 0 0.00 148.62 N/A N/A 0 0 0 0 2023-08-29 $33.19 $0.00 19.6% 5.6% 12.3% 12.7% 0.0% 0.1% 0.7% 0 0 0 0.00 153.94 N/A N/A 0 0 0 0 2023-08-30 $33.31 $0.00 24.2% 6.9% 11.9% 17.4% 0.0% 12.1% 0.6% 0 0 0 0.00 138.96 N/A N/A 0 0 0 0 2023-08-31 $33.37 $0.00 22.1% 6.3% 11.9% 15.2% 0.0% 1.6% -9.1% 0 0 0 0.00 152.55 N/A N/A 0 0 0 0
« Jul 2023 | All History | Sep 2023 » Home PSEP History August 2023