PSEP Options History — September 2023 In September 2023, PSEP traded between $32.27 and $33.34. ATM implied volatility averaged 23.8%, placing in the 14.0% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 13.6% (HV 20d: 10.1%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days.
Notable Days 2023-09-13 : Largest IV drop — 66.8% change2023-09-12 : Highest IV Rank — 35.0%2023-09-29 : Largest Expected Move — 8.1%Monthly Statistics Metric Avg Min Max Open Close Price $32.90 $32.27 $33.34 $33.31 $32.38 ATM IV 23.8% 14.1% 42.7% 23.4% 28.2% Expected Move 5.1% 3.6% 8.1% 6.7% 8.1% HV 20d 10.1% 6.7% 11.8% 11.8% 6.8% HV 60d 9.1% 9.0% 9.3% 9.2% 9.0% IV Rank 14.0% 3.1% 35.0% 16.6% 17.6% IV Percentile 40.2% 2.8% 92.1% 48.4% 66.7% Term Structure -4.8% -14.2% 4.5% -11.1% -7.4% Skew 25d -1.4% -9.2% 8.2% 7.0% 0.1% Skew 10d -1.0% -11.0% 12.0% 0.6% 0.6% Call IV 25d 14.7% 8.1% 21.7% 16.0% 21.7% Put IV 25d 13.3% 6.4% 23.0% 23.0% 21.8% Bid-Ask Spread % 157.60 141.24 176.12 147.78 176.12 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 (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 2023-09-01 $33.31 $0.00 23.4% 6.7% 11.8% 16.6% 0.0% 7.0% -11.1% 0 0 0 0.00 147.78 N/A N/A 0 0 0 0 2023-09-05 $33.30 $0.00 30.1% 3.9% 11.5% 23.4% 0.0% 0.4% -3.5% 0 0 0 0.00 167.19 N/A N/A 0 0 0 0 2023-09-06 $33.12 $0.00 25.9% 3.6% 11.7% 19.1% 0.0% 0.6% -3.2% 0 0 0 0.00 152.43 N/A N/A 0 0 0 0 2023-09-07 $33.07 $0.00 37.1% 3.9% 11.6% 30.6% 0.0% -1.7% -4.2% 0 0 0 0.00 160.97 N/A N/A 0 0 0 0 2023-09-08 $33.09 $0.00 33.5% 5.1% 11.5% 25.5% 0.0% 8.2% -10.6% 0 0 0 0.00 154.59 N/A N/A 0 0 0 0 2023-09-11 $33.25 $0.00 37.7% 4.0% 11.6% 29.9% 0.0% -5.3% -3.2% 0 0 0 0.00 145.66 N/A N/A 0 0 0 0 2023-09-12 $33.13 $0.00 42.7% 4.0% 11.6% 35.0% 0.0% -4.7% -3.7% 0 0 0 0.00 150.18 N/A N/A 0 0 0 0 2023-09-13 $33.14 $0.00 14.1% 4.1% 11.0% 5.4% 0.0% 2.9% -3.9% 0 0 0 0.00 152.13 N/A N/A 0 0 0 0 2023-09-14 $33.34 $0.00 14.8% 4.2% 10.9% 3.2% 0.0% -3.3% 4.5% 0 0 0 0.00 142.64 N/A N/A 0 0 0 0 2023-09-15 $33.08 $0.00 14.9% 4.3% 10.7% 3.3% 0.0% -9.2% -3.4% 0 0 0 0.00 146.76 N/A N/A 0 0 0 0 2023-09-18 $33.09 $0.00 22.0% 6.3% 10.7% 11.0% 0.0% -6.7% -4.1% 0 0 0 0.00 174.95 N/A N/A 0 0 0 0 2023-09-19 $33.08 $0.00 17.8% 5.1% 10.6% 6.4% 0.0% -7.3% -4.1% 0 0 0 0.00 168.00 N/A N/A 0 0 0 0 2023-09-20 $32.92 $0.00 17.9% 5.1% 10.5% 6.5% 0.0% -8.5% -2.5% 0 0 0 0.00 158.05 N/A N/A 0 0 0 0 2023-09-21 $32.61 $0.00 14.8% 4.2% 10.1% 3.2% 0.0% 3.6% -3.0% 0 0 0 0.00 158.36 N/A N/A 0 0 0 0 2023-09-22 $32.55 $0.00 14.7% 4.2% 8.9% 3.1% 0.0% 1.8% -2.4% 0 0 0 0.00 149.77 N/A N/A 0 0 0 0 2023-09-25 $32.58 $0.00 17.8% 5.1% 8.6% 6.4% 0.0% 6.0% -2.2% 0 0 0 0.00 141.24 N/A N/A 0 0 0 0 2023-09-26 $32.31 $0.00 26.8% 7.7% 8.9% 16.1% 0.0% -7.9% -6.3% 0 0 0 0.00 175.12 N/A N/A 0 0 0 0 2023-09-27 $32.27 $0.00 23.2% 6.6% 6.7% 12.2% 0.0% -0.3% -14.2% 0 0 0 0.00 171.87 N/A N/A 0 0 0 0 2023-09-28 $32.45 $0.00 17.7% 5.1% 6.9% 6.3% 0.0% -3.8% -7.0% 0 0 0 0.00 158.30 N/A N/A 0 0 0 0 2023-09-29 $32.38 $0.00 28.2% 8.1% 6.8% 17.6% 0.0% 0.1% -7.4% 0 0 0 0.00 176.12 N/A N/A 0 0 0 0
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