PSEP Options History — October 2023 In October 2023, PSEP traded between $31.64 and $32.83. ATM implied volatility averaged 20.4%, placing in the 10.1% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 12.5% (HV 20d: 7.9%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 5 of 22 days.
Notable Days 2023-10-19 : Largest IV spike — 82.8% change2023-10-10 : Highest IV Rank — 20.6%2023-10-31 : Largest Expected Move — 8.3%Monthly Statistics Metric Avg Min Max Open Close Price $32.34 $31.64 $32.83 $32.36 $32.01 ATM IV 20.4% 10.3% 31.0% 20.3% 29.0% Expected Move 5.3% 3.0% 8.3% 5.8% 8.3% HV 20d 7.9% 6.8% 9.2% 6.8% 8.9% HV 60d 9.1% 8.9% 9.4% 9.0% 9.3% IV Rank 10.1% 0.0% 20.6% 9.1% 19.7% IV Percentile 32.0% 0.0% 77.8% 27.8% 73.0% Term Structure -3.4% -18.0% 10.9% -6.2% -8.2% Skew 25d 1.7% -0.8% 6.3% 2.2% -0.3% Skew 10d -0.8% -17.9% 8.4% 1.6% 0.9% Call IV 25d 16.9% 7.8% 23.6% 21.9% 23.6% Put IV 25d 18.7% 9.5% 24.2% 24.1% 23.3% Bid-Ask Spread % 160.05 139.13 174.52 157.48 169.74 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 (22 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 2023-10-02 $32.36 $0.00 20.3% 5.8% 6.8% 9.1% 0.0% 2.2% -6.2% 0 0 0 0.00 157.48 N/A N/A 0 0 0 0 2023-10-03 $32.13 $0.00 17.5% 5.0% 7.1% 6.1% 0.0% -0.8% -8.7% 0 0 0 0.00 152.43 N/A N/A 0 0 0 0 2023-10-04 $32.30 $0.00 26.8% 7.7% 7.4% 16.1% 0.0% 0.4% -18.0% 0 0 0 0.00 170.48 N/A N/A 0 0 0 0 2023-10-05 $32.31 $0.00 27.2% 4.1% 7.4% 16.5% 0.0% 1.9% -3.4% 0 0 0 0.00 159.04 N/A N/A 0 0 0 0 2023-10-06 $32.55 $0.00 26.2% 5.1% 8.0% 15.4% 0.0% 3.0% 1.5% 0 0 0 0.00 171.80 N/A N/A 0 0 0 0 2023-10-09 $32.59 $0.00 26.2% 4.4% 7.7% 15.4% 0.0% 5.5% 10.9% 0 0 0 0.00 151.95 N/A N/A 0 0 0 0 2023-10-10 $32.76 $0.00 31.0% 4.8% 8.0% 20.6% 0.0% 2.7% -2.6% 0 0 0 0.00 148.15 N/A N/A 0 0 0 0 2023-10-11 $32.81 $0.00 14.3% 4.1% 8.0% 2.7% 0.0% 2.2% -2.7% 0 0 0 0.00 153.22 N/A N/A 0 0 0 0 2023-10-12 $32.70 $0.00 14.2% 4.1% 7.7% 2.6% 0.0% 2.2% -2.9% 0 0 0 0.00 153.69 N/A N/A 0 0 0 0 2023-10-13 $32.56 $0.00 10.3% 3.0% 7.3% 0.0% 0.0% -0.2% 5.0% 0 0 0 0.00 151.48 N/A N/A 0 0 0 0 2023-10-16 $32.83 $0.00 14.7% 4.2% 8.0% 4.6% 0.0% 2.4% -2.9% 0 0 0 0.00 154.33 N/A N/A 0 0 0 0 2023-10-17 $32.75 $0.00 18.3% 5.2% 8.0% 8.4% 0.0% 1.2% 1.7% 0 0 0 0.00 172.97 N/A N/A 0 0 0 0 2023-10-18 $32.52 $0.00 11.8% 3.4% 8.2% 1.6% 0.0% 6.3% 4.2% 0 0 0 0.00 157.71 N/A N/A 0 0 0 0 2023-10-19 $32.35 $0.00 21.6% 6.2% 7.8% 11.8% 0.0% 1.2% -5.6% 0 0 0 0.00 170.75 N/A N/A 0 0 0 0 2023-10-20 $32.16 $0.00 17.5% 5.0% 8.0% 7.6% 0.0% 1.7% -4.8% 0 0 0 0.00 139.13 N/A N/A 0 0 0 0 2023-10-23 $32.13 $0.00 16.7% 4.8% 8.0% 6.7% 0.0% 1.4% -3.0% 0 0 0 0.00 162.44 N/A N/A 0 0 0 0 2023-10-24 $32.28 $0.00 16.9% 4.8% 7.6% 6.9% 0.0% 1.0% -4.0% 0 0 0 0.00 157.88 N/A N/A 0 0 0 0 2023-10-25 $32.01 $0.00 25.7% 7.4% 8.2% 16.2% 0.0% 0.3% -6.2% 0 0 0 0.00 174.52 N/A N/A 0 0 0 0 2023-10-26 $31.75 $0.00 17.5% 5.0% 8.3% 7.6% 0.0% 1.2% -5.4% 0 0 0 0.00 160.53 N/A N/A 0 0 0 0 2023-10-27 $31.64 $0.00 17.9% 5.1% 8.3% 8.0% 0.0% 1.3% -5.7% 0 0 0 0.00 157.63 N/A N/A 0 0 0 0 2023-10-30 $31.95 $0.00 28.2% 8.1% 9.2% 18.8% 0.0% 0.9% -7.5% 0 0 0 0.00 173.66 N/A N/A 0 0 0 0 2023-10-31 $32.01 $0.00 29.0% 8.3% 8.9% 19.7% 0.0% -0.3% -8.2% 0 0 0 0.00 169.74 N/A N/A 0 0 0 0
« Sep 2023 | All History | Nov 2023 » Home PSEP History October 2023