PSEP Options History — November 2023 In November 2023, PSEP traded between $32.28 and $33.77. ATM implied volatility averaged 20.7%, placing in the 14.4% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 11.5% (HV 20d: 9.2%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days.
Notable Days 2023-11-24 : Largest IV spike — 145.5% change2023-11-07 : Highest IV Rank — 26.5%2023-11-28 : Largest Expected Move — 7.7%Monthly Statistics Metric Avg Min Max Open Close Price $33.29 $32.28 $33.77 $32.28 $33.77 ATM IV 20.7% 10.2% 29.0% 18.4% 24.1% Expected Move 5.5% 2.9% 7.7% 5.3% 6.9% HV 20d 9.2% 7.0% 10.7% 9.2% 7.0% HV 60d 9.1% 8.1% 9.7% 9.5% 8.1% IV Rank 14.4% 0.0% 26.5% 8.5% 20.1% IV Percentile 37.9% 0.0% 73.8% 21.0% 58.7% Term Structure -3.6% -11.3% 22.4% -5.3% 0.5% Skew 25d 1.3% -1.0% 9.8% 1.2% 0.3% Skew 10d 0.9% 0.2% 1.7% 0.8% 0.6% Call IV 25d 17.8% 14.1% 23.6% 21.3% 23.6% Put IV 25d 19.1% 15.6% 28.4% 22.5% 23.8% Bid-Ask Spread % 158.82 149.96 167.97 154.53 166.35 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 (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 2023-11-01 $32.28 $0.00 18.4% 5.3% 9.2% 8.5% 0.0% 1.2% -5.3% 0 0 0 0.00 154.53 N/A N/A 0 0 0 0 2023-11-02 $32.59 $0.00 29.0% 5.8% 9.8% 19.7% 0.0% 2.0% -4.5% 0 0 0 0.00 167.44 N/A N/A 0 0 0 0 2023-11-03 $32.82 $0.00 20.8% 3.8% 9.8% 11.1% 0.0% 1.6% -4.6% 0 0 0 0.00 152.47 N/A N/A 0 0 0 0 2023-11-06 $32.81 $0.00 21.9% 3.7% 9.8% 16.7% 0.0% 1.2% -4.3% 0 0 0 0.00 150.81 N/A N/A 0 0 0 0 2023-11-07 $32.94 $0.00 28.7% 5.7% 9.7% 26.5% 0.0% 0.8% -8.3% 0 0 0 0.00 160.38 N/A N/A 0 0 0 0 2023-11-08 $32.95 $0.00 16.7% 4.8% 9.7% 9.2% 0.0% 0.4% -3.6% 0 0 0 0.00 152.63 N/A N/A 0 0 0 0 2023-11-09 $32.76 $0.00 13.3% 3.8% 9.9% 4.3% 0.0% 1.2% -5.2% 0 0 0 0.00 149.96 N/A N/A 0 0 0 0 2023-11-10 $33.08 $0.00 18.2% 5.2% 10.3% 11.3% 0.0% 1.2% -11.3% 0 0 0 0.00 156.53 N/A N/A 0 0 0 0 2023-11-13 $33.09 $0.00 13.7% 3.9% 9.9% 4.8% 0.0% 1.6% -5.0% 0 0 0 0.00 151.09 N/A N/A 0 0 0 0 2023-11-14 $33.49 $0.00 23.4% 6.7% 10.7% 18.9% 0.0% 0.8% -7.5% 0 0 0 0.00 167.64 N/A N/A 0 0 0 0 2023-11-15 $33.50 $0.00 15.4% 4.4% 10.2% 7.3% 0.0% 1.8% -6.3% 0 0 0 0.00 150.81 N/A N/A 0 0 0 0 2023-11-16 $33.48 $0.00 24.5% 7.0% 9.9% 20.5% 0.0% 9.8% 14.1% 0 0 0 0.00 167.97 N/A N/A 0 0 0 0 2023-11-17 $33.54 $0.00 23.4% 6.7% 9.5% 18.8% 0.0% 4.2% 22.4% 0 0 0 0.00 167.92 N/A N/A 0 0 0 0 2023-11-20 $33.72 $0.00 23.3% 6.7% 9.5% 18.7% 0.0% 0.5% -6.1% 0 0 0 0.00 165.10 N/A N/A 0 0 0 0 2023-11-21 $33.68 $0.00 15.1% 4.3% 9.6% 6.9% 0.0% 1.0% -4.6% 0 0 0 0.00 151.26 N/A N/A 0 0 0 0 2023-11-22 $33.73 $0.00 10.2% 2.9% 8.7% 0.0% 0.0% -1.0% -4.5% 0 0 0 0.00 154.15 N/A N/A 0 0 0 0 2023-11-24 $33.74 $0.00 24.9% 7.1% 7.8% 21.3% 0.0% -0.3% -6.6% 0 0 0 0.00 166.69 N/A N/A 0 0 0 0 2023-11-27 $33.75 $0.00 17.0% 4.9% 7.5% 9.9% 0.0% -0.0% -6.2% 0 0 0 0.00 151.19 N/A N/A 0 0 0 0 2023-11-28 $33.73 $0.00 26.9% 7.7% 7.2% 24.2% 0.0% -0.3% -8.8% 0 0 0 0.00 165.74 N/A N/A 0 0 0 0 2023-11-29 $33.73 $0.00 26.0% 7.5% 7.3% 22.8% 0.0% -0.3% -9.4% 0 0 0 0.00 164.64 N/A N/A 0 0 0 0 2023-11-30 $33.77 $0.00 24.1% 6.9% 7.0% 20.1% 0.0% 0.3% 0.5% 0 0 0 0.00 166.35 N/A N/A 0 0 0 0
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