PSEP Options History — December 2023 In December 2023, PSEP traded between $33.78 and $34.81. ATM implied volatility averaged 26.7%, placing in the 23.8% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 21.5% (HV 20d: 5.1%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2023-12-12 : Largest IV spike — 78.9% change2023-12-12 : Highest IV Rank — 71.2%2023-12-29 : Largest Expected Move — 7.0%Monthly Statistics Metric Avg Min Max Open Close Price $34.36 $33.78 $34.81 $33.95 $34.78 ATM IV 26.7% 15.0% 59.6% 18.8% 24.3% Expected Move 5.6% 3.4% 7.0% 5.4% 7.0% HV 20d 5.1% 3.9% 6.6% 6.5% 4.7% HV 60d 7.8% 7.2% 8.2% 8.2% 7.2% IV Rank 23.8% 7.0% 71.2% 12.4% 20.4% IV Percentile 58.3% 9.1% 97.6% 27.4% 63.1% Term Structure -4.3% -12.4% 4.5% -7.2% -6.2% Skew 25d 1.5% -0.3% 8.8% 1.4% -0.3% Skew 10d 1.5% 0.4% 7.0% 0.9% 0.5% Call IV 25d 16.2% 12.4% 20.3% 20.3% 20.0% Put IV 25d 17.7% 14.0% 25.2% 21.6% 19.7% Bid-Ask Spread % 165.72 144.99 175.48 151.12 171.47 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 2023-12-01 $33.95 $0.00 18.8% 5.4% 6.5% 12.4% 0.0% 1.4% -7.2% 0 0 0 0.00 151.12 N/A N/A 0 0 0 0 2023-12-04 $33.84 $0.00 32.9% 5.2% 6.5% 32.8% 0.0% 0.8% -5.1% 0 0 0 0.00 172.57 N/A N/A 0 0 0 0 2023-12-05 $33.85 $0.00 32.3% 5.2% 6.5% 31.9% 0.0% 1.0% -2.9% 0 0 0 0.00 174.89 N/A N/A 0 0 0 0 2023-12-06 $33.78 $0.00 27.6% 3.4% 6.5% 25.1% 0.0% 1.6% 2.2% 0 0 0 0.00 167.73 N/A N/A 0 0 0 0 2023-12-07 $33.91 $0.00 35.5% 5.3% 6.6% 36.5% 0.0% 0.8% -1.8% 0 0 0 0.00 168.78 N/A N/A 0 0 0 0 2023-12-08 $34.02 $0.00 37.2% 5.2% 6.0% 39.0% 0.0% 0.9% -1.7% 0 0 0 0.00 175.48 N/A N/A 0 0 0 0 2023-12-11 $34.09 $0.00 33.3% 4.5% 5.3% 33.3% 0.0% 1.2% -3.2% 0 0 0 0.00 156.39 N/A N/A 0 0 0 0 2023-12-12 $34.19 $0.00 59.6% 3.6% 5.3% 71.2% 0.0% 1.4% 4.5% 0 0 0 0.00 163.23 N/A N/A 0 0 0 0 2023-12-13 $34.44 $0.00 20.5% 5.9% 4.2% 14.9% 0.0% 2.2% -4.2% 0 0 0 0.00 170.78 N/A N/A 0 0 0 0 2023-12-14 $34.50 $0.00 21.0% 6.0% 4.2% 15.6% 0.0% 2.5% -3.1% 0 0 0 0.00 166.07 N/A N/A 0 0 0 0 2023-12-15 $34.52 $0.00 20.9% 6.0% 4.1% 15.4% 0.0% 8.8% -3.3% 0 0 0 0.00 171.59 N/A N/A 0 0 0 0 2023-12-18 $34.63 $0.00 21.5% 6.2% 4.2% 16.4% 0.0% 2.5% -9.9% 0 0 0 0.00 144.99 N/A N/A 0 0 0 0 2023-12-19 $34.69 $0.00 21.2% 6.1% 3.9% 16.0% 0.0% 1.1% -3.7% 0 0 0 0.00 172.19 N/A N/A 0 0 0 0 2023-12-20 $34.48 $0.00 19.8% 5.7% 4.7% 13.9% 0.0% 0.7% -12.0% 0 0 0 0.00 164.23 N/A N/A 0 0 0 0 2023-12-21 $34.59 $0.00 22.6% 6.5% 4.7% 17.9% 0.0% 2.0% -4.3% 0 0 0 0.00 172.15 N/A N/A 0 0 0 0 2023-12-22 $34.66 $0.00 22.0% 6.3% 4.7% 17.1% 0.0% 0.8% -3.9% 0 0 0 0.00 170.24 N/A N/A 0 0 0 0 2023-12-26 $34.75 $0.00 15.0% 4.3% 4.7% 7.0% 0.0% 0.4% -3.8% 0 0 0 0.00 157.78 N/A N/A 0 0 0 0 2023-12-27 $34.75 $0.00 23.2% 6.7% 4.7% 18.8% 0.0% -0.2% -4.2% 0 0 0 0.00 154.87 N/A N/A 0 0 0 0 2023-12-28 $34.81 $0.00 24.1% 6.9% 4.7% 20.1% 0.0% -0.2% -12.4% 0 0 0 0.00 167.84 N/A N/A 0 0 0 0 2023-12-29 $34.78 $0.00 24.3% 7.0% 4.7% 20.4% 0.0% -0.3% -6.2% 0 0 0 0.00 171.47 N/A N/A 0 0 0 0
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