PSEP Options History — January 2024

Name: PSEP Options Analytics - January 2024
Creator: Options Analysis Suite

In January 2024, PSEP traded between $34.47 and $35.44. ATM implied volatility averaged 22.8%, placing in the 18.2% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 17.5% (HV 20d: 5.3%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days.

Notable Days

2024-01-19: Largest IV spike — 45.3% change
2024-01-08: Highest IV Rank — 32.2%
2024-01-30: Largest Expected Move — 8.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$34.94	$34.47	$35.44	$34.59	$35.17
ATM IV	22.8%	13.8%	32.5%	27.4%	27.6%
Expected Move	5.9%	4.0%	8.2%	7.9%	7.9%
HV 20d	5.3%	4.9%	5.9%	5.1%	5.7%
HV 60d	6.7%	5.7%	7.4%	7.4%	5.8%
IV Rank	18.2%	5.2%	32.2%	24.9%	25.2%
IV Percentile	49.9%	3.6%	89.7%	76.6%	79.4%
Term Structure	-5.9%	-15.7%	4.4%	-8.1%	-9.3%
Skew 25d	0.3%	-9.6%	3.0%	0.1%	-0.4%
Skew 10d	0.3%	-10.3%	3.1%	0.2%	1.7%
Call IV 25d	17.3%	13.6%	22.4%	22.4%	22.4%
Put IV 25d	17.5%	5.0%	25.3%	22.4%	21.9%
Bid-Ask Spread %	170.21	131.46	181.09	171.06	179.22
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	Spread %	Call Wall	Put Wall
2024-01-02	$34.59	$0.00	27.4%	7.9%	5.1%	24.9%	0.0%	0.1%	-8.1%	171.06	N/A	N/A
2024-01-03	$34.53	$0.00	23.0%	6.6%	5.0%	18.6%	0.0%	3.0%	-15.7%	169.97	N/A	N/A
2024-01-04	$34.49	$0.00	31.8%	5.8%	5.0%	31.1%	0.0%	1.2%	-12.1%	181.09	N/A	N/A
2024-01-05	$34.47	$0.00	32.5%	6.0%	4.9%	32.1%	0.0%	1.3%	-3.1%	180.78	N/A	N/A
2024-01-08	$34.75	$0.00	32.5%	5.3%	5.5%	32.2%	0.0%	1.3%	-1.4%	180.77	N/A	N/A
2024-01-09	$34.72	$0.00	27.6%	4.5%	5.5%	25.1%	0.0%	1.4%	4.4%	160.37	N/A	N/A
2024-01-10	$34.83	$0.00	18.8%	5.4%	5.5%	12.5%	0.0%	0.8%	-2.6%	180.13	N/A	N/A
2024-01-11	$34.83	$0.00	18.2%	5.2%	5.5%	11.6%	0.0%	0.2%	-3.0%	179.21	N/A	N/A
2024-01-12	$34.87	$0.00	19.1%	5.5%	4.9%	12.8%	0.0%	0.2%	-3.4%	180.40	N/A	N/A
2024-01-16	$34.78	$0.00	13.8%	4.0%	5.0%	5.2%	0.0%	0.5%	2.3%	165.60	N/A	N/A
2024-01-17	$34.67	$0.00	14.0%	4.0%	5.2%	5.6%	0.0%	-9.6%	-1.6%	131.46	N/A	N/A
2024-01-18	$34.88	$0.00	13.9%	4.0%	5.5%	5.4%	0.0%	1.0%	2.4%	165.43	N/A	N/A
2024-01-19	$35.11	$0.00	20.3%	5.8%	5.9%	14.5%	0.0%	0.9%	-9.7%	159.40	N/A	N/A
2024-01-22	$35.16	$0.00	15.2%	4.4%	5.4%	7.3%	0.0%	0.5%	-4.2%	177.12	N/A	N/A
2024-01-23	$35.22	$0.00	20.1%	5.7%	5.3%	14.2%	0.0%	0.2%	-14.6%	166.53	N/A	N/A
2024-01-24	$35.27	$0.00	20.4%	5.9%	5.3%	14.8%	0.0%	0.3%	-13.5%	160.81	N/A	N/A
2024-01-25	$35.30	$0.00	24.9%	7.1%	5.2%	21.2%	0.0%	-0.3%	-6.0%	181.06	N/A	N/A
2024-01-26	$35.31	$0.00	21.4%	6.1%	5.2%	16.1%	0.0%	-0.1%	-6.4%	166.14	N/A	N/A
2024-01-29	$35.42	$0.00	27.5%	7.9%	5.3%	24.9%	0.0%	1.7%	-8.4%	180.85	N/A	N/A
2024-01-30	$35.44	$0.00	28.6%	8.2%	5.3%	26.6%	0.0%	1.2%	-9.3%	157.11	N/A	N/A
2024-01-31	$35.17	$0.00	27.6%	7.9%	5.7%	25.2%	0.0%	-0.4%	-9.3%	179.22	N/A	N/A