PSEP Options History — February 2024

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

In February 2024, PSEP traded between $35.36 and $36.03. ATM implied volatility averaged 22.9%, placing in the 18.3% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 16.8% (HV 20d: 6.1%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 7 of 20 days.

Notable Days

2024-02-20: Largest IV spike — 153.5% change
2024-02-06: Highest IV Rank — 39.0%
2024-02-20: Largest Expected Move — 10.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$35.73	$35.36	$36.03	$35.36	$36.03
ATM IV	22.9%	14.1%	37.3%	28.4%	25.3%
Expected Move	5.7%	3.5%	10.3%	3.5%	7.3%
HV 20d	6.1%	5.5%	6.8%	5.8%	6.0%
HV 60d	5.5%	4.9%	5.8%	5.7%	5.5%
IV Rank	18.3%	5.7%	39.0%	26.2%	21.8%
IV Percentile	49.3%	4.8%	95.2%	81.0%	70.2%
Term Structure	-1.9%	-10.4%	27.6%	0.5%	-6.4%
Skew 25d	4.0%	-0.2%	61.8%	1.3%	-0.2%
Skew 10d	3.7%	0.1%	49.2%	1.8%	0.9%
Call IV 25d	17.4%	12.7%	26.6%	12.7%	22.4%
Put IV 25d	21.4%	14.1%	88.4%	14.1%	22.2%
Bid-Ask Spread %	162.13	150.43	185.68	164.26	161.54
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	Spread %	Call Wall	Put Wall
2024-02-01	$35.36	$0.00	28.4%	3.5%	5.8%	26.2%	0.0%	1.3%	0.5%	164.26	N/A	N/A
2024-02-02	$35.56	$0.00	25.3%	5.3%	5.9%	21.8%	0.0%	2.3%	-4.0%	164.47	N/A	N/A
2024-02-05	$35.50	$0.00	34.5%	4.4%	6.0%	35.1%	0.0%	1.4%	-9.0%	159.19	N/A	N/A
2024-02-06	$35.50	$0.00	37.3%	6.1%	5.5%	39.0%	0.0%	2.5%	-6.2%	165.63	N/A	N/A
2024-02-07	$35.68	$0.00	19.7%	5.7%	5.6%	13.8%	0.0%	1.4%	-5.2%	163.31	N/A	N/A
2024-02-08	$35.69	$0.00	15.5%	4.5%	5.6%	7.7%	0.0%	2.0%	-6.8%	162.20	N/A	N/A
2024-02-09	$35.77	$0.00	19.4%	5.6%	5.6%	13.3%	0.0%	0.8%	-10.4%	162.53	N/A	N/A
2024-02-12	$35.75	$0.00	19.1%	5.5%	5.6%	12.9%	0.0%	0.3%	-4.7%	162.23	N/A	N/A
2024-02-13	$35.47	$0.00	14.9%	4.3%	6.3%	6.8%	0.0%	1.4%	-6.5%	150.43	N/A	N/A
2024-02-14	$35.66	$0.00	17.3%	5.0%	6.3%	10.3%	0.0%	2.9%	0.3%	155.05	N/A	N/A
2024-02-15	$35.76	$0.00	17.3%	5.0%	6.1%	10.3%	0.0%	0.9%	27.6%	163.03	N/A	N/A
2024-02-16	$35.73	$0.00	14.1%	4.1%	5.8%	5.7%	0.0%	0.3%	9.4%	156.61	N/A	N/A
2024-02-20	$35.61	$0.00	35.8%	10.3%	6.0%	37.0%	0.0%	61.8%	6.5%	185.68	N/A	N/A
2024-02-21	$35.63	$0.00	20.5%	5.9%	6.0%	14.9%	0.0%	1.8%	1.2%	163.64	N/A	N/A
2024-02-22	$35.96	$0.00	15.2%	4.4%	6.7%	7.3%	0.0%	-0.1%	2.2%	151.35	N/A	N/A
2024-02-23	$35.98	$0.00	22.9%	6.6%	6.7%	18.3%	0.0%	-0.2%	-5.8%	163.00	N/A	N/A
2024-02-26	$35.95	$0.00	24.3%	7.0%	6.8%	20.4%	0.0%	-0.2%	-7.1%	162.67	N/A	N/A
2024-02-27	$35.97	$0.00	25.0%	7.2%	6.7%	21.4%	0.0%	-0.2%	-7.1%	162.83	N/A	N/A
2024-02-28	$35.95	$0.00	25.4%	7.3%	6.7%	21.9%	0.0%	-0.2%	-7.4%	163.02	N/A	N/A
2024-02-29	$36.03	$0.00	25.3%	7.3%	6.0%	21.8%	0.0%	-0.2%	-6.4%	161.54	N/A	N/A