PSEP Options History — April 2024 In April 2024, PSEP traded between $35.75 and $36.49. ATM implied volatility averaged 25.0%, placing in the 30.1% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 20.6% (HV 20d: 4.4%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-04-10 : Largest IV drop — 41.9% change2024-04-09 : Highest IV Rank — 50.9%2024-04-03 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $36.23 $35.75 $36.49 $36.49 $36.22 ATM IV 25.0% 20.2% 35.3% 27.8% 27.6% Expected Move 6.5% 5.5% 8.4% 8.0% 7.9% HV 20d 4.4% 3.1% 6.1% 4.0% 6.1% HV 60d 5.2% 5.0% 5.6% 5.2% 5.3% IV Rank 30.1% 20.4% 50.9% 35.7% 35.4% IV Percentile 62.8% 35.7% 93.7% 81.0% 79.8% Term Structure -5.6% -10.4% -2.6% -8.4% -9.8% Skew 25d 1.9% -0.4% 8.8% 5.1% -0.3% Skew 10d 1.0% 0.4% 2.9% 0.6% 0.5% Call IV 25d 17.6% 14.3% 22.2% 21.2% 21.2% Put IV 25d 19.5% 14.3% 26.4% 26.4% 20.9% Bid-Ask Spread % 175.54 172.42 177.59 176.78 175.10 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 2024-04-01 $36.49 $0.00 27.8% 8.0% 4.0% 35.7% 0.0% 5.1% -8.4% 0 0 0 0.00 176.78 N/A N/A 0 0 0 0 2024-04-02 $36.42 $0.00 28.3% 8.1% 4.1% 36.7% 0.0% 0.3% -10.4% 0 0 0 0.00 176.78 N/A N/A 0 0 0 0 2024-04-03 $36.41 $0.00 29.2% 8.4% 3.3% 38.5% 0.0% -0.1% -10.2% 0 0 0 0.00 177.14 N/A N/A 0 0 0 0 2024-04-04 $36.28 $0.00 28.9% 5.5% 3.4% 38.0% 0.0% 0.1% -3.5% 0 0 0 0.00 174.93 N/A N/A 0 0 0 0 2024-04-05 $36.39 $0.00 30.8% 5.8% 3.3% 41.7% 0.0% 3.4% -3.6% 0 0 0 0.00 177.34 N/A N/A 0 0 0 0 2024-04-08 $36.45 $0.00 33.6% 5.9% 3.3% 47.5% 0.0% 4.6% -4.0% 0 0 0 0.00 177.59 N/A N/A 0 0 0 0 2024-04-09 $36.44 $0.00 35.3% 5.9% 3.3% 50.9% 0.0% 3.5% -4.0% 0 0 0 0.00 176.63 N/A N/A 0 0 0 0 2024-04-10 $36.34 $0.00 20.5% 5.9% 3.1% 21.0% 0.0% 8.0% -3.7% 0 0 0 0.00 176.97 N/A N/A 0 0 0 0 2024-04-11 $36.47 $0.00 20.7% 5.9% 3.3% 21.4% 0.0% 6.1% -3.7% 0 0 0 0.00 175.85 N/A N/A 0 0 0 0 2024-04-12 $36.22 $0.00 20.9% 6.0% 4.1% 21.8% 0.0% 8.8% -4.1% 0 0 0 0.00 174.87 N/A N/A 0 0 0 0 2024-04-15 $36.04 $0.00 20.2% 5.8% 4.5% 20.4% 0.0% 0.3% -2.8% 0 0 0 0.00 172.42 N/A N/A 0 0 0 0 2024-04-16 $36.05 $0.00 20.5% 5.9% 4.3% 21.0% 0.0% 0.9% -2.6% 0 0 0 0.00 174.76 N/A N/A 0 0 0 0 2024-04-17 $35.97 $0.00 20.6% 5.9% 4.4% 21.2% 0.0% 0.8% -4.0% 0 0 0 0.00 174.51 N/A N/A 0 0 0 0 2024-04-18 $35.95 $0.00 21.3% 6.1% 4.1% 22.5% 0.0% 0.1% -4.9% 0 0 0 0.00 174.90 N/A N/A 0 0 0 0 2024-04-19 $35.75 $0.00 21.1% 6.0% 4.4% 22.1% 0.0% 0.3% -4.5% 0 0 0 0.00 173.68 N/A N/A 0 0 0 0 2024-04-22 $35.98 $0.00 21.9% 6.3% 5.1% 23.8% 0.0% 0.3% -5.1% 0 0 0 0.00 173.93 N/A N/A 0 0 0 0 2024-04-23 $36.20 $0.00 22.6% 6.5% 5.6% 25.1% 0.0% 0.4% -4.5% 0 0 0 0.00 175.28 N/A N/A 0 0 0 0 2024-04-24 $36.22 $0.00 23.7% 6.8% 5.6% 27.5% 0.0% -0.3% -6.4% 0 0 0 0.00 175.95 N/A N/A 0 0 0 0 2024-04-25 $36.13 $0.00 22.6% 6.5% 5.7% 25.1% 0.0% 0.4% -6.2% 0 0 0 0.00 173.86 N/A N/A 0 0 0 0 2024-04-26 $36.33 $0.00 25.5% 7.3% 6.0% 31.0% 0.0% -0.4% -7.5% 0 0 0 0.00 176.38 N/A N/A 0 0 0 0 2024-04-29 $36.34 $0.00 26.8% 7.7% 6.0% 33.6% 0.0% -0.2% -9.6% 0 0 0 0.00 176.29 N/A N/A 0 0 0 0 2024-04-30 $36.22 $0.00 27.6% 7.9% 6.1% 35.4% 0.0% -0.3% -9.8% 0 0 0 0.00 175.10 N/A N/A 0 0 0 0
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