PSEP Options History — May 2024 In May 2024, PSEP traded between $36.20 and $37.11. ATM implied volatility averaged 27.7%, placing in the 35.6% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 22.8% (HV 20d: 4.9%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-05-15 : Largest IV drop — 67.8% change2024-05-14 : Highest IV Rank — 92.7%2024-05-03 : Largest Expected Move — 8.9%Monthly Statistics Metric Avg Min Max Open Close Price $36.84 $36.20 $37.11 $36.20 $37.01 ATM IV 27.7% 18.1% 56.0% 27.3% 21.9% Expected Move 5.9% 5.0% 8.9% 7.8% 6.3% HV 20d 4.9% 3.2% 6.5% 6.1% 3.5% HV 60d 4.9% 4.4% 5.4% 5.2% 4.4% IV Rank 35.6% 16.0% 92.7% 34.6% 23.7% IV Percentile 61.5% 20.6% 99.2% 77.0% 47.6% Term Structure -3.6% -12.9% 17.7% -9.2% -4.7% Skew 25d 0.5% -0.3% 2.1% -0.3% -0.2% Skew 10d 1.6% 0.4% 2.2% 0.6% 1.1% Call IV 25d 16.4% 13.7% 22.4% 21.6% 18.6% Put IV 25d 16.8% 14.7% 24.5% 21.4% 18.4% Bid-Ask Spread % 161.48 157.48 177.47 173.12 157.48 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 2024-05-01 $36.20 $0.00 27.3% 7.8% 6.1% 34.6% 0.0% -0.3% -9.2% 0 0 0 0.00 173.12 N/A N/A 0 0 0 0 2024-05-02 $36.21 $0.00 26.4% 7.6% 6.0% 32.9% 0.0% -0.3% -7.3% 0 0 0 0.00 174.44 N/A N/A 0 0 0 0 2024-05-03 $36.47 $0.00 31.1% 8.9% 6.4% 42.4% 0.0% 2.1% -12.9% 0 0 0 0.00 177.47 N/A N/A 0 0 0 0 2024-05-06 $36.59 $0.00 32.2% 5.1% 6.5% 44.7% 0.0% 0.9% -3.3% 0 0 0 0.00 160.97 N/A N/A 0 0 0 0 2024-05-07 $36.66 $0.00 33.3% 5.1% 6.5% 46.8% 0.0% 1.1% -2.6% 0 0 0 0.00 161.18 N/A N/A 0 0 0 0 2024-05-08 $36.67 $0.00 35.1% 5.2% 6.4% 50.5% 0.0% 1.3% -3.0% 0 0 0 0.00 160.61 N/A N/A 0 0 0 0 2024-05-09 $36.75 $0.00 36.6% 5.2% 6.3% 53.6% 0.0% 1.1% -2.8% 0 0 0 0.00 160.39 N/A N/A 0 0 0 0 2024-05-10 $36.79 $0.00 37.9% 5.0% 5.7% 56.2% 0.0% 0.8% -3.0% 0 0 0 0.00 159.64 N/A N/A 0 0 0 0 2024-05-13 $36.80 $0.00 48.5% 5.1% 5.3% 77.6% 0.0% 0.9% -4.1% 0 0 0 0.00 159.74 N/A N/A 0 0 0 0 2024-05-14 $36.88 $0.00 56.0% 5.1% 5.3% 92.7% 0.0% 0.7% -3.0% 0 0 0 0.00 159.04 N/A N/A 0 0 0 0 2024-05-15 $36.99 $0.00 18.1% 5.2% 5.2% 16.0% 0.0% 0.5% -3.2% 0 0 0 0.00 158.97 N/A N/A 0 0 0 0 2024-05-16 $37.00 $0.00 19.1% 5.5% 5.2% 18.1% 0.0% 0.3% 17.7% 0 0 0 0.00 159.02 N/A N/A 0 0 0 0 2024-05-17 $37.03 $0.00 19.1% 5.5% 4.5% 18.1% 0.0% 0.3% -3.7% 0 0 0 0.00 159.03 N/A N/A 0 0 0 0 2024-05-20 $37.05 $0.00 20.0% 5.7% 4.1% 19.8% 0.0% 0.3% -4.2% 0 0 0 0.00 159.37 N/A N/A 0 0 0 0 2024-05-21 $37.07 $0.00 20.3% 5.8% 3.8% 20.4% 0.0% 0.3% -4.0% 0 0 0 0.00 159.63 N/A N/A 0 0 0 0 2024-05-22 $37.05 $0.00 19.7% 5.7% 3.8% 19.4% 0.0% 0.3% -3.9% 0 0 0 0.00 158.58 N/A N/A 0 0 0 0 2024-05-23 $36.98 $0.00 19.2% 5.5% 3.7% 18.3% 0.0% 0.3% -2.4% 0 0 0 0.00 158.37 N/A N/A 0 0 0 0 2024-05-24 $37.11 $0.00 21.0% 6.0% 3.5% 21.9% 0.0% 0.3% -4.4% 0 0 0 0.00 158.97 N/A N/A 0 0 0 0 2024-05-28 $37.08 $0.00 22.4% 6.4% 3.5% 24.7% 0.0% -0.2% -6.0% 0 0 0 0.00 158.89 N/A N/A 0 0 0 0 2024-05-29 $37.05 $0.00 22.9% 6.6% 3.2% 25.8% 0.0% -0.2% -5.3% 0 0 0 0.00 158.98 N/A N/A 0 0 0 0 2024-05-30 $36.95 $0.00 22.1% 6.3% 3.5% 24.1% 0.0% -0.2% -4.1% 0 0 0 0.00 158.78 N/A N/A 0 0 0 0 2024-05-31 $37.01 $0.00 21.9% 6.3% 3.5% 23.7% 0.0% -0.2% -4.7% 0 0 0 0.00 157.48 N/A N/A 0 0 0 0
« Apr 2024 | All History | Jun 2024 » Home PSEP History May 2024