PSEP Options History — June 2024

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

In June 2024, PSEP traded between $37.05 and $37.50. ATM implied volatility averaged 24.4%, placing in the 28.8% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 22.2% (HV 20d: 2.2%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.

Notable Days

2024-06-12: Largest IV drop — 42.0% change
2024-06-11: Highest IV Rank — 47.2%
2024-06-05: Largest Expected Move — 7.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$37.34	$37.05	$37.50	$37.05	$37.50
ATM IV	24.4%	19.4%	33.5%	23.6%	25.4%
Expected Move	6.3%	5.2%	7.7%	6.8%	7.3%
HV 20d	2.2%	1.2%	2.6%	2.6%	1.2%
HV 60d	4.2%	4.1%	4.4%	4.4%	4.1%
IV Rank	28.8%	18.8%	47.2%	27.2%	30.8%
IV Percentile	58.9%	28.2%	91.3%	59.5%	67.9%
Term Structure	-5.6%	-9.1%	-3.2%	-5.4%	-7.3%
Skew 25d	4.7%	-0.2%	9.6%	-0.2%	9.6%
Skew 10d	5.7%	1.2%	13.7%	1.2%	4.3%
Call IV 25d	16.9%	13.5%	21.3%	20.0%	19.2%
Put IV 25d	21.5%	14.0%	28.8%	19.8%	28.8%
Bid-Ask Spread %	178.12	157.74	182.67	157.74	181.45
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 (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %	Call Wall	Put Wall
2024-06-03	$37.05	$0.00	23.6%	6.8%	2.6%	27.2%	0.0%	-0.2%	-5.4%	157.74	N/A	N/A
2024-06-04	$37.12	$0.00	24.2%	6.9%	2.5%	28.5%	0.0%	-0.2%	-4.9%	157.96	N/A	N/A
2024-06-05	$37.20	$0.00	26.9%	7.7%	2.5%	33.9%	0.0%	-0.2%	-9.1%	158.89	N/A	N/A
2024-06-06	$37.22	$0.00	27.0%	5.2%	2.5%	34.0%	0.0%	0.5%	-3.2%	181.49	N/A	N/A
2024-06-07	$37.23	$0.00	28.3%	5.4%	2.4%	36.8%	0.0%	0.4%	-4.3%	182.67	N/A	N/A
2024-06-10	$37.25	$0.00	32.0%	5.5%	2.4%	44.1%	0.0%	0.4%	-4.6%	181.83	N/A	N/A
2024-06-11	$37.28	$0.00	33.5%	5.6%	2.4%	47.2%	0.0%	0.4%	-5.1%	182.19	N/A	N/A
2024-06-12	$37.33	$0.00	19.4%	5.6%	2.4%	18.8%	0.0%	0.4%	-4.6%	181.63	N/A	N/A
2024-06-13	$37.34	$0.00	19.7%	5.6%	2.2%	19.3%	0.0%	8.0%	-5.1%	181.84	N/A	N/A
2024-06-14	$37.34	$0.00	20.3%	5.8%	2.2%	20.4%	0.0%	8.1%	-5.5%	181.43	N/A	N/A
2024-06-17	$37.42	$0.00	20.9%	6.0%	2.3%	21.7%	0.0%	8.3%	-5.5%	181.92	N/A	N/A
2024-06-18	$37.43	$0.00	21.5%	6.2%	2.3%	22.9%	0.0%	8.5%	-6.6%	182.34	N/A	N/A
2024-06-20	$37.42	$0.00	21.6%	6.2%	2.3%	23.2%	0.0%	8.7%	-4.2%	181.88	N/A	N/A
2024-06-21	$37.41	$0.00	22.3%	6.4%	2.3%	24.6%	0.0%	8.9%	-5.1%	182.01	N/A	N/A
2024-06-24	$37.45	$0.00	23.6%	6.8%	2.1%	27.2%	0.0%	0.2%	-5.9%	182.25	N/A	N/A
2024-06-25	$37.45	$0.00	23.8%	6.8%	1.8%	27.5%	0.0%	8.9%	-6.0%	181.40	N/A	N/A
2024-06-26	$37.46	$0.00	24.3%	7.0%	1.8%	28.6%	0.0%	9.1%	-6.6%	181.90	N/A	N/A
2024-06-27	$37.48	$0.00	24.8%	7.1%	1.7%	29.6%	0.0%	9.3%	-6.9%	181.47	N/A	N/A
2024-06-28	$37.50	$0.00	25.4%	7.3%	1.2%	30.8%	0.0%	9.6%	-7.3%	181.45	N/A	N/A