PSEP Options History — July 2024

In July 2024, PSEP traded between $37.51 and $37.75. ATM implied volatility averaged 23.8%, placing in the 27.5% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 22.6% (HV 20d: 1.1%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.

Notable Days

  • 2024-07-10: Largest IV drop — 43.2% change
  • 2024-07-09: Highest IV Rank — 46.1%
  • 2024-07-03: Largest Expected Move — 7.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.64$37.51$37.75$37.51$37.75
ATM IV23.8%18.7%32.9%26.0%26.4%
Expected Move6.3%5.2%7.7%7.5%7.6%
HV 20d1.1%0.8%1.8%1.2%1.8%
HV 60d3.1%1.9%4.0%4.0%1.9%
IV Rank27.5%17.2%46.1%32.1%32.9%
IV Percentile53.2%21.4%89.7%69.8%69.4%
Term Structure-5.2%-8.7%-2.8%-7.2%-8.7%
Skew 25d2.5%0.4%10.9%10.3%0.4%
Skew 10d1.3%0.3%8.9%0.6%0.4%
Call IV 25d17.4%13.8%22.0%20.8%21.2%
Put IV 25d19.9%15.8%32.8%31.1%21.5%
Bid-Ask Spread %176.58175.08177.82177.80175.77
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$37.51$0.0026.0%7.5%1.2%32.1%0.0%10.3%-7.2%0000.00177.80N/AN/A0000
2024-07-02$37.54$0.0026.0%7.5%1.2%32.1%0.0%10.6%-7.3%0000.00176.80N/AN/A0000
2024-07-03$37.57$0.0026.7%7.7%1.1%33.5%0.0%10.9%-7.7%0000.00177.14N/AN/A0000
2024-07-05$37.60$0.0028.7%5.2%0.9%37.5%0.0%2.8%-2.9%0000.00177.82N/AN/A0000
2024-07-08$37.61$0.0031.9%5.3%0.9%43.9%0.0%1.8%-2.8%0000.00176.76N/AN/A0000
2024-07-09$37.64$0.0032.9%5.3%0.9%46.1%0.0%2.0%-2.9%0000.00177.22N/AN/A0000
2024-07-10$37.63$0.0018.7%5.4%0.9%17.3%0.0%1.8%-3.0%0000.00177.22N/AN/A0000
2024-07-11$37.63$0.0018.7%5.4%1.0%17.2%0.0%1.5%-3.2%0000.00177.22N/AN/A0000
2024-07-12$37.66$0.0018.9%5.4%0.9%17.8%0.0%1.1%-3.3%0000.00176.27N/AN/A0000
2024-07-15$37.70$0.0019.5%5.6%0.9%18.9%0.0%0.8%-3.6%0000.00176.28N/AN/A0000
2024-07-16$37.69$0.0020.1%5.8%1.0%20.2%0.0%0.9%-4.0%0000.00177.03N/AN/A0000
2024-07-17$37.66$0.0020.5%5.9%0.8%20.8%0.0%0.9%-4.2%0000.00176.36N/AN/A0000
2024-07-18$37.64$0.0020.8%6.0%0.9%21.6%0.0%1.1%-4.5%0000.00175.97N/AN/A0000
2024-07-19$37.62$0.0020.9%6.0%0.9%21.7%0.0%0.9%-4.2%0000.00176.47N/AN/A0000
2024-07-22$37.70$0.0022.1%6.3%1.1%24.1%0.0%1.1%-5.2%0000.00176.84N/AN/A0000
2024-07-23$37.67$0.0022.2%6.4%1.1%24.4%0.0%0.9%-5.6%0000.00176.66N/AN/A0000
2024-07-24$37.59$0.0023.1%6.6%1.4%26.1%0.0%0.5%-6.1%0000.00176.10N/AN/A0000
2024-07-25$37.59$0.0023.2%6.7%1.4%26.5%0.0%1.0%-5.8%0000.00175.79N/AN/A0000
2024-07-26$37.66$0.0023.4%6.7%1.5%26.8%0.0%1.3%-6.0%0000.00175.08N/AN/A0000
2024-07-29$37.69$0.0025.7%7.4%1.6%31.4%0.0%1.3%-7.3%0000.00176.25N/AN/A0000
2024-07-30$37.66$0.0026.4%7.6%1.6%32.9%0.0%1.1%-8.4%0000.00175.86N/AN/A0000
2024-07-31$37.75$0.0026.4%7.6%1.8%32.9%0.0%0.4%-8.7%0000.00175.77N/AN/A0000