PSEP Options History — August 2024 In August 2024, PSEP traded between $36.88 and $38.03. ATM implied volatility averaged 30.0%, placing in the 39.9% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 22.7% (HV 20d: 7.4%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-08-14 : Largest IV drop — 68.0% change2024-08-06 : Highest IV Rank — 100.0%2024-08-06 : Largest Expected Move — 9.5%Monthly Statistics Metric Avg Min Max Open Close Price $37.73 $36.88 $38.03 $37.66 $38.03 ATM IV 30.0% 18.4% 60.0% 27.3% 22.3% Expected Move 6.3% 5.3% 9.5% 7.8% 6.4% HV 20d 7.4% 2.0% 8.1% 2.0% 7.5% HV 60d 4.5% 1.9% 4.8% 1.9% 4.7% IV Rank 39.9% 16.4% 100.0% 34.7% 24.3% IV Percentile 56.2% 17.9% 100.0% 74.6% 47.2% Term Structure -3.7% -11.5% 18.7% -9.2% -4.3% Skew 25d -0.5% -6.9% 3.2% 0.2% -6.9% Skew 10d 1.4% -2.7% 10.3% 0.3% -2.7% Call IV 25d 17.0% 14.0% 24.9% 21.9% 18.0% Put IV 25d 16.6% 11.1% 26.3% 22.1% 11.1% Bid-Ask Spread % 169.49 164.53 187.41 174.81 166.61 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 2024-08-01 $37.66 $0.00 27.3% 7.8% 2.0% 34.7% 0.0% 0.2% -9.2% 0 0 0 0.00 174.81 N/A N/A 0 0 0 0 2024-08-02 $37.41 $0.00 29.0% 8.3% 3.1% 38.2% 0.0% 1.0% -11.5% 0 0 0 0.00 174.87 N/A N/A 0 0 0 0 2024-08-05 $36.88 $0.00 44.5% 7.7% 5.9% 69.4% 0.0% 3.2% -5.7% 0 0 0 0.00 178.47 N/A N/A 0 0 0 0 2024-08-06 $37.33 $0.00 60.0% 9.5% 7.5% 100.0% 0.0% 1.4% -8.9% 0 0 0 0.00 187.41 N/A N/A 0 0 0 0 2024-08-07 $37.22 $0.00 35.4% 5.6% 7.5% 50.5% 0.0% 2.7% -4.7% 0 0 0 0.00 164.53 N/A N/A 0 0 0 0 2024-08-08 $37.47 $0.00 53.8% 7.8% 7.9% 87.5% 0.0% 3.0% -7.1% 0 0 0 0.00 178.87 N/A N/A 0 0 0 0 2024-08-09 $37.59 $0.00 39.9% 5.4% 8.0% 59.7% 0.0% 2.2% -4.1% 0 0 0 0.00 167.01 N/A N/A 0 0 0 0 2024-08-12 $37.63 $0.00 51.2% 5.4% 8.0% 82.3% 0.0% 1.9% -4.8% 0 0 0 0.00 167.38 N/A N/A 0 0 0 0 2024-08-13 $37.75 $0.00 58.2% 5.4% 8.1% 96.3% 0.0% 2.3% -4.7% 0 0 0 0.00 167.53 N/A N/A 0 0 0 0 2024-08-14 $37.83 $0.00 18.6% 5.3% 8.1% 17.0% 0.0% 2.0% -3.6% 0 0 0 0.00 167.21 N/A N/A 0 0 0 0 2024-08-15 $37.88 $0.00 18.4% 5.3% 8.1% 16.4% 0.0% -1.7% 18.7% 0 0 0 0.00 166.78 N/A N/A 0 0 0 0 2024-08-16 $37.89 $0.00 18.6% 5.3% 8.1% 17.0% 0.0% -1.9% -3.4% 0 0 0 0.00 166.56 N/A N/A 0 0 0 0 2024-08-19 $37.92 $0.00 19.2% 5.5% 8.1% 18.1% 0.0% -2.1% -2.9% 0 0 0 0.00 167.21 N/A N/A 0 0 0 0 2024-08-20 $37.91 $0.00 19.2% 5.5% 8.1% 18.2% 0.0% -2.3% -2.2% 0 0 0 0.00 167.09 N/A N/A 0 0 0 0 2024-08-21 $37.92 $0.00 19.5% 5.6% 8.1% 18.8% 0.0% -2.0% -2.4% 0 0 0 0.00 167.09 N/A N/A 0 0 0 0 2024-08-22 $37.94 $0.00 19.9% 5.7% 8.1% 19.5% 0.0% -2.1% -2.6% 0 0 0 0.00 166.88 N/A N/A 0 0 0 0 2024-08-23 $37.95 $0.00 20.2% 5.8% 8.0% 20.2% 0.0% -1.7% -4.0% 0 0 0 0.00 166.67 N/A N/A 0 0 0 0 2024-08-26 $37.99 $0.00 20.8% 6.0% 8.0% 21.3% 0.0% -2.1% -3.2% 0 0 0 0.00 166.47 N/A N/A 0 0 0 0 2024-08-27 $37.99 $0.00 21.2% 6.1% 8.0% 22.1% 0.0% -2.2% -3.0% 0 0 0 0.00 165.44 N/A N/A 0 0 0 0 2024-08-28 $37.98 $0.00 21.7% 6.2% 8.0% 23.1% 0.0% -2.5% -3.7% 0 0 0 0.00 166.88 N/A N/A 0 0 0 0 2024-08-29 $38.00 $0.00 22.1% 6.3% 7.9% 24.0% 0.0% -2.4% -4.0% 0 0 0 0.00 167.02 N/A N/A 0 0 0 0 2024-08-30 $38.03 $0.00 22.3% 6.4% 7.5% 24.3% 0.0% -6.9% -4.3% 0 0 0 0.00 166.61 N/A N/A 0 0 0 0
« Jul 2024 | All History | Sep 2024 » Home PSEP History August 2024