PSEP Options History — September 2024 In September 2024, PSEP traded between $37.24 and $38.45. ATM implied volatility averaged 27.3%, placing in the 25.8% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 20.7% (HV 20d: 6.6%). Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-09-19 : Highest Volume — 1 contracts2024-09-05 : Largest IV spike — 198.2% change2024-09-05 : Highest IV Rank — 100.0%2024-09-20 : Largest Expected Move — 16.4%Monthly Statistics Metric Avg Min Max Open Close Price $37.98 $37.24 $38.45 $37.55 $38.43 ATM IV 27.3% 17.4% 78.8% 24.1% 25.7% Expected Move 7.2% 5.0% 16.4% 6.9% 7.4% HV 20d 6.6% 5.6% 7.3% 7.1% 7.3% HV 60d 5.9% 5.4% 6.2% 5.4% 6.2% IV Rank 25.8% 10.5% 100.0% 27.9% 22.6% IV Percentile 50.6% 11.9% 100.0% 56.7% 65.5% Term Structure -8.7% -18.2% -3.3% -8.6% -6.3% Skew 25d -0.6% -14.5% 12.9% -8.1% -7.2% Skew 10d 0.6% -9.5% 17.3% -1.1% -9.5% Call IV 25d 21.5% 14.1% 68.7% 19.6% 19.1% Put IV 25d 20.8% 9.7% 81.5% 11.6% 11.9% Bid-Ask Spread % 175.46 164.16 199.72 164.16 166.95 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 69 0 225 0 225 Net DEX -846 -2.5K 0 0 -2.5K Net VEX -2 -7 0 0 -7 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.05 0 1 0 0 Total OI 0.35 0 1 0 1
Daily Data (20 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 2024-09-03 $37.55 $0.00 24.1% 6.9% 7.1% 27.9% 0.0% -8.1% -8.6% 0 0 0 0.00 164.16 N/A N/A 0 0 0 0 2024-09-04 $37.59 $0.00 26.4% 7.6% 5.7% 32.6% 0.0% -8.4% -8.3% 0 0 0 0.00 166.30 N/A N/A 0 0 0 0 2024-09-05 $37.52 $0.00 78.8% 13.4% 5.6% 100.0% 0.0% 2.6% -18.2% 0 0 0 0.00 199.72 N/A N/A 0 0 0 0 2024-09-06 $37.24 $0.00 19.1% 5.7% 5.8% 13.1% 0.0% 1.5% -4.4% 0 0 0 0.00 177.59 N/A N/A 0 0 0 0 2024-09-09 $37.41 $0.00 21.3% 5.9% 5.9% 16.3% 0.0% -4.7% -4.1% 0 0 0 0.00 174.55 N/A N/A 0 0 0 0 2024-09-10 $37.52 $0.00 33.4% 5.5% 6.0% 33.8% 0.0% 3.1% -4.5% 0 0 0 0.00 175.63 N/A N/A 0 0 0 0 2024-09-11 $37.67 $0.00 17.4% 5.0% 6.1% 10.5% 0.0% 2.9% -3.3% 0 0 0 0.00 170.40 N/A N/A 0 0 0 0 2024-09-12 $37.91 $0.00 18.4% 5.3% 6.4% 11.9% 0.0% 1.9% -3.9% 0 0 0 0.00 174.14 N/A N/A 0 0 0 0 2024-09-13 $38.00 $0.00 18.6% 5.3% 6.5% 12.3% 0.0% 0.8% -13.5% 0 0 0 0.00 175.23 N/A N/A 0 0 0 0 2024-09-16 $38.06 $0.00 19.4% 5.6% 6.5% 13.5% 0.0% -3.9% -16.1% 0 0 0 0.00 172.75 N/A N/A 0 0 0 0 2024-09-17 $38.03 $0.00 19.5% 5.6% 6.5% 13.6% 0.0% 0.9% -16.4% 0 0 0 0.00 174.03 N/A N/A 0 0 0 0 2024-09-18 $38.00 $0.00 20.1% 5.8% 6.5% 14.5% 0.0% 0.8% -16.8% 0 0 0 0.00 174.45 N/A N/A 0 0 0 0 2024-09-19 $38.34 $0.00 21.4% 6.1% 7.2% 16.4% 0.0% 0.4% -3.6% 0 0 0 0.00 174.44 N/A N/A 1 0 0 0 2024-09-20 $38.33 $0.00 57.1% 16.4% 7.2% 68.4% 0.0% 12.9% -16.5% 108 -2.2K -7 0.00 199.63 N/A N/A 0 0 1 0 2024-09-23 $38.36 $0.00 22.7% 6.5% 7.2% 18.3% 0.0% -6.6% -5.0% 211 -2.4K -7 0.00 170.06 N/A N/A 0 0 1 0 2024-09-24 $38.40 $0.00 23.2% 6.6% 7.2% 19.0% 0.0% -6.1% -5.3% 219 -2.5K -7 0.00 169.33 N/A N/A 0 0 1 0 2024-09-25 $38.37 $0.00 23.1% 6.6% 7.2% 18.8% 0.0% 9.5% -5.5% 214 -2.4K -7 0.00 173.79 N/A N/A 0 0 1 0 2024-09-26 $38.45 $0.00 32.6% 9.3% 7.3% 32.7% 0.0% -14.5% -7.4% 180 -2.4K -7 0.00 183.50 N/A N/A 0 0 1 0 2024-09-27 $38.44 $0.00 24.4% 7.0% 7.3% 20.8% 0.0% 9.3% -6.5% 222 -2.5K -7 0.00 172.46 N/A N/A 0 0 1 0 2024-09-30 $38.43 $0.00 25.7% 7.4% 7.3% 22.6% 0.0% -7.2% -6.3% 225 -2.5K -7 0.00 166.95 N/A N/A 0 0 1 0
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