PSEP Options History — October 2024 In October 2024, PSEP traded between $38.20 and $38.78. ATM implied volatility averaged 23.8%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 19.0% (HV 20d: 4.8%). Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2024-10-10 : Highest Volume — 6 contracts2024-10-09 : Largest IV drop — 42.6% change2024-10-08 : Highest IV Rank — 34.0%2024-10-31 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $38.57 $38.20 $38.78 $38.34 $38.39 ATM IV 23.8% 19.0% 33.5% 26.5% 29.3% Expected Move 6.3% 5.4% 8.4% 7.6% 8.4% HV 20d 4.8% 4.2% 5.5% 5.5% 5.4% HV 60d 6.4% 5.2% 6.7% 6.2% 5.4% IV Rank 19.9% 12.9% 34.0% 23.8% 27.9% IV Percentile 49.7% 17.1% 89.3% 69.8% 81.3% Term Structure -8.4% -23.8% -3.0% -7.8% -23.8% Skew 25d 1.6% -8.2% 7.8% -8.2% -0.4% Skew 10d 0.4% -10.6% 4.8% -10.6% 0.6% Call IV 25d 16.9% 13.6% 22.1% 19.4% 22.1% Put IV 25d 18.5% 9.2% 22.1% 11.2% 21.6% Bid-Ask Spread % 176.26 165.23 181.47 165.23 176.05 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.1K 205 1.7K 228 1.7K Net DEX -12.6K -18.6K -2.3K -2.4K -16.7K Net VEX -28 -43 -6 -7 -38 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 0.261 0 6 0 0 Total OI 4.913 1 7 1 7
Daily Data (23 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 2024-10-01 $38.34 $0.00 26.5% 7.6% 5.5% 23.8% 0.0% -8.2% -7.8% 228 -2.4K -7 0.00 165.23 N/A N/A 0 0 1 0 2024-10-02 $38.36 $0.00 27.3% 7.8% 5.5% 24.9% 0.0% 0.3% -7.9% 225 -2.4K -7 0.00 171.35 N/A N/A 0 0 1 0 2024-10-03 $38.26 $0.00 27.9% 5.6% 5.5% 25.8% 0.0% 7.8% -15.1% 233 -2.4K -7 0.00 180.95 N/A N/A 0 0 1 0 2024-10-04 $38.39 $0.00 28.7% 5.7% 4.6% 27.0% 0.0% -4.5% -14.9% 205 -2.4K -7 0.00 181.12 N/A N/A 0 0 1 0 2024-10-07 $38.20 $0.00 31.6% 5.8% 5.0% 31.3% 0.0% 5.1% -15.9% 238 -2.3K -7 0.00 180.51 N/A N/A 0 0 1 0 2024-10-08 $38.41 $0.00 33.5% 5.9% 5.2% 34.0% 0.0% 5.6% -14.8% 225 -2.4K -6 0.00 181.47 N/A N/A 0 0 1 0 2024-10-09 $38.52 $0.00 19.2% 5.5% 5.1% 13.2% 0.0% 4.2% -3.0% 224 -2.5K -6 0.00 180.19 N/A N/A 0 0 1 0 2024-10-10 $38.46 $0.00 21.2% 6.1% 4.8% 16.1% 0.0% 3.3% -16.8% 234 -2.5K -6 0.00 180.75 N/A N/A 6 0 1 0 2024-10-11 $38.59 $0.00 19.5% 5.6% 4.9% 13.6% 0.0% 1.9% -3.4% 1.5K -17.8K -43 0.00 177.07 N/A N/A 0 0 7 0 2024-10-14 $38.73 $0.00 19.0% 5.4% 5.0% 12.9% 0.0% 2.7% -3.7% 1.5K -18.5K -41 0.00 175.44 N/A N/A 0 0 7 0 2024-10-15 $38.61 $0.00 19.1% 5.5% 5.1% 12.9% 0.0% 1.2% -3.2% 1.6K -18.0K -42 0.00 175.31 N/A N/A 0 0 7 0 2024-10-16 $38.70 $0.00 20.2% 5.8% 5.1% 14.6% 0.0% 1.9% -4.2% 1.5K -18.0K -42 0.00 175.55 N/A N/A 0 0 7 0 2024-10-17 $38.70 $0.00 19.7% 5.6% 4.2% 13.9% 0.0% 1.8% -4.0% 1.6K -18.4K -41 0.00 175.92 N/A N/A 0 0 7 0 2024-10-18 $38.78 $0.00 19.4% 5.6% 4.2% 13.5% 0.0% 1.9% -4.4% 1.5K -18.6K -40 0.00 175.75 N/A N/A 0 0 7 0 2024-10-21 $38.73 $0.00 20.3% 5.8% 4.3% 14.7% 0.0% 2.0% -4.1% 989 -16.8K -42 0.00 174.95 N/A N/A 0 0 7 0 2024-10-22 $38.77 $0.00 20.7% 5.9% 4.3% 15.3% 0.0% 2.0% -4.7% 1.6K -18.6K -39 0.00 175.27 N/A N/A 0 0 7 0 2024-10-23 $38.59 $0.00 22.1% 6.3% 4.6% 17.4% 0.0% 1.0% -5.6% 1.7K -17.9K -40 0.00 174.77 N/A N/A 0 0 7 0 2024-10-24 $38.66 $0.00 23.3% 6.7% 4.6% 19.1% 0.0% 1.8% -5.6% 1.7K -18.2K -39 0.00 176.10 N/A N/A 0 0 7 0 2024-10-25 $38.64 $0.00 22.4% 6.4% 4.6% 17.9% 0.0% 0.5% -6.7% 1.7K -18.2K -39 0.00 174.18 N/A N/A 0 0 7 0 2024-10-28 $38.73 $0.00 25.0% 7.2% 4.7% 21.6% 0.0% 1.4% -7.2% 1.7K -18.5K -37 0.00 175.51 N/A N/A 0 0 7 0 2024-10-29 $38.75 $0.00 25.3% 7.3% 4.5% 22.1% 0.0% 1.9% -7.3% 1.6K -18.5K -36 0.00 175.26 N/A N/A 0 0 7 0 2024-10-30 $38.69 $0.00 26.1% 7.5% 4.6% 23.2% 0.0% 1.1% -8.1% 1.7K -18.3K -36 0.00 175.20 N/A N/A 0 0 7 0 2024-10-31 $38.39 $0.00 29.3% 8.4% 5.4% 27.9% 0.0% -0.4% -23.8% 1.7K -16.7K -38 0.00 176.05 N/A N/A 0 0 7 0
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