PSEP Options History — November 2024 In November 2024, PSEP traded between $38.38 and $39.41. ATM implied volatility averaged 26.7%, placing in the 23.2% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 19.6% (HV 20d: 7.1%). Max pain ranged from $38.00 to $38.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days.
Notable Days 2024-11-13 : Largest IV drop — 64.2% change2024-11-12 : Highest IV Rank — 62.2%2024-11-01 : Largest Expected Move — 8.6%Monthly Statistics Metric Avg Min Max Open Close Price $38.99 $38.38 $39.41 $38.41 $39.41 Max Pain $38.00 $38.00 $38.00 $38.00 $38.00 ATM IV 26.7% 17.6% 52.8% 29.9% 23.4% Expected Move 5.5% 2.1% 8.6% 8.6% 6.7% HV 20d 7.1% 4.8% 11.4% 5.2% 11.0% HV 60d 6.2% 5.3% 7.7% 5.3% 7.7% IV Rank 23.2% 10.9% 62.2% 28.8% 14.8% IV Percentile 49.5% 6.3% 96.8% 81.3% 52.8% Term Structure -5.6% -24.8% 9.0% -24.8% -6.4% Skew 25d -3.0% -6.4% 4.4% 0.7% -2.1% Skew 10d 1.4% -0.2% 3.6% 1.5% 0.6% Call IV 25d 14.5% 12.3% 21.5% 21.5% 16.7% Put IV 25d 11.5% 8.2% 22.2% 22.2% 14.6% Bid-Ask Spread % 159.30 156.06 175.92 175.92 158.23 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.7K 1.5K 1.9K 1.7K 1.6K Net DEX -19.7K -21.8K -16.6K -16.8K -21.8K Net VEX -28 -38 -19 -38 -19 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 7 7 7 7 7
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 2024-11-01 $38.41 $0.00 29.9% 8.6% 5.2% 28.8% 0.0% 0.7% -24.8% 1.7K -16.8K -38 0.00 175.92 N/A N/A 0 0 7 0 2024-11-04 $38.38 $38.00 33.4% 2.1% 4.9% 33.8% 0.0% 4.4% 9.0% 1.8K -16.6K -37 0.00 161.42 N/A N/A 0 0 7 0 2024-11-05 $38.56 $38.00 30.1% 5.1% 4.8% 29.0% 0.0% 0.1% -3.6% 1.8K -17.6K -35 0.00 159.93 N/A N/A 0 0 7 0 2024-11-06 $39.02 $38.00 30.7% 4.8% 6.3% 29.9% 0.0% -2.1% -2.6% 1.6K -19.8K -32 0.00 159.37 N/A N/A 0 0 7 0 2024-11-07 $39.16 $38.00 33.5% 5.1% 6.3% 34.0% 0.0% -2.5% -4.0% 1.5K -20.2K -30 0.00 159.15 N/A N/A 0 0 7 0 2024-11-08 $39.21 $38.00 36.3% 5.2% 6.2% 38.1% 0.0% -3.9% -4.5% 1.5K -20.5K -30 0.00 158.95 N/A N/A 0 0 7 0 2024-11-11 $39.20 $38.00 47.3% 5.3% 6.2% 54.1% 0.0% -2.8% -11.2% 1.5K -20.4K -29 0.00 158.81 N/A N/A 0 0 7 0 2024-11-12 $39.19 $38.00 52.8% 5.2% 6.0% 62.2% 0.0% -5.0% -11.0% 1.6K -20.6K -28 0.00 158.69 N/A N/A 0 0 7 0 2024-11-13 $38.91 $38.00 18.9% 5.4% 6.6% 12.8% 0.0% -5.1% -11.8% 1.9K -20.0K -28 0.00 159.05 N/A N/A 0 0 7 0 2024-11-14 $39.14 $38.00 18.6% 5.3% 6.9% 12.2% 0.0% -4.6% -2.7% 1.6K -20.5K -28 0.00 158.68 N/A N/A 0 0 7 0 2024-11-15 $38.88 $38.00 17.6% 5.1% 7.3% 10.9% 0.0% -3.8% -2.8% 1.9K -19.5K -29 0.00 158.21 N/A N/A 0 0 7 0 2024-11-18 $39.00 $38.00 18.7% 5.4% 7.4% 12.4% 0.0% -4.9% -3.0% 1.8K -20.0K -26 0.00 156.38 N/A N/A 0 0 7 0 2024-11-19 $39.03 $38.00 18.1% 5.2% 7.4% 11.6% 0.0% -2.3% -3.0% 1.7K -20.0K -26 0.00 157.61 N/A N/A 0 0 7 0 2024-11-20 $38.96 $38.00 19.0% 5.5% 7.2% 12.9% 0.0% -4.5% -3.5% 1.8K -19.8K -27 0.00 157.90 N/A N/A 0 0 7 0 2024-11-21 $39.12 $38.00 19.6% 5.6% 7.3% 13.7% 0.0% -6.3% -4.0% 1.7K -20.6K -25 0.00 157.57 N/A N/A 0 0 7 0 2024-11-22 $39.15 $38.00 20.8% 6.0% 7.3% 15.5% 0.0% -2.1% -4.4% 1.5K -19.6K -26 0.00 158.04 N/A N/A 0 0 7 0 2024-11-25 $39.23 $38.00 21.3% 6.1% 7.3% 11.6% 0.0% -5.5% -5.0% 1.7K -21.2K -22 0.00 157.82 N/A N/A 0 0 7 0 2024-11-26 $38.58 $38.00 22.3% 6.4% 9.5% 13.0% 0.0% -1.2% -7.0% 1.5K -16.7K -26 0.00 158.29 N/A N/A 0 0 7 0 2024-11-27 $39.27 $38.00 21.9% 6.3% 11.4% 12.4% 0.0% -6.4% -5.6% 1.7K -21.3K -21 0.00 156.06 N/A N/A 0 0 7 0 2024-11-29 $39.41 $38.00 23.4% 6.7% 11.0% 14.8% 0.0% -2.1% -6.4% 1.6K -21.8K -19 0.00 158.23 N/A N/A 0 0 7 0
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