PSEP Options History — December 2024 In December 2024, PSEP traded between $38.91 and $39.55. ATM implied volatility averaged 23.4%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 11.7% (HV 20d: 11.7%). Max pain ranged from $38.00 to $38.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-12-16 : Highest Volume — 6 contracts2024-12-11 : Largest IV drop — 43.3% change2024-12-10 : Highest IV Rank — 28.9%2024-12-04 : Largest Expected Move — 7.8%Monthly Statistics Metric Avg Min Max Open Close Price $39.34 $38.91 $39.55 $38.91 $39.12 Max Pain $38.00 $38.00 $38.00 $38.00 $38.00 ATM IV 23.4% 18.5% 32.6% 25.7% 23.7% Expected Move 6.1% 5.0% 7.8% 7.4% 6.8% HV 20d 11.7% 7.9% 13.0% 12.1% 7.9% HV 60d 8.4% 8.0% 8.7% 8.0% 8.7% IV Rank 14.8% 7.2% 28.9% 18.3% 15.3% IV Percentile 45.6% 7.1% 85.7% 64.7% 55.2% Term Structure -5.9% -10.0% -3.1% -9.5% -6.2% Skew 25d 3.9% -3.6% 9.5% -3.6% -0.2% Skew 10d 3.7% 0.4% 12.7% 4.2% 0.5% Call IV 25d 16.5% 13.2% 21.9% 20.8% 19.6% Put IV 25d 20.4% 16.2% 27.5% 17.2% 19.4% Bid-Ask Spread % 173.41 157.51 182.30 158.23 174.19 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.2K 0 2.3K 1.6K 0 Net DEX -15.3K -22.5K 0 -18.3K 0 Net VEX -8 -22 0 -22 0 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 0.286 0 6 0 0 Total OI 5 0 7 7 0
Daily Data (21 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 2024-12-02 $38.91 $38.00 25.7% 7.4% 12.1% 18.3% 0.0% -3.6% -9.5% 1.6K -18.3K -22 0.00 158.23 N/A N/A 0 0 7 0 2024-12-03 $39.47 $38.00 26.1% 7.5% 13.0% 18.9% 0.0% -2.6% -8.5% 1.5K -21.7K -17 0.00 157.51 N/A N/A 0 0 7 0 2024-12-04 $39.50 $38.00 27.2% 7.8% 13.0% 20.6% 0.0% -3.2% -9.8% 1.5K -21.8K -17 0.00 158.12 N/A N/A 0 0 7 0 2024-12-05 $39.51 $0.00 27.1% 5.0% 12.3% 20.4% 0.0% 7.3% -3.1% 1.5K -21.9K -16 0.00 182.30 N/A N/A 0 0 7 0 2024-12-06 $39.50 $0.00 28.7% 5.4% 12.3% 22.9% 0.0% 6.6% -9.3% 1.5K -21.7K -16 0.00 177.71 N/A N/A 0 0 7 0 2024-12-09 $39.50 $0.00 31.9% 5.5% 12.3% 27.9% 0.0% 7.8% -4.8% 1.5K -21.7K -14 0.00 176.49 N/A N/A 0 0 7 0 2024-12-10 $39.43 $0.00 32.6% 5.5% 12.3% 28.9% 0.0% 7.7% -10.0% 1.6K -22.0K -13 0.00 177.36 N/A N/A 0 0 7 0 2024-12-11 $39.55 $0.00 18.5% 5.3% 12.3% 7.2% 0.0% 8.0% -3.7% 1.5K -22.1K -13 0.00 177.82 N/A N/A 0 0 7 0 2024-12-12 $39.48 $0.00 19.7% 5.6% 12.0% 9.0% 0.0% 8.1% -4.9% 1.6K -21.8K -12 0.00 177.66 N/A N/A 0 0 7 0 2024-12-13 $39.44 $0.00 19.4% 5.6% 11.9% 8.7% 0.0% 8.0% -4.2% 1.6K -21.8K -11 0.00 176.95 N/A N/A 0 0 7 0 2024-12-16 $39.50 $0.00 20.6% 5.9% 11.6% 10.4% 0.0% 7.4% -5.3% 1.6K -22.5K -8 0.00 177.07 N/A N/A 6 0 7 0 2024-12-17 $39.44 $0.00 20.7% 5.9% 11.6% 10.6% 0.0% 8.5% -5.8% 1.7K -22.1K -7 0.00 177.14 N/A N/A 0 0 7 0 2024-12-18 $38.97 $0.00 19.0% 5.5% 12.4% 8.0% 0.0% 4.7% -4.4% 2.2K -20.2K -6 0.00 170.69 N/A N/A 0 0 7 0 2024-12-19 $38.97 $0.00 19.9% 5.7% 12.4% 9.4% 0.0% 1.5% -4.2% 2.3K -20.5K -5 0.00 174.07 N/A N/A 0 0 7 0 2024-12-20 $39.17 $0.00 19.3% 5.5% 12.5% 8.5% 0.0% 1.1% -3.7% 2.1K -22.1K -1 0.00 171.59 N/A N/A 0 0 7 0 2024-12-23 $39.29 $0.00 20.7% 5.9% 12.5% 10.6% 0.0% 1.1% -3.4% 0 0 0 0.00 173.83 N/A N/A 0 0 0 0 2024-12-24 $39.45 $0.00 22.5% 6.5% 12.6% 13.4% 0.0% 4.8% -5.8% 0 0 0 0.00 176.96 N/A N/A 0 0 0 0 2024-12-26 $39.51 $0.00 22.7% 6.5% 10.8% 13.7% 0.0% 9.5% -5.9% 0 0 0 0.00 176.56 N/A N/A 0 0 0 0 2024-12-27 $39.28 $0.00 23.3% 6.7% 9.2% 14.5% 0.0% -0.2% -7.0% 0 0 0 0.00 175.78 N/A N/A 0 0 0 0 2024-12-30 $39.22 $0.00 22.6% 6.5% 9.1% 13.6% 0.0% 0.5% -4.9% 0 0 0 0.00 173.65 N/A N/A 0 0 0 0 2024-12-31 $39.12 $0.00 23.7% 6.8% 7.9% 15.3% 0.0% -0.2% -6.2% 0 0 0 0.00 174.19 N/A N/A 0 0 0 0
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