PSEP Options History — January 2025

In January 2025, PSEP traded between $38.93 and $39.80. ATM implied volatility averaged 25.8%, placing in the 18.2% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 18.9% (HV 20d: 6.9%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.

Notable Days

  • 2025-01-15: Largest IV drop — 60.8% change
  • 2025-01-14: Highest IV Rank — 55.0%
  • 2025-01-03: Largest Expected Move — 7.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.43$38.93$39.80$39.06$39.67
ATM IV25.8%18.3%49.6%24.9%20.3%
Expected Move5.7%5.1%7.9%7.1%5.8%
HV 20d6.9%5.9%8.1%5.9%6.6%
HV 60d8.9%8.7%9.2%8.7%9.0%
IV Rank18.2%6.5%55.0%17.1%9.5%
IV Percentile46.2%4.4%96.4%59.9%27.0%
Term Structure-3.9%-10.6%-1.7%-8.2%-5.2%
Skew 25d0.4%-1.4%2.4%0.4%-1.3%
Skew 10d0.8%0.2%1.4%1.0%0.2%
Call IV 25d15.3%13.1%20.6%20.1%17.2%
Put IV 25d15.8%13.5%21.1%20.5%15.9%
Bid-Ask Spread %175.25173.43177.16173.92173.49
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$39.06$0.0024.9%7.1%5.9%17.1%0.0%0.4%-8.2%0000.00173.92N/AN/A0000
2025-01-03$39.30$0.0027.7%7.9%6.3%21.3%0.0%0.6%-10.6%0000.00175.12N/AN/A0000
2025-01-06$39.38$0.0032.1%5.2%6.4%28.1%0.0%0.8%-2.5%0000.00175.84N/AN/A0000
2025-01-07$39.16$0.0032.4%5.2%6.7%28.6%0.0%1.8%-2.3%0000.00177.16N/AN/A0000
2025-01-08$39.20$0.0033.6%5.3%6.7%30.4%0.0%1.9%-2.5%0000.00175.38N/AN/A0000
2025-01-10$38.93$0.0034.8%5.1%7.1%32.3%0.0%1.8%-2.4%0000.00174.13N/AN/A0000
2025-01-13$38.95$0.0043.7%5.1%6.9%46.0%0.0%2.4%-2.4%0000.00173.74N/AN/A0000
2025-01-14$38.97$0.0049.6%5.1%6.9%55.0%0.0%1.5%-1.7%0000.00173.43N/AN/A0000
2025-01-15$39.40$0.0019.4%5.6%8.1%8.7%0.0%0.4%-3.2%0000.00176.45N/AN/A0000
2025-01-16$39.38$0.0019.5%5.6%8.0%8.7%0.0%0.4%-3.3%0000.00176.68N/AN/A0000
2025-01-17$39.53$0.0018.8%5.4%8.1%7.4%0.0%1.1%-2.6%0000.00176.18N/AN/A0000
2025-01-21$39.65$0.0019.1%5.5%6.8%8.0%0.0%1.7%-3.6%0000.00176.11N/AN/A0000
2025-01-22$39.77$0.0018.3%5.3%6.9%6.5%0.0%1.1%-3.3%0000.00175.84N/AN/A0000
2025-01-23$39.80$0.0018.3%5.3%6.7%6.5%0.0%-1.3%-3.3%0000.00175.32N/AN/A0000
2025-01-24$39.80$0.0018.7%5.4%6.6%7.0%0.0%-1.4%-3.7%0000.00175.03N/AN/A0000
2025-01-27$39.56$0.0021.0%6.0%6.9%10.6%0.0%-0.3%-4.2%0000.00175.94N/AN/A0000
2025-01-28$39.75$0.0021.1%6.0%7.1%10.8%0.0%-0.9%-4.2%0000.00174.65N/AN/A0000
2025-01-29$39.72$0.0021.2%6.1%6.7%11.0%0.0%-1.3%-4.7%0000.00175.08N/AN/A0000
2025-01-30$39.69$0.0021.7%6.2%6.7%11.7%0.0%-1.2%-5.1%0000.00175.43N/AN/A0000
2025-01-31$39.67$0.0020.3%5.8%6.6%9.5%0.0%-1.3%-5.2%0000.00173.49N/AN/A0000