PSEP Options History — February 2025

In February 2025, PSEP traded between $39.28 and $40.02. ATM implied volatility averaged 22.9%, placing in the 12.8% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 17.9% (HV 20d: 5.0%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.

Notable Days

  • 2025-02-28: Largest IV spike — 105.1% change
  • 2025-02-28: Highest IV Rank — 44.7%
  • 2025-02-28: Largest Expected Move — 12.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.73$39.28$40.02$39.58$39.44
ATM IV22.9%17.0%44.6%23.7%44.6%
Expected Move6.0%4.6%12.8%6.8%12.8%
HV 20d5.0%3.9%6.7%6.7%5.0%
HV 60d8.4%7.0%9.0%9.0%7.0%
IV Rank12.8%4.3%44.7%14.7%44.7%
IV Percentile38.2%1.2%94.8%55.2%94.8%
Term Structure-4.9%-12.9%-2.9%-6.6%-12.9%
Skew 25d-1.5%-5.2%1.9%-0.5%0.9%
Skew 10d1.5%-0.5%16.7%0.2%16.7%
Call IV 25d17.1%12.8%46.7%18.5%46.7%
Put IV 25d15.5%10.8%47.6%18.0%47.6%
Bid-Ask Spread %168.56164.01189.54173.32189.54
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-02-03$39.58$0.0023.7%6.8%6.7%14.7%0.0%-0.5%-6.6%0000.00173.32N/AN/A0000
2025-02-04$39.69$0.0024.7%7.1%6.4%16.3%0.0%-1.4%-6.6%0000.00175.27N/AN/A0000
2025-02-05$39.75$0.0024.7%7.1%6.4%16.3%0.0%-1.5%-7.0%0000.00174.91N/AN/A0000
2025-02-06$39.79$0.0025.1%4.8%6.0%17.0%0.0%1.7%-3.2%0000.00167.34N/AN/A0000
2025-02-07$39.69$0.0023.6%4.6%6.1%14.6%0.0%1.1%-3.4%0000.00165.75N/AN/A0000
2025-02-10$39.80$0.0028.4%4.9%5.4%22.1%0.0%1.9%-2.9%0000.00166.70N/AN/A0000
2025-02-11$39.80$0.0029.3%4.9%5.4%23.5%0.0%1.5%-3.4%0000.00166.57N/AN/A0000
2025-02-12$39.76$0.0017.0%4.9%5.5%4.4%0.0%1.6%-3.7%0000.00166.44N/AN/A0000
2025-02-13$39.92$0.0017.0%4.9%4.2%4.3%0.0%-2.7%-3.2%0000.00166.51N/AN/A0000
2025-02-14$39.94$0.0017.7%5.1%4.2%5.5%0.0%-2.7%-3.3%0000.00166.94N/AN/A0000
2025-02-18$39.92$0.0018.6%5.3%4.0%6.8%0.0%-3.0%-4.6%0000.00166.21N/AN/A0000
2025-02-19$40.02$0.0018.6%5.3%4.0%6.8%0.0%-2.5%-4.0%0000.00165.86N/AN/A0000
2025-02-20$39.96$0.0018.6%5.3%3.9%6.9%0.0%-2.7%-3.8%0000.00166.08N/AN/A0000
2025-02-21$39.70$0.0018.4%5.3%4.6%5.0%0.0%-3.6%-3.5%0000.00164.01N/AN/A0000
2025-02-24$39.70$0.0020.4%5.8%4.6%8.1%0.0%-4.0%-5.2%0000.00165.62N/AN/A0000
2025-02-25$39.56$0.0021.4%6.1%4.2%9.8%0.0%-4.5%-4.8%0000.00166.34N/AN/A0000
2025-02-26$39.59$0.0021.9%6.3%3.9%8.0%0.0%-3.3%-5.7%0000.00165.10N/AN/A0000
2025-02-27$39.28$0.0021.8%6.2%4.7%7.8%0.0%-5.2%-5.5%0000.00164.02N/AN/A0000
2025-02-28$39.44$0.0044.6%12.8%5.0%44.7%0.0%0.9%-12.9%0000.00189.54N/AN/A0000