PSEP Options History — March 2025

In March 2025, PSEP traded between $37.66 and $39.44. ATM implied volatility averaged 22.9%, placing in the 9.6% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 9.2% (HV 20d: 13.8%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.

Notable Days

  • 2025-03-11: Largest IV drop — 34.8% change
  • 2025-03-10: Highest IV Rank — 23.1%
  • 2025-03-14: Largest Expected Move — 11.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.61$37.66$39.44$39.08$37.66
ATM IV22.9%19.9%31.2%23.8%25.3%
Expected Move6.6%4.2%11.3%6.8%5.2%
HV 20d13.8%5.9%24.3%5.9%24.3%
HV 60d9.6%6.1%14.8%6.8%14.8%
IV Rank9.6%4.7%23.1%11.1%13.4%
IV Percentile47.0%21.8%82.1%57.1%65.1%
Term Structure-5.2%-8.4%-3.1%-5.4%-8.4%
Skew 25d1.2%-3.4%4.9%-1.7%-0.8%
Skew 10d0.7%-1.0%1.7%0.5%0.2%
Call IV 25d16.8%13.3%21.4%21.3%21.4%
Put IV 25d18.0%15.7%21.2%19.6%20.6%
Bid-Ask Spread %170.34161.21180.51161.21171.39
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$39.08$0.0023.8%6.8%5.9%11.1%0.0%-1.7%-5.4%0000.00161.21N/AN/A0000
2025-03-04$39.08$0.0024.5%7.0%5.9%12.3%0.0%0.2%-6.5%0000.00163.49N/AN/A0000
2025-03-05$39.22$0.0025.6%7.3%6.0%13.9%0.0%3.0%-3.1%0000.00163.74N/AN/A0000
2025-03-06$38.80$0.0026.2%7.5%6.9%15.0%0.0%1.3%-3.8%0000.00163.57N/AN/A0000
2025-03-07$38.87$0.0027.1%7.8%6.9%16.4%0.0%2.8%-3.5%0000.00163.76N/AN/A0000
2025-03-10$38.14$0.0031.2%9.0%9.4%23.1%0.0%0.9%-5.3%0000.00163.25N/AN/A0000
2025-03-11$38.17$0.0020.3%9.7%9.3%5.5%0.0%2.8%-4.6%0000.00164.65N/AN/A0000
2025-03-12$38.27$0.0021.4%10.3%9.4%7.1%0.0%2.8%-5.6%0000.00164.77N/AN/A0000
2025-03-13$38.16$0.0020.4%10.2%9.4%5.6%0.0%2.9%-4.1%0000.00164.38N/AN/A0000
2025-03-14$38.47$0.0021.3%11.3%9.8%7.1%0.0%2.4%-5.1%0000.00166.90N/AN/A0000
2025-03-17$38.75$0.0019.9%4.2%10.3%4.7%0.0%2.0%-5.3%0000.00172.94N/AN/A0000
2025-03-18$37.69$0.0022.2%4.7%13.9%8.5%0.0%-3.4%-8.2%0000.00171.42N/AN/A0000
2025-03-19$37.98$0.0020.8%4.5%14.3%6.2%0.0%-1.1%-8.3%0000.00171.19N/AN/A0000
2025-03-20$39.30$0.0020.1%4.5%19.4%5.1%0.0%4.9%-3.1%0000.00174.11N/AN/A0000
2025-03-21$38.58$0.0021.3%4.7%20.3%7.1%0.0%2.0%-3.8%0000.00180.08N/AN/A0000
2025-03-24$39.01$0.0021.3%4.6%20.7%7.0%0.0%0.7%-4.9%0000.00180.17N/AN/A0000
2025-03-25$39.05$0.0021.7%5.0%20.7%7.7%0.0%0.3%-3.7%0000.00180.51N/AN/A0000
2025-03-26$38.80$0.0021.6%4.6%20.8%7.5%0.0%0.1%-6.3%0000.00178.57N/AN/A0000
2025-03-27$39.44$0.0022.1%4.7%21.5%8.3%0.0%3.2%-3.7%0000.00179.46N/AN/A0000
2025-03-28$38.34$0.0023.0%5.2%23.7%9.8%0.0%-0.3%-6.8%0000.00177.54N/AN/A0000
2025-03-31$37.66$0.0025.3%5.2%24.3%13.4%0.0%-0.8%-8.4%0000.00171.39N/AN/A0000