PSEP Options History — April 2025

In April 2025, PSEP traded between $35.10 and $38.64. ATM implied volatility averaged 31.2%, placing in the 23.0% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded below realized volatility by 8.7% (HV 20d: 39.8%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days.

Notable Days

  • 2025-04-03: Largest IV spike — 48.9% change
  • 2025-04-07: Highest IV Rank — 80.7%
  • 2025-04-07: Largest Expected Move — 11.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.43$35.10$38.64$38.47$38.19
ATM IV31.2%21.2%66.8%28.0%26.2%
Expected Move7.5%5.0%11.1%5.5%7.5%
HV 20d39.8%25.6%45.7%25.6%43.1%
HV 60d24.5%15.4%28.7%15.4%28.7%
IV Rank23.0%6.9%80.7%17.8%15.0%
IV Percentile70.5%36.5%99.6%77.4%69.0%
Term Structure-5.7%-9.7%0.6%-8.4%-7.1%
Skew 25d2.8%-4.0%9.4%1.7%1.8%
Skew 10d4.1%-5.7%23.5%0.4%0.5%
Call IV 25d20.5%13.1%27.8%20.8%20.9%
Put IV 25d23.3%15.1%35.7%22.5%22.7%
Bid-Ask Spread %171.24163.10188.16173.24163.81
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
2025-04-01$38.47$0.0028.0%5.5%25.6%17.8%0.0%1.7%-8.4%0000.00173.24N/AN/A0000
2025-04-02$38.64$0.0025.8%5.0%25.7%14.3%0.0%2.0%-2.4%0000.00172.93N/AN/A0000
2025-04-03$37.67$0.0038.4%7.3%26.9%34.7%0.0%1.0%-4.0%0000.00186.47N/AN/A0000
2025-04-04$35.93$0.0051.3%9.2%31.4%55.5%0.0%2.8%-7.3%0000.00183.44N/AN/A0000
2025-04-07$36.42$0.0066.8%11.1%31.4%80.7%0.0%6.2%-7.1%0000.00186.60N/AN/A0000
2025-04-08$35.10$0.0059.8%9.8%33.7%69.3%0.0%-2.6%-7.4%0000.00174.32N/AN/A0000
2025-04-09$37.59$0.0034.9%10.0%42.5%29.0%0.0%9.4%-6.6%0000.00188.16N/AN/A0000
2025-04-10$36.83$0.0029.5%8.4%43.0%20.2%0.0%3.0%-5.2%0000.00173.98N/AN/A0000
2025-04-11$37.47$0.0022.9%6.6%43.4%9.7%0.0%7.2%-3.7%0000.00163.10N/AN/A0000
2025-04-14$38.52$0.0021.2%6.1%44.6%6.9%0.0%8.7%0.6%0000.00166.84N/AN/A0000
2025-04-15$37.70$0.0021.5%6.2%44.1%7.4%0.0%3.1%-3.8%0000.00166.25N/AN/A0000
2025-04-16$37.03$0.0029.8%8.6%44.4%20.8%0.0%1.2%-6.1%0000.00176.66N/AN/A0000
2025-04-17$37.27$0.0024.1%6.9%42.6%11.6%0.0%4.6%-5.2%0000.00167.27N/AN/A0000
2025-04-21$36.00$0.0026.6%7.6%43.7%15.6%0.0%-4.0%-9.7%0000.00163.37N/AN/A0000
2025-04-22$37.23$0.0024.6%7.1%45.4%12.4%0.0%3.9%-5.8%0000.00164.77N/AN/A0000
2025-04-23$37.55$0.0023.7%6.8%45.6%10.9%0.0%0.9%-5.6%0000.00164.32N/AN/A0000
2025-04-24$37.92$0.0023.2%6.6%45.7%10.1%0.0%3.2%-5.5%0000.00163.75N/AN/A0000
2025-04-25$38.11$0.0024.3%7.0%45.3%11.9%0.0%2.4%-5.7%0000.00165.59N/AN/A0000
2025-04-28$38.12$0.0025.5%7.3%44.2%13.9%0.0%2.1%-7.3%0000.00165.19N/AN/A0000
2025-04-29$38.29$0.0026.1%7.5%43.8%14.9%0.0%1.2%-7.5%0000.00166.05N/AN/A0000
2025-04-30$38.19$0.0026.2%7.5%43.1%15.0%0.0%1.8%-7.1%0000.00163.81N/AN/A0000