PSEP Options History — May 2025

In May 2025, PSEP traded between $37.73 and $39.84. ATM implied volatility averaged 26.2%, placing in the 14.9% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded below realized volatility by 2.2% (HV 20d: 28.3%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.

Notable Days

  • 2025-05-14: Largest IV drop — 58.9% change
  • 2025-05-12: Highest IV Rank — 50.6%
  • 2025-05-01: Largest Expected Move — 7.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.23$37.73$39.84$39.31$38.87
ATM IV26.2%17.5%48.2%27.5%22.4%
Expected Move5.8%5.0%7.9%7.9%6.4%
HV 20d28.3%19.8%44.3%44.3%19.8%
HV 60d30.5%29.3%31.2%29.3%31.2%
IV Rank14.9%0.9%50.6%17.1%8.9%
IV Percentile48.6%1.2%94.8%75.4%48.4%
Term Structure-4.5%-9.3%-2.4%-6.1%-9.3%
Skew 25d1.5%-4.0%7.2%7.2%-4.0%
Skew 10d1.4%0.2%3.3%3.3%0.3%
Call IV 25d16.1%13.7%22.0%21.3%22.0%
Put IV 25d17.6%14.7%28.5%28.5%18.0%
Bid-Ask Spread %162.68159.79165.68165.68159.79
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
2025-05-01$39.31$0.0027.5%7.9%44.3%17.1%0.0%7.2%-6.1%0000.00165.68N/AN/A0000
2025-05-02$38.80$0.0026.7%7.6%43.5%15.7%0.0%1.6%-8.6%0000.00165.67N/AN/A0000
2025-05-05$38.74$0.0028.7%5.1%39.6%19.0%0.0%2.4%-3.3%0000.00163.10N/AN/A0000
2025-05-06$38.59$0.0032.6%5.1%39.5%25.2%0.0%3.8%-3.3%0000.00164.04N/AN/A0000
2025-05-07$37.73$0.0034.2%5.8%37.9%27.8%0.0%-0.7%-5.7%0000.00162.55N/AN/A0000
2025-05-08$38.83$0.0033.1%5.2%30.8%26.1%0.0%2.2%-3.9%0000.00162.21N/AN/A0000
2025-05-09$38.71$0.0036.0%5.2%29.8%30.7%0.0%2.1%-3.8%0000.00163.09N/AN/A0000
2025-05-12$38.54$0.0048.2%5.7%29.3%50.6%0.0%-2.8%-6.5%0000.00163.91N/AN/A0000
2025-05-13$39.63$0.0045.6%5.2%29.4%46.3%0.0%2.0%-4.1%0000.00162.65N/AN/A0000
2025-05-14$39.55$0.0018.8%5.4%28.1%2.9%0.0%1.2%-4.1%0000.00163.37N/AN/A0000
2025-05-15$39.70$0.0017.5%5.0%27.1%0.9%0.0%2.3%-2.5%0000.00162.00N/AN/A0000
2025-05-16$39.83$0.0017.7%5.1%27.1%1.2%0.0%2.0%-2.4%0000.00162.61N/AN/A0000
2025-05-19$39.84$0.0018.3%5.2%23.1%2.1%0.0%2.4%-3.0%0000.00161.55N/AN/A0000
2025-05-20$39.74$0.0018.8%5.4%20.6%3.0%0.0%1.5%-3.5%0000.00161.83N/AN/A0000
2025-05-21$39.48$0.0019.3%5.5%20.8%3.8%0.0%0.8%-4.6%0000.00159.91N/AN/A0000
2025-05-22$39.52$0.0020.6%5.9%20.6%5.9%0.0%2.1%-3.6%0000.00163.45N/AN/A0000
2025-05-23$39.31$0.0021.3%6.1%20.8%7.0%0.0%2.1%-2.6%0000.00162.81N/AN/A0000
2025-05-27$39.73$0.0020.2%5.8%21.0%5.2%0.0%2.4%-4.4%0000.00161.66N/AN/A0000
2025-05-28$39.67$0.0020.9%6.0%21.0%6.4%0.0%1.0%-4.6%0000.00162.26N/AN/A0000
2025-05-29$39.66$0.0021.1%6.0%21.0%6.7%0.0%0.9%-5.2%0000.00162.11N/AN/A0000
2025-05-30$38.87$0.0022.4%6.4%19.8%8.9%0.0%-4.0%-9.3%0000.00159.79N/AN/A0000