PSEP Options History — June 2025

In June 2025, PSEP traded between $39.11 and $40.91. ATM implied volatility averaged 22.3%, placing in the 8.6% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 0.9% (HV 20d: 21.4%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days.

Notable Days

  • 2025-06-11: Largest IV drop — 39.2% change
  • 2025-06-10: Highest IV Rank — 22.1%
  • 2025-06-04: Largest Expected Move — 6.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.10$39.11$40.91$39.81$40.91
ATM IV22.3%18.2%30.6%22.6%22.0%
Expected Move5.8%4.9%6.8%6.5%6.3%
HV 20d21.4%17.6%25.2%21.0%23.6%
HV 60d31.4%30.6%32.0%31.5%30.7%
IV Rank8.6%2.0%22.1%9.1%8.2%
IV Percentile40.8%3.2%82.5%49.2%46.0%
Term Structure-3.9%-9.0%16.5%-5.9%-5.8%
Skew 25d1.0%-2.3%2.7%1.0%0.2%
Skew 10d1.9%0.2%3.8%0.4%0.6%
Call IV 25d16.0%12.8%19.8%19.0%18.3%
Put IV 25d17.0%13.8%20.0%20.0%18.5%
Bid-Ask Spread %172.03161.25175.77163.07170.28
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
2025-06-02$39.81$0.0022.6%6.5%21.0%9.1%0.0%1.0%-5.9%0000.00163.07N/AN/A0000
2025-06-03$39.96$0.0022.9%6.6%21.0%9.6%0.0%0.3%-6.3%0000.00161.25N/AN/A0000
2025-06-04$39.98$0.0023.6%6.8%20.9%10.7%0.0%-0.2%-6.8%0000.00162.46N/AN/A0000
2025-06-05$39.11$0.0025.3%5.3%20.8%13.4%0.0%-1.0%-5.0%0000.00174.43N/AN/A0000
2025-06-06$40.11$0.0025.1%4.9%20.2%13.2%0.0%2.7%-1.8%0000.00174.99N/AN/A0000
2025-06-09$40.14$0.0029.7%5.2%20.2%20.5%0.0%1.9%-3.9%0000.00175.56N/AN/A0000
2025-06-10$40.17$0.0030.6%5.3%20.0%22.1%0.0%2.1%-3.3%0000.00175.53N/AN/A0000
2025-06-11$40.12$0.0018.6%5.3%17.6%2.7%0.0%1.6%-4.1%0000.00173.81N/AN/A0000
2025-06-12$40.23$0.0019.3%5.5%17.6%3.8%0.0%1.7%-4.5%0000.00175.75N/AN/A0000
2025-06-13$39.99$0.0018.2%5.2%17.7%2.0%0.0%1.8%-4.0%0000.00173.14N/AN/A0000
2025-06-16$40.23$0.0020.2%5.8%17.8%5.3%0.0%2.2%-5.1%0000.00175.72N/AN/A0000
2025-06-17$39.23$0.0021.9%6.3%20.0%8.0%0.0%-2.3%-9.0%0000.00175.20N/AN/A0000
2025-06-18$40.13$0.0019.9%5.7%21.6%4.7%0.0%2.2%16.5%0000.00175.22N/AN/A0000
2025-06-20$39.18$0.0021.6%6.2%23.2%7.6%0.0%-0.8%-6.8%0000.00173.38N/AN/A0000
2025-06-23$40.26$0.0019.9%5.7%25.2%4.7%0.0%2.3%-3.1%0000.00172.99N/AN/A0000
2025-06-24$40.53$0.0021.2%6.1%25.1%6.9%0.0%1.2%-4.3%0000.00175.77N/AN/A0000
2025-06-25$40.51$0.0021.6%6.2%24.9%7.6%0.0%1.1%-4.8%0000.00171.62N/AN/A0000
2025-06-26$40.68$0.0021.2%6.1%24.9%6.9%0.0%1.2%-4.8%0000.00170.45N/AN/A0000
2025-06-27$40.77$0.0020.1%5.8%24.9%5.1%0.0%0.6%-4.5%0000.00170.09N/AN/A0000
2025-06-30$40.91$0.0022.0%6.3%23.6%8.2%0.0%0.2%-5.8%0000.00170.28N/AN/A0000