PSEP Options History — July 2025

In July 2025, PSEP traded between $39.97 and $41.66. ATM implied volatility averaged 22.2%, placing in the 8.4% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded below realized volatility by 0.6% (HV 20d: 22.8%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.

Notable Days

  • 2025-07-09: Largest IV drop — 38.1% change
  • 2025-07-07: Highest IV Rank — 20.6%
  • 2025-07-30: Largest Expected Move — 7.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.12$39.97$41.66$39.97$41.56
ATM IV22.2%17.4%29.7%23.9%23.9%
Expected Move6.0%4.9%7.3%6.9%6.9%
HV 20d22.8%17.7%25.9%23.9%20.8%
HV 60d23.8%21.1%30.6%30.6%22.1%
IV Rank8.4%0.8%20.6%11.3%11.3%
IV Percentile42.4%1.2%81.7%59.5%60.7%
Term Structure-5.8%-13.4%-1.3%-12.0%-7.9%
Skew 25d0.4%-6.1%4.3%-3.8%1.5%
Skew 10d2.2%0.1%3.9%0.4%1.2%
Call IV 25d16.6%12.3%25.9%23.1%19.0%
Put IV 25d17.1%13.7%20.5%19.4%20.5%
Bid-Ask Spread %173.96170.08176.02170.12170.08
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-07-01$39.97$0.0023.9%6.9%23.9%11.3%0.0%-3.8%-12.0%0000.00170.12N/AN/A0000
2025-07-02$40.97$0.0023.4%6.7%25.4%10.3%0.0%-0.2%-6.7%0000.00170.38N/AN/A0000
2025-07-03$41.14$0.0024.7%4.9%25.4%12.5%0.0%2.5%-2.4%0000.00175.46N/AN/A0000
2025-07-07$40.09$0.0029.7%5.3%25.9%20.6%0.0%-1.9%-4.5%0000.00174.11N/AN/A0000
2025-07-08$40.98$0.0028.1%5.0%25.5%18.1%0.0%1.7%-3.1%0000.00175.45N/AN/A0000
2025-07-09$41.11$0.0017.4%5.0%25.6%0.8%0.0%1.9%-1.3%0000.00175.84N/AN/A0000
2025-07-10$41.18$0.0018.4%5.3%25.6%2.3%0.0%1.6%-3.3%0000.00176.02N/AN/A0000
2025-07-11$41.15$0.0018.6%5.3%25.5%2.7%0.0%1.6%-2.9%0000.00175.60N/AN/A0000
2025-07-14$41.20$0.0019.5%5.6%25.5%4.1%0.0%1.7%-4.0%0000.00175.22N/AN/A0000
2025-07-15$41.18$0.0019.3%5.5%25.4%3.8%0.0%1.3%-3.7%0000.00175.70N/AN/A0000
2025-07-16$41.20$0.0018.5%5.3%25.4%2.5%0.0%1.5%-4.0%0000.00173.69N/AN/A0000
2025-07-17$41.29$0.0020.2%5.8%23.4%5.2%0.0%0.9%-4.5%0000.00175.49N/AN/A0000
2025-07-18$41.27$0.0020.2%5.8%22.1%5.3%0.0%0.3%-4.8%0000.00175.99N/AN/A0000
2025-07-21$41.36$0.0022.0%6.3%20.0%8.1%0.0%4.3%-5.9%0000.00175.99N/AN/A0000
2025-07-22$41.39$0.0021.8%6.3%17.8%7.8%0.0%0.3%-6.3%0000.00175.68N/AN/A0000
2025-07-23$41.48$0.0021.9%6.3%17.7%8.0%0.0%2.1%-6.1%0000.00175.76N/AN/A0000
2025-07-24$41.57$0.0021.6%6.2%17.7%7.5%0.0%0.9%-5.6%0000.00175.67N/AN/A0000
2025-07-25$40.67$0.0023.3%6.7%19.4%10.2%0.0%-4.7%-9.9%0000.00171.63N/AN/A0000
2025-07-28$41.66$0.0022.5%6.5%21.2%9.0%0.0%1.2%-6.4%0000.00171.93N/AN/A0000
2025-07-29$41.63$0.0023.2%6.6%21.2%10.1%0.0%0.5%-7.7%0000.00170.71N/AN/A0000
2025-07-30$40.67$0.0025.6%7.3%21.2%13.9%0.0%-6.1%-13.4%0000.00170.68N/AN/A0000
2025-07-31$41.56$0.0023.9%6.9%20.8%11.3%0.0%1.5%-7.9%0000.00170.08N/AN/A0000