PSEP Options History — August 2025

In August 2025, PSEP traded between $40.67 and $42.23. ATM implied volatility averaged 24.4%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 5.0% (HV 20d: 19.4%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.

Notable Days

  • 2025-08-13: Largest IV drop — 63.2% change
  • 2025-08-12: Highest IV Rank — 45.7%
  • 2025-08-01: Largest Expected Move — 7.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.86$40.67$42.23$41.20$42.23
ATM IV24.4%16.6%45.2%26.4%21.6%
Expected Move5.3%4.4%7.6%7.6%6.2%
HV 20d19.4%12.7%21.1%21.0%12.7%
HV 60d21.2%20.1%22.2%22.2%20.1%
IV Rank12.4%0.0%45.7%15.2%8.0%
IV Percentile41.7%0.0%94.8%72.2%43.3%
Term Structure-3.9%-9.3%-2.0%-9.3%-5.5%
Skew 25d1.0%-5.2%16.3%0.4%7.6%
Skew 10d1.4%-6.2%21.4%1.4%1.8%
Call IV 25d12.6%8.5%19.8%19.8%8.5%
Put IV 25d13.6%8.3%25.6%20.2%16.2%
Bid-Ask Spread %153.15143.45169.65169.65154.04
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
2025-08-01$41.20$0.0026.4%7.6%21.0%15.2%0.0%0.4%-9.3%0000.00169.65N/AN/A0000
2025-08-04$41.59$0.0024.9%4.6%18.9%12.8%0.0%3.0%-2.9%0000.00156.64N/AN/A0000
2025-08-05$40.67$0.0032.8%5.3%19.2%25.6%0.0%-0.6%-5.3%0000.00156.81N/AN/A0000
2025-08-06$41.67$0.0031.4%4.6%21.1%23.3%0.0%2.3%-2.8%0000.00156.80N/AN/A0000
2025-08-07$41.56$0.0031.7%4.4%21.1%23.9%0.0%1.1%-3.1%0000.00155.79N/AN/A0000
2025-08-08$41.76$0.0032.9%4.6%21.1%25.7%0.0%2.0%-3.3%0000.00156.73N/AN/A0000
2025-08-11$41.81$0.0043.4%4.7%21.1%42.8%0.0%-1.1%-4.0%0000.00156.27N/AN/A0000
2025-08-12$41.92$0.0045.2%4.7%21.1%45.7%0.0%-3.9%-2.6%0000.00148.26N/AN/A0000
2025-08-13$41.94$0.0016.6%4.8%21.1%0.0%0.0%-3.9%-3.0%0000.00146.08N/AN/A0000
2025-08-14$41.97$0.0016.8%4.8%21.1%0.4%0.0%-4.2%-2.9%0000.00145.96N/AN/A0000
2025-08-15$42.05$0.0016.8%4.8%21.1%0.3%0.0%1.5%-2.6%0000.00152.62N/AN/A0000
2025-08-18$42.03$0.0017.6%5.0%21.1%1.6%0.0%-5.2%-2.0%0000.00146.11N/AN/A0000
2025-08-19$42.00$0.0017.4%5.0%21.1%1.2%0.0%1.1%-3.1%0000.00155.71N/AN/A0000
2025-08-20$42.01$0.0017.4%5.0%21.1%1.3%0.0%-4.9%-2.6%0000.00143.45N/AN/A0000
2025-08-21$41.91$0.0018.3%5.2%21.1%2.6%0.0%-1.5%-3.1%0000.00149.23N/AN/A0000
2025-08-22$42.06$0.0019.1%5.5%19.4%3.9%0.0%0.3%-3.7%0000.00156.32N/AN/A0000
2025-08-25$42.13$0.0020.1%5.8%17.6%5.7%0.0%5.8%-4.8%0000.00155.80N/AN/A0000
2025-08-26$42.11$0.0020.3%5.8%17.6%5.9%0.0%-1.7%-4.6%0000.00145.43N/AN/A0000
2025-08-27$42.16$0.0020.7%5.9%15.1%6.6%0.0%6.8%-4.8%0000.00153.71N/AN/A0000
2025-08-28$42.18$0.0021.1%6.1%13.2%7.3%0.0%16.3%-5.7%0000.00154.67N/AN/A0000
2025-08-29$42.23$0.0021.6%6.2%12.7%8.0%0.0%7.6%-5.5%0000.00154.04N/AN/A0000