PSEP Options History — September 2025

In September 2025, PSEP traded between $42.05 and $42.91. ATM implied volatility averaged 20.5%, placing in the 6.7% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 16.1% (HV 20d: 4.4%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.

Notable Days

  • 2025-09-10: Largest IV drop — 40.6% change
  • 2025-09-09: Highest IV Rank — 22.7%
  • 2025-09-03: Largest Expected Move — 6.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.60$42.05$42.91$42.05$42.91
ATM IV20.5%16.7%30.7%21.7%20.9%
Expected Move5.3%4.8%6.5%6.2%6.0%
HV 20d4.4%3.2%12.5%12.5%3.8%
HV 60d16.9%13.0%19.5%19.5%13.0%
IV Rank6.7%0.2%22.7%8.2%8.6%
IV Percentile28.2%0.4%84.9%46.0%37.7%
Term Structure-4.2%-6.1%-2.8%-5.7%-6.1%
Skew 25d1.7%-0.2%7.5%0.4%0.6%
Skew 10d1.5%0.2%4.3%1.0%0.5%
Call IV 25d14.7%11.9%18.7%18.2%17.9%
Put IV 25d16.5%14.3%20.4%18.5%18.5%
Bid-Ask Spread %174.39153.56181.69153.56174.90
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
2025-09-02$42.05$0.0021.7%6.2%12.5%8.2%0.0%0.4%-5.7%0000.00153.56N/AN/A0000
2025-09-03$42.13$0.0022.7%6.5%9.1%9.8%0.0%-0.2%-5.3%0000.00154.48N/AN/A0000
2025-09-04$42.34$0.0024.4%4.9%3.7%12.5%0.0%2.6%-2.8%0000.00180.85N/AN/A0000
2025-09-05$42.30$0.0025.3%4.9%3.5%14.0%0.0%3.4%-3.5%0000.00179.33N/AN/A0000
2025-09-08$42.39$0.0029.3%5.1%3.2%20.5%0.0%7.1%-3.7%0000.00181.69N/AN/A0000
2025-09-09$42.43$0.0030.7%5.1%3.2%22.7%0.0%7.5%-3.3%0000.00180.98N/AN/A0000
2025-09-10$42.42$0.0018.3%5.2%3.2%3.3%0.0%1.9%-3.9%0000.00180.07N/AN/A0000
2025-09-11$42.67$0.0016.7%4.8%3.7%0.2%0.0%1.6%-3.0%0000.00176.15N/AN/A0000
2025-09-12$42.61$0.0017.0%4.9%3.8%0.7%0.0%1.0%-3.7%0000.00175.55N/AN/A0000
2025-09-15$42.72$0.0017.5%5.0%3.8%1.7%0.0%1.6%-3.6%0000.00175.75N/AN/A0000
2025-09-16$42.71$0.0018.0%5.2%3.8%2.8%0.0%1.4%-4.1%0000.00175.33N/AN/A0000
2025-09-17$42.69$0.0016.8%4.8%3.8%0.3%0.0%1.6%-4.2%0000.00173.71N/AN/A0000
2025-09-18$42.74$0.0017.3%5.0%3.8%1.4%0.0%1.2%-3.6%0000.00175.34N/AN/A0000
2025-09-19$42.86$0.0017.3%5.0%3.6%1.5%0.0%1.2%-3.5%0000.00175.24N/AN/A0000
2025-09-22$42.91$0.0018.1%5.2%3.5%2.9%0.0%0.4%-4.1%0000.00174.46N/AN/A0000
2025-09-23$42.80$0.0018.5%5.3%3.7%3.7%0.0%0.9%-4.4%0000.00173.97N/AN/A0000
2025-09-24$42.69$0.0018.9%5.4%3.9%4.5%0.0%0.7%-4.0%0000.00175.80N/AN/A0000
2025-09-25$42.61$0.0020.2%5.8%4.0%7.2%0.0%0.7%-4.6%0000.00175.23N/AN/A0000
2025-09-26$42.82$0.0019.7%5.7%4.3%6.2%0.0%0.7%-5.1%0000.00174.81N/AN/A0000
2025-09-29$42.87$0.0020.3%5.8%4.3%7.4%0.0%0.2%-5.1%0000.00174.91N/AN/A0000
2025-09-30$42.91$0.0020.9%6.0%3.8%8.6%0.0%0.6%-6.1%0000.00174.90N/AN/A0000