PSEP Options History — October 2025

In October 2025, PSEP traded between $42.58 and $43.40. ATM implied volatility averaged 21.2%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 16.3% (HV 20d: 4.9%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.

Notable Days

  • 2025-10-15: Largest IV drop — 60.5% change
  • 2025-10-13: Highest IV Rank — 52.7%
  • 2025-10-03: Largest Expected Move — 6.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$43.02$42.58$43.40$43.01$43.29
ATM IV21.2%11.6%43.1%21.9%15.3%
Expected Move4.7%3.3%6.6%6.3%4.4%
HV 20d4.9%3.1%5.9%3.9%5.8%
HV 60d10.6%4.3%12.6%12.3%4.3%
IV Rank12.5%0.0%52.7%10.5%6.6%
IV Percentile33.4%0.0%95.2%49.6%2.4%
Term Structure-3.6%-8.3%-0.1%-6.3%-5.4%
Skew 25d2.4%-0.2%9.9%9.9%-0.0%
Skew 10d4.2%0.6%9.0%3.7%0.8%
Call IV 25d14.1%11.6%19.0%18.9%15.7%
Put IV 25d16.5%13.1%28.9%28.9%15.7%
Bid-Ask Spread %178.76173.90182.29173.90178.97
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-10-01$43.01$0.0021.9%6.3%3.9%10.5%0.0%9.9%-6.3%0000.00173.90N/AN/A0000
2025-10-02$42.99$0.0021.9%6.3%3.6%10.5%0.0%-0.2%-6.6%0000.00174.32N/AN/A0000
2025-10-03$43.00$0.0023.1%6.6%3.5%12.8%0.0%0.4%-8.3%0000.00174.58N/AN/A0000
2025-10-06$43.03$0.0025.1%4.5%3.5%17.0%0.0%2.1%-0.1%0000.00180.93N/AN/A0000
2025-10-07$42.96$0.0026.0%4.5%3.6%18.6%0.0%2.1%-1.9%0000.00179.54N/AN/A0000
2025-10-08$43.03$0.0027.8%4.5%3.6%22.3%0.0%2.0%-0.6%0000.00181.27N/AN/A0000
2025-10-09$43.00$0.0028.5%4.5%3.1%23.7%0.0%2.4%-1.6%0000.00180.24N/AN/A0000
2025-10-10$42.58$0.0029.4%4.4%4.7%25.4%0.0%0.9%-2.1%0000.00175.69N/AN/A0000
2025-10-13$42.80$0.0043.1%4.7%5.0%52.7%0.0%2.6%-2.7%0000.00179.07N/AN/A0000
2025-10-14$42.69$0.0041.7%4.7%5.1%49.9%0.0%2.5%-2.3%0000.00177.74N/AN/A0000
2025-10-15$42.81$0.0016.5%4.7%5.2%0.0%0.0%2.3%-2.1%0000.00177.27N/AN/A0000
2025-10-16$42.63$0.0017.0%4.9%5.4%1.0%0.0%1.5%-3.1%0000.00176.64N/AN/A0000
2025-10-17$42.86$0.0016.9%4.9%5.6%0.9%0.0%3.6%-2.6%0000.00177.15N/AN/A0000
2025-10-20$43.06$0.0017.4%5.0%5.9%1.9%0.0%2.6%-2.7%0000.00180.04N/AN/A0000
2025-10-21$43.08$0.0018.2%5.2%5.8%3.4%0.0%1.8%-2.6%0000.00180.75N/AN/A0000
2025-10-22$42.98$0.0011.6%3.3%5.8%0.0%0.0%2.2%-3.2%0000.00177.70N/AN/A0000
2025-10-23$43.11$0.0012.0%3.4%5.8%0.7%0.0%2.3%-3.0%0000.00180.04N/AN/A0000
2025-10-24$43.25$0.0013.7%3.9%5.6%3.8%0.0%0.8%-3.8%0000.00181.23N/AN/A0000
2025-10-27$43.37$0.0015.0%4.3%5.7%6.1%0.0%7.9%-5.5%0000.00182.29N/AN/A0000
2025-10-28$43.40$0.0015.0%4.3%5.7%6.1%0.0%3.0%-4.8%0000.00181.23N/AN/A0000
2025-10-29$43.34$0.0015.4%4.4%5.7%6.8%0.0%2.1%-5.2%0000.00180.44N/AN/A0000
2025-10-30$43.25$0.0014.9%4.3%5.8%6.0%0.0%-0.1%-5.2%0000.00180.36N/AN/A0000
2025-10-31$43.29$0.0015.3%4.4%5.8%6.6%0.0%-0.0%-5.4%0000.00178.97N/AN/A0000