PSEP Options History — December 2025

In December 2025, PSEP traded between $43.26 and $43.89. ATM implied volatility averaged 20.1%, placing in the 15.3% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 14.8% (HV 20d: 5.3%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.

Notable Days

  • 2025-12-10: Largest IV drop — 42.6% change
  • 2025-12-09: Highest IV Rank — 34.1%
  • 2025-12-03: Largest Expected Move — 7.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$43.59$43.26$43.89$43.37$43.73
ATM IV20.1%13.0%30.4%23.7%21.1%
Expected Move5.1%3.7%7.2%6.8%6.0%
HV 20d5.3%3.8%6.6%6.6%3.9%
HV 60d5.4%5.3%5.5%5.4%5.5%
IV Rank15.3%2.5%34.1%21.9%17.1%
IV Percentile37.6%0.8%87.3%66.7%45.6%
Term Structure-4.5%-8.6%-2.0%-7.0%-6.0%
Skew 25d-0.8%-6.1%4.0%0.4%-2.0%
Skew 10d1.3%0.3%4.2%3.1%0.3%
Call IV 25d15.1%12.7%19.0%17.7%17.8%
Put IV 25d14.3%8.3%22.4%18.1%15.8%
Bid-Ask Spread %173.50154.90182.43155.22175.15
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
2025-12-01$43.37$0.0023.7%6.8%6.6%21.9%0.0%0.4%-7.0%0000.00155.22N/AN/A0000
2025-12-02$43.44$0.0023.7%6.8%6.6%21.8%0.0%4.0%-7.1%0000.00154.90N/AN/A0000
2025-12-03$43.47$0.0025.1%7.2%6.5%24.4%0.0%3.5%-8.6%0000.00155.43N/AN/A0000
2025-12-04$43.43$0.0025.6%5.0%6.4%25.3%0.0%2.3%-2.0%0000.00182.43N/AN/A0000
2025-12-05$43.55$0.0025.5%4.8%6.3%25.1%0.0%-4.9%-2.4%0000.00174.79N/AN/A0000
2025-12-08$43.47$0.0029.4%3.9%6.3%32.2%0.0%-6.0%-3.0%0000.00171.42N/AN/A0000
2025-12-09$43.45$0.0030.4%4.0%5.8%34.1%0.0%-6.1%-3.8%0000.00172.46N/AN/A0000
2025-12-10$43.59$0.0017.5%5.0%5.9%10.6%0.0%-0.2%-2.7%0000.00177.14N/AN/A0000
2025-12-11$43.65$0.0017.3%4.9%5.9%10.2%0.0%-0.5%-2.8%0000.00177.45N/AN/A0000
2025-12-12$43.50$0.0013.0%3.7%5.4%2.5%0.0%-0.2%-3.9%0000.00176.46N/AN/A0000
2025-12-15$43.47$0.0013.4%3.8%5.4%3.2%0.0%-0.1%-4.8%0000.00176.46N/AN/A0000
2025-12-16$43.49$0.0013.4%3.8%4.9%3.1%0.0%1.4%-5.0%0000.00177.07N/AN/A0000
2025-12-17$43.26$0.0013.3%3.8%5.3%3.0%0.0%1.9%-4.8%0000.00176.06N/AN/A0000
2025-12-18$43.45$0.0013.6%3.9%5.5%3.6%0.0%1.7%-4.1%0000.00177.94N/AN/A0000
2025-12-19$43.58$0.0018.5%5.3%4.8%12.5%0.0%-0.5%-3.2%0000.00178.05N/AN/A0000
2025-12-22$43.73$0.0019.3%5.5%4.6%13.9%0.0%-1.0%-3.8%0000.00177.37N/AN/A0000
2025-12-23$43.80$0.0018.3%5.3%4.1%12.1%0.0%-1.8%-3.9%0000.00176.53N/AN/A0000
2025-12-24$43.89$0.0018.7%5.4%4.0%12.7%0.0%-2.2%-3.7%0000.00176.31N/AN/A0000
2025-12-26$43.89$0.0019.6%5.6%3.8%14.4%0.0%-1.9%-4.9%0000.00176.06N/AN/A0000
2025-12-29$43.84$0.0020.2%5.8%3.8%15.5%0.0%-2.3%-4.7%0000.00176.21N/AN/A0000
2025-12-30$43.84$0.0021.1%6.1%3.8%17.2%0.0%-2.3%-5.8%0000.00176.03N/AN/A0000
2025-12-31$43.73$0.0021.1%6.0%3.9%17.1%0.0%-2.0%-6.0%0000.00175.15N/AN/A0000