PSEP Options History — January 2026

In January 2026, PSEP traded between $43.62 and $44.14. ATM implied volatility averaged 23.1%, placing in the 20.8% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 18.9% (HV 20d: 4.3%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.

Notable Days

  • 2026-01-14: Largest IV drop — 61.3% change
  • 2026-01-13: Highest IV Rank — 58.5%
  • 2026-01-02: Largest Expected Move — 6.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$43.98$43.62$44.14$43.77$44.05
ATM IV23.1%16.8%43.9%22.2%20.4%
Expected Move5.1%4.5%6.4%6.4%5.9%
HV 20d4.3%3.1%4.9%4.0%4.8%
HV 60d5.1%4.7%5.5%5.4%5.2%
IV Rank20.8%9.3%58.5%19.1%16.0%
IV Percentile47.7%8.3%96.4%59.1%43.7%
Term Structure-2.8%-7.4%-1.3%-7.4%-4.8%
Skew 25d-0.2%-3.0%2.1%-2.4%-2.7%
Skew 10d2.0%0.3%2.7%0.3%1.8%
Call IV 25d13.8%11.9%18.9%18.9%15.9%
Put IV 25d13.6%11.7%16.5%16.5%13.2%
Bid-Ask Spread %176.46173.51178.07174.60174.84
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-01-02$43.77$0.0022.2%6.4%4.0%19.1%0.0%-2.4%-7.4%0000.00174.60N/AN/A0000
2026-01-05$43.88$0.0024.6%4.5%4.0%23.5%0.0%2.1%-1.5%0000.00177.43N/AN/A0000
2026-01-06$43.99$0.0026.2%4.5%4.0%26.4%0.0%1.9%-1.5%0000.00177.55N/AN/A0000
2026-01-07$43.92$0.0026.7%4.5%4.0%27.4%0.0%1.5%-1.5%0000.00177.65N/AN/A0000
2026-01-08$43.94$0.0028.8%4.6%3.9%31.2%0.0%1.9%-1.3%0000.00178.07N/AN/A0000
2026-01-09$44.08$0.0029.7%4.5%3.9%32.8%0.0%2.0%-1.3%0000.00176.70N/AN/A0000
2026-01-12$44.06$0.0039.4%4.7%3.9%50.2%0.0%1.8%-2.0%0000.00177.61N/AN/A0000
2026-01-13$44.00$0.0043.9%4.7%3.7%58.5%0.0%1.4%-2.1%0000.00177.55N/AN/A0000
2026-01-14$43.92$0.0017.0%4.9%3.8%9.7%0.0%1.8%-2.6%0000.00176.97N/AN/A0000
2026-01-15$44.00$0.0016.8%4.8%3.8%9.3%0.0%1.5%-2.3%0000.00176.56N/AN/A0000
2026-01-16$44.03$0.0017.0%4.9%3.1%9.7%0.0%1.5%-2.4%0000.00175.99N/AN/A0000
2026-01-20$43.62$0.0017.4%5.0%4.6%10.4%0.0%1.1%-2.5%0000.00175.66N/AN/A0000
2026-01-21$43.89$0.0017.6%5.1%4.9%10.9%0.0%-1.4%-2.4%0000.00174.27N/AN/A0000
2026-01-22$43.98$0.0017.7%5.1%4.9%10.9%0.0%-2.0%-2.2%0000.00176.38N/AN/A0000
2026-01-23$44.00$0.0018.2%5.2%4.8%12.0%0.0%-2.1%-3.3%0000.00176.70N/AN/A0000
2026-01-26$44.11$0.0019.0%5.4%4.9%13.3%0.0%-2.6%-2.2%0000.00177.49N/AN/A0000
2026-01-27$44.13$0.0020.5%5.9%4.9%16.0%0.0%-2.7%-4.3%0000.00177.61N/AN/A0000
2026-01-28$44.14$0.0020.6%5.9%4.8%16.3%0.0%-2.9%-5.3%0000.00176.02N/AN/A0000
2026-01-29$44.05$0.0019.1%5.5%4.9%13.5%0.0%-3.0%-3.7%0000.00173.51N/AN/A0000
2026-01-30$44.05$0.0020.4%5.9%4.8%16.0%0.0%-2.7%-4.8%0000.00174.84N/AN/A0000