PSEP Options History — February 2026

In February 2026, PSEP traded between $43.67 and $44.18. ATM implied volatility averaged 20.5%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 14.8% (HV 20d: 5.7%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days.

Notable Days

  • 2026-02-11: Largest IV drop — 40.1% change
  • 2026-02-10: Highest IV Rank — 30.2%
  • 2026-02-04: Largest Expected Move — 6.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$43.99$43.67$44.18$44.13$44.01
ATM IV20.5%16.8%28.3%21.1%21.1%
Expected Move5.4%4.7%6.2%6.0%6.0%
HV 20d5.7%4.8%6.5%4.8%5.7%
HV 60d5.1%4.8%5.4%5.1%4.8%
IV Rank16.0%9.3%30.2%17.1%17.1%
IV Percentile41.0%8.7%84.1%46.8%47.6%
Term Structure-3.4%-5.5%2.0%-5.1%-4.5%
Skew 25d-1.7%-3.4%0.5%-3.4%-1.9%
Skew 10d1.9%0.5%3.1%1.4%2.0%
Call IV 25d14.4%12.1%17.8%16.8%16.1%
Put IV 25d12.7%10.7%15.0%13.4%14.2%
Bid-Ask Spread %167.04158.78174.54174.54166.03
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-02-02$44.13$0.0021.1%6.0%4.8%17.1%0.0%-3.4%-5.1%0000.00174.54N/AN/A0000
2026-02-03$43.99$0.0021.1%6.1%4.9%17.1%0.0%-3.1%-5.5%0000.00172.71N/AN/A0000
2026-02-04$43.93$0.0021.8%6.2%4.9%18.3%0.0%-2.8%-5.4%0000.00174.19N/AN/A0000
2026-02-05$43.67$0.0023.5%4.7%5.3%21.6%0.0%0.5%-2.7%0000.00167.81N/AN/A0000
2026-02-06$44.07$0.0023.2%4.7%6.2%21.0%0.0%-1.1%-2.5%0000.00166.69N/AN/A0000
2026-02-09$44.18$0.0025.3%4.8%6.2%24.8%0.0%-1.8%-2.2%0000.00166.42N/AN/A0000
2026-02-10$44.14$0.0028.3%5.2%6.2%30.2%0.0%-1.7%-3.7%0000.00167.90N/AN/A0000
2026-02-11$44.09$0.0016.9%4.9%6.2%9.6%0.0%-1.7%-2.8%0000.00166.53N/AN/A0000
2026-02-12$43.85$0.0016.8%4.8%6.5%9.3%0.0%-1.4%-3.5%0000.00164.90N/AN/A0000
2026-02-13$43.80$0.0017.5%5.0%6.4%10.6%0.0%-0.5%-3.8%0000.00166.34N/AN/A0000
2026-02-17$43.88$0.0018.1%5.2%6.5%11.7%0.0%-1.7%-4.1%0000.00158.78N/AN/A0000
2026-02-18$43.98$0.0018.1%5.2%5.5%11.8%0.0%-1.2%-4.1%0000.00166.52N/AN/A0000
2026-02-19$43.90$0.0018.7%5.4%5.1%12.8%0.0%-1.1%-3.2%0000.00166.98N/AN/A0000
2026-02-20$44.05$0.0018.7%5.4%5.2%12.9%0.0%-1.6%-3.4%0000.00165.63N/AN/A0000
2026-02-23$43.86$0.0019.3%5.5%5.5%13.9%0.0%-1.4%-4.2%0000.00164.88N/AN/A0000
2026-02-24$44.01$0.0019.7%5.7%5.5%14.6%0.0%-1.6%2.0%0000.00165.33N/AN/A0000
2026-02-25$44.17$0.0020.1%5.7%5.7%15.3%0.0%-2.5%-2.8%0000.00166.61N/AN/A0000
2026-02-26$44.12$0.0019.7%5.6%5.7%14.5%0.0%-2.5%-3.6%0000.00165.00N/AN/A0000
2026-02-27$44.01$0.0021.1%6.0%5.7%17.1%0.0%-1.9%-4.5%0000.00166.03N/AN/A0000