PSEP Options History — March 2026

In March 2026, PSEP traded between $42.38 and $44.06. ATM implied volatility averaged 23.5%, placing in the 21.6% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 14.7% (HV 20d: 8.8%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.

Notable Days

  • 2026-03-12: Largest IV spike — 51.6% change
  • 2026-03-12: Highest IV Rank — 28.1%
  • 2026-03-30: Largest Expected Move — 7.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$43.37$42.38$44.06$44.03$43.13
ATM IV23.5%17.9%27.2%21.8%25.0%
Expected Move6.4%4.8%7.6%6.3%7.2%
HV 20d8.8%5.6%13.5%5.7%13.5%
HV 60d6.5%4.8%8.8%4.8%8.8%
IV Rank21.6%11.4%28.1%18.4%24.2%
IV Percentile66.0%20.2%83.7%57.9%73.4%
Term Structure-5.5%-11.8%-2.9%-5.4%-4.1%
Skew 25d1.8%-2.4%3.7%-2.2%3.4%
Skew 10d1.3%0.8%2.1%1.2%1.5%
Call IV 25d16.2%12.5%19.6%17.0%18.1%
Put IV 25d18.0%14.9%21.7%14.9%21.5%
Bid-Ask Spread %107.1066.22165.32165.3266.22
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
2026-03-02$44.03$0.0021.8%6.3%5.7%18.4%0.0%-2.2%-5.4%0000.00165.32N/AN/A0000
2026-03-03$43.88$0.0022.5%6.4%5.8%19.6%0.0%-1.3%-5.8%0000.00163.04N/AN/A0000
2026-03-04$44.06$0.0023.1%6.6%5.9%20.8%0.0%-2.4%-6.3%0000.00164.93N/AN/A0000
2026-03-05$43.86$0.0023.9%4.8%6.1%22.3%0.0%3.6%-3.2%0000.00146.81N/AN/A0000
2026-03-06$43.60$0.0025.1%5.0%6.1%24.5%0.0%3.2%-2.9%0000.00147.07N/AN/A0000
2026-03-09$43.28$0.0022.0%7.1%5.6%18.8%0.0%1.3%-10.9%0000.00156.55N/AN/A0000
2026-03-10$43.78$0.0027.1%5.0%7.0%28.0%0.0%2.2%-3.2%0000.00146.67N/AN/A0000
2026-03-11$43.74$0.0017.9%5.1%7.0%11.4%0.0%2.9%-3.3%0000.00147.33N/AN/A0000
2026-03-12$43.45$0.0027.2%0.0%7.4%28.1%0.0%2.1%-11.8%0000.0095.72N/AN/A0000
2026-03-13$43.27$0.0019.6%0.0%7.3%14.5%0.0%2.6%-4.2%0000.0072.66N/AN/A0000
2026-03-16$42.81$0.0024.0%7.6%8.1%22.4%0.0%0.6%-6.8%0000.0076.03N/AN/A0000
2026-03-17$43.67$0.0022.0%5.5%11.0%18.8%0.0%2.1%-4.5%0000.0076.20N/AN/A0000
2026-03-18$43.39$0.0022.7%6.6%11.2%20.0%0.0%2.8%-6.3%0000.0074.49N/AN/A0000
2026-03-23$43.30$0.0023.0%6.2%11.2%20.6%0.0%3.6%-4.2%0000.0079.83N/AN/A0000
2026-03-24$43.16$0.0023.9%6.4%11.1%22.2%0.0%3.7%-4.5%0000.0074.40N/AN/A0000
2026-03-25$43.29$0.0023.9%7.0%11.1%22.2%0.0%3.3%-5.3%0000.0072.85N/AN/A0000
2026-03-26$42.91$0.0023.9%6.9%11.4%22.2%0.0%2.4%-4.1%0000.0070.82N/AN/A0000
2026-03-27$42.49$0.0025.6%7.3%11.6%25.3%0.0%1.6%-6.4%0000.0070.55N/AN/A0000
2026-03-30$42.38$0.0026.5%7.6%11.6%26.9%0.0%1.2%-7.1%0000.0074.47N/AN/A0000
2026-03-31$43.13$0.0025.0%7.2%13.5%24.2%0.0%3.4%-4.1%0000.0066.22N/AN/A0000