SUSA Options History — October 2022

In October 2022, SUSA traded between $75.86 and $83.05. ATM implied volatility averaged 29.2%, placing in the 42.4% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded below realized volatility by 0.1% (HV 20d: 29.3%). Max pain ranged from $75.00 to $83.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.35.

Notable Days

2022-10-21: Highest Volume — 43 contracts
2022-10-06: Largest IV spike — 22.7% change
2022-10-11: Highest IV Rank — 63.1%
2022-10-14: Largest Expected Move — 8.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$78.95	$75.86	$83.05	$78.09	$82.75
Max Pain	$80.90	$75.00	$83.00	$75.00	$83.00
ATM IV	29.2%	23.8%	38.4%	29.9%	24.8%
Expected Move	8.1%	6.8%	8.8%	8.6%	7.1%
HV 20d	29.3%	26.8%	32.4%	30.8%	26.8%
HV 60d	26.5%	25.4%	27.2%	25.4%	27.2%
IV Rank	42.4%	27.7%	63.1%	44.3%	29.3%
IV Percentile	79.1%	49.6%	97.6%	86.9%	55.2%
Term Structure	-1.2%	-11.1%	4.3%	-5.9%	2.7%
VWIV	25.0%	21.9%	28.8%	23.1%	22.3%
Skew 25d	6.4%	2.0%	12.3%	4.6%	9.3%
Skew 10d	6.2%	-6.1%	15.6%	10.9%	2.3%
Call IV 25d	27.3%	18.2%	32.5%	32.5%	24.3%
Put IV 25d	33.8%	30.2%	37.1%	37.1%	33.7%
Bid-Ask Spread %	113.61	103.56	119.31	117.55	116.51
Gamma HHI	0.22	0.18	0.32	0.20	0.21
Net GEX	576	-712	1.8K	567	1.3K
Net DEX	6.4K	-3.4K	16.2K	9.2K	-141
Net VEX	-167	-221	-89	-203	-121
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.35	0.34	0.35	0.35	0.35
Total Volume	42.048	42	43	42	42
Total OI	41.714	41	42	42	42

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-10-03	$78.09	$75.00	29.9%	8.6%	30.8%	44.3%	23.1%	4.6%	-5.9%	567	9.2K	-203	0.35	117.55	N/A	N/A	31	11	31	11
2022-10-04	$80.11	$75.00	29.8%	8.5%	32.4%	44.1%	26.4%	12.1%	-2.8%	1.6K	-2.2K	-221	0.35	117.74	N/A	N/A	31	11	31	11
2022-10-05	$80.44	$75.00	26.7%	7.7%	31.5%	37.4%	27.7%	4.6%	1.4%	1.8K	-3.4K	-214	0.35	117.53	N/A	N/A	31	11	31	11
2022-10-06	$79.42	$83.00	32.8%	8.0%	31.6%	50.8%	25.1%	9.1%	0.8%	1.4K	-322	-205	0.35	103.56	N/A	N/A	31	11	31	11
2022-10-07	$76.99	$83.00	31.4%	7.8%	31.5%	47.6%	24.6%	2.8%	0.4%	126	11.7K	-182	0.35	106.56	N/A	N/A	31	11	31	11
2022-10-10	$76.56	$83.00	33.3%	8.2%	31.2%	51.9%	23.3%	5.9%	0.8%	276	11.4K	-190	0.35	107.75	N/A	N/A	31	11	31	11
2022-10-11	$75.86	$83.00	38.4%	8.6%	27.9%	63.1%	27.9%	7.0%	-1.9%	-175	13.7K	-171	0.35	112.42	N/A	N/A	31	11	31	11
2022-10-12	$76.07	$83.00	30.3%	8.7%	27.8%	45.3%	28.8%	5.4%	-2.4%	-63	16.2K	-175	0.35	116.66	N/A	N/A	31	11	31	11
2022-10-13	$77.77	$83.00	28.7%	8.2%	28.8%	41.8%	24.8%	4.4%	-2.2%	-420	14.1K	-155	0.35	109.63	N/A	N/A	31	11	31	11
2022-10-14	$75.94	$83.00	30.6%	8.8%	27.3%	46.0%	24.0%	2.0%	-2.6%	270	11.1K	-173	0.35	109.17	N/A	N/A	31	11	31	11
2022-10-17	$77.89	$83.00	28.0%	8.0%	29.0%	40.2%	23.4%	6.2%	-3.0%	628	8.6K	-187	0.35	108.93	N/A	N/A	31	11	31	11
2022-10-18	$78.68	$83.00	26.5%	7.6%	29.2%	36.9%	27.3%	3.2%	3.7%	579	5.9K	-170	0.35	117.50	N/A	N/A	31	11	31	11
2022-10-19	$77.80	$83.00	30.3%	8.7%	29.0%	45.2%	28.1%	5.0%	-3.0%	269	9.4K	-165	0.35	116.58	N/A	N/A	31	11	31	11
2022-10-20	$77.12	$83.00	29.0%	8.3%	29.1%	42.5%	28.2%	5.3%	-0.1%	-335	14.4K	-146	0.35	119.31	N/A	N/A	31	11	31	11
2022-10-21	$79.01	$83.00	26.8%	7.7%	29.2%	37.5%	26.8%	8.8%	4.3%	-712	10.4K	-129	0.34	114.58	N/A	N/A	32	11	30	11
2022-10-24	$80.05	$79.00	28.9%	8.3%	29.1%	42.3%	24.2%	6.0%	-11.1%	1.4K	117	-182	0.35	112.67	N/A	N/A	31	11	30	11
2022-10-25	$81.67	$79.00	28.7%	8.2%	29.7%	41.8%	22.0%	6.2%	-1.1%	1.1K	642	-142	0.35	115.68	N/A	N/A	31	11	30	11
2022-10-26	$81.44	$79.00	28.2%	8.1%	28.7%	39.7%	21.9%	10.7%	-1.6%	1.8K	-3.3K	-160	0.35	111.80	N/A	N/A	31	11	30	11
2022-10-27	$81.23	$79.00	26.5%	7.6%	27.0%	34.5%	23.3%	4.4%	1.9%	267	5.7K	-123	0.35	117.30	N/A	N/A	31	11	30	11
2022-10-28	$83.05	$79.00	23.8%	6.8%	27.6%	27.7%	22.6%	12.3%	-2.5%	394	1.2K	-89	0.35	116.32	N/A	N/A	31	11	30	11
2022-10-31	$82.75	$83.00	24.8%	7.1%	26.8%	29.3%	22.3%	9.3%	2.7%	1.3K	-141	-121	0.35	116.51	N/A	N/A	31	11	30	12