SUSA Options History — January 2023 In January 2023, SUSA traded between $81.72 and $87.44. ATM implied volatility averaged 20.7%, placing in the 17.2% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 2.4% (HV 20d: 18.3%). Max pain ranged from $68.00 to $84.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-01-19 : Highest Volume — 1 contracts2023-01-09 : Largest IV spike — 36.7% change2023-01-10 : Highest IV Rank — 31.5%2023-01-03 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $85.06 $81.72 $87.44 $81.83 $87.23 Max Pain $69.60 $68.00 $84.00 $84.00 $68.00 ATM IV 20.7% 15.3% 26.7% 25.1% 21.4% Expected Move 5.7% 4.4% 7.2% 7.2% 6.1% HV 20d 18.3% 15.3% 20.4% 19.3% 15.3% HV 60d 23.4% 22.0% 25.2% 25.2% 22.0% IV Rank 17.2% 4.1% 31.5% 29.0% 18.9% IV Percentile 21.6% 0.8% 59.9% 49.6% 23.8% Term Structure -0.4% -9.3% 5.2% -4.9% -3.4% VWIV 27.1% 27.1% 27.1% 27.1% 27.1% Skew 25d 3.1% -2.6% 8.6% 0.2% 7.6% Skew 10d 6.3% 1.8% 14.6% 9.3% 6.0% Call IV 25d 17.4% 12.0% 22.5% 20.5% 17.1% Put IV 25d 20.5% 17.0% 28.0% 20.7% 24.7% Bid-Ask Spread % 128.01 111.26 137.23 131.84 126.96 Gamma HHI 0.35 0.26 0.52 0.26 0.42 Net GEX 2.5K 1.7K 3.2K 1.7K 2.9K Net DEX -23.5K -30.3K -15.6K -16.0K -26.3K Net VEX -117 -125 -109 -125 -117 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.1 0 1 0 0 Total OI 16.95 16 17 17 17
Daily Data (20 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 2023-01-03 $81.83 $84.00 25.1% 7.2% 19.3% 29.0% 0.0% 0.2% -4.9% 1.7K -16.0K -125 0.00 131.84 N/A N/A 0 0 7 10 2023-01-04 $82.16 $84.00 24.1% 6.9% 18.4% 25.4% 0.0% 8.6% 3.3% 1.8K -16.4K -120 0.00 130.16 N/A N/A 0 0 7 10 2023-01-05 $81.72 $68.00 26.6% 6.0% 18.1% 31.4% 0.0% 1.2% 4.6% 1.8K -15.6K -116 0.00 111.26 N/A N/A 0 0 7 10 2023-01-06 $83.78 $68.00 19.4% 5.8% 20.4% 13.9% 0.0% 4.6% -0.3% 2.4K -20.3K -118 0.00 117.15 N/A N/A 0 0 7 10 2023-01-09 $83.96 $68.00 26.5% 6.2% 20.3% 31.0% 0.0% 1.8% -2.4% 2.2K -22.2K -118 0.00 129.25 N/A N/A 0 0 7 10 2023-01-10 $84.32 $68.00 26.7% 6.1% 20.4% 31.5% 0.0% 1.5% -2.3% 2.3K -23.8K -119 0.00 130.67 N/A N/A 0 0 7 10 2023-01-11 $85.32 $68.00 20.8% 6.0% 20.4% 17.3% 0.0% 2.9% -0.8% 2.6K -24.8K -116 0.00 125.49 N/A N/A 0 0 7 10 2023-01-12 $85.70 $68.00 15.3% 4.4% 20.3% 4.1% 0.0% 1.3% 3.5% 2.8K -27.2K -119 0.00 131.50 N/A N/A 0 0 7 10 2023-01-13 $86.25 $68.00 19.2% 5.5% 20.1% 13.5% 0.0% 5.0% -0.7% 2.7K -28.3K -119 0.00 122.25 N/A N/A 0 0 7 10 2023-01-17 $86.00 $68.00 19.0% 5.4% 17.7% 13.0% 0.0% 1.9% -1.1% 2.4K -30.3K -121 0.00 135.02 N/A N/A 0 0 7 10 2023-01-18 $84.78 $68.00 19.8% 5.7% 18.2% 15.0% 0.0% 2.1% -1.0% 2.6K -25.1K -113 0.00 137.23 N/A N/A 0 0 7 10 2023-01-19 $84.09 $68.00 16.8% 4.8% 17.7% 7.7% 0.0% 7.0% 5.2% 2.7K -22.8K -111 0.00 133.16 N/A N/A 1 0 7 10 2023-01-20 $85.26 $68.00 17.2% 4.9% 18.3% 8.8% 0.0% -0.0% 4.2% 3.2K -25.7K -109 0.00 130.94 N/A N/A 0 0 7 10 2023-01-23 $86.37 $68.00 21.9% 6.3% 18.3% 20.0% 27.1% 2.6% -9.3% 2.0K -22.4K -113 0.00 129.80 N/A N/A 1 0 6 10 2023-01-24 $86.03 $68.00 17.9% 5.1% 17.0% 10.3% 0.0% 1.5% 0.5% 2.8K -24.1K -118 0.00 133.56 N/A N/A 0 0 7 10 2023-01-25 $85.94 $68.00 18.5% 5.3% 16.9% 11.9% 0.0% 6.2% 2.2% 2.8K -21.4K -113 0.00 127.25 N/A N/A 0 0 7 10 2023-01-26 $86.69 $68.00 17.8% 5.1% 17.1% 10.2% 0.0% -2.6% 2.5% 2.9K -23.9K -117 0.00 124.14 N/A N/A 0 0 7 10 2023-01-27 $87.44 $68.00 19.8% 5.7% 15.8% 14.9% 0.0% 8.0% -3.4% 2.8K -28.0K -121 0.00 123.18 N/A N/A 0 0 7 10 2023-01-30 $86.39 $68.00 20.6% 5.9% 15.5% 17.0% 0.0% 1.1% -3.9% 2.9K -25.9K -118 0.00 129.36 N/A N/A 0 0 7 10 2023-01-31 $87.23 $68.00 21.4% 6.1% 15.3% 18.9% 0.0% 7.6% -3.4% 2.9K -26.3K -117 0.00 126.96 N/A N/A 0 0 7 10
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