SUSA Options History — April 2023 In April 2023, SUSA traded between $85.61 and $88.16. ATM implied volatility averaged 17.0%, placing in the 6.5% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 2.5% (HV 20d: 14.5%). Max pain ranged from $87.00 to $87.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-04-03 : Highest Volume — 1 contracts2023-04-10 : Largest IV spike — 39.5% change2023-04-10 : Highest IV Rank — 20.7%2023-04-13 : Largest Expected Move — 6.2%Monthly Statistics Metric Avg Min Max Open Close Price $87.18 $85.61 $88.16 $87.83 $88.16 Max Pain $87.00 $87.00 $87.00 $87.00 $87.00 ATM IV 17.0% 14.1% 23.0% 16.7% 15.2% Expected Move 4.7% 4.0% 6.2% 4.8% 4.4% HV 20d 14.5% 10.9% 19.4% 19.4% 13.5% HV 60d 16.3% 15.8% 17.2% 17.2% 15.9% IV Rank 6.5% 0.0% 20.7% 5.1% 2.6% IV Percentile 8.1% 0.0% 40.1% 2.4% 2.8% Term Structure 0.6% -3.7% 3.0% 0.6% 0.7% VWIV 14.3% 14.3% 14.3% 14.3% 14.3% Skew 25d 3.6% 0.8% 9.4% 3.6% 5.5% Skew 10d 2.5% -7.2% 6.3% 2.5% 1.9% Call IV 25d 13.2% 11.2% 19.2% 14.8% 11.4% Put IV 25d 16.8% 13.1% 28.6% 18.4% 16.9% Bid-Ask Spread % 129.95 122.81 139.65 132.98 130.00 Gamma HHI 0.49 0.43 0.60 0.60 0.58 Net GEX 5.9K 4.0K 7.6K 4.8K 6.6K Net DEX -27.3K -35.6K -15.0K -29.0K -28.0K Net VEX -77 -97 -48 -95 -62 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 0.053 0 1 1 0 Total OI 8.684 8 9 8 8
Daily Data (19 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 2023-04-03 $87.83 $0.00 16.7% 4.8% 19.4% 5.1% 14.3% 3.6% 0.6% 4.8K -29.0K -95 0.00 132.98 N/A N/A 1 0 8 0 2023-04-04 $86.83 $87.00 18.7% 5.4% 19.1% 10.0% 0.0% 1.4% -1.2% 5.3K -30.6K -97 0.00 138.11 N/A N/A 0 0 9 0 2023-04-05 $86.57 $87.00 17.9% 5.1% 19.1% 8.1% 0.0% 1.3% -0.9% 5.6K -27.1K -92 0.00 134.95 N/A N/A 0 0 9 0 2023-04-06 $86.73 $87.00 16.5% 4.9% 17.8% 4.7% 0.0% 3.3% 2.0% 5.4K -26.3K -91 0.00 125.28 N/A N/A 0 0 9 0 2023-04-10 $86.83 $87.00 23.0% 4.9% 15.8% 20.7% 0.0% 5.8% 2.0% 5.4K -28.2K -88 0.00 132.11 N/A N/A 0 0 9 0 2023-04-11 $87.19 $87.00 20.4% 4.6% 15.8% 14.2% 0.0% 4.3% 2.7% 6.1K -29.1K -87 0.00 129.73 N/A N/A 0 0 9 0 2023-04-12 $86.78 $87.00 17.1% 4.9% 15.9% 6.0% 0.0% 4.5% 0.5% 6.0K -28.8K -85 0.00 125.56 N/A N/A 0 0 9 0 2023-04-13 $87.83 $87.00 21.8% 6.2% 15.8% 17.7% 0.0% 9.4% -3.7% 4.9K -35.6K -91 0.00 139.65 N/A N/A 0 0 9 0 2023-04-14 $87.45 $87.00 15.2% 4.4% 14.2% 1.5% 0.0% 2.8% 2.4% 6.8K -30.6K -83 0.00 126.16 N/A N/A 0 0 9 0 2023-04-17 $87.62 $87.00 14.5% 4.2% 13.1% 0.0% 0.0% 3.9% 3.0% 7.3K -31.2K -78 0.00 128.78 N/A N/A 0 0 9 0 2023-04-18 $87.88 $87.00 14.1% 4.0% 12.9% 0.0% 0.0% 1.8% 2.0% 7.6K -32.9K -76 0.00 122.81 N/A N/A 0 0 9 0 2023-04-19 $87.75 $87.00 14.7% 4.2% 12.0% 1.3% 0.0% 4.4% 1.5% 6.0K -31.3K -76 0.00 124.37 N/A N/A 0 0 9 0 2023-04-20 $87.13 $87.00 15.0% 4.3% 11.6% 2.1% 0.0% 0.8% 1.4% 7.3K -26.3K -66 0.00 126.29 N/A N/A 0 0 9 0 2023-04-21 $87.28 $87.00 15.5% 4.4% 10.9% 3.4% 0.0% 3.4% 0.2% 6.9K -27.7K -66 0.00 130.24 N/A N/A 0 0 9 0 2023-04-24 $87.42 $87.00 16.1% 4.6% 10.9% 4.8% 0.0% 3.6% 0.2% 5.7K -23.3K -65 0.00 128.18 N/A N/A 0 0 8 0 2023-04-25 $86.08 $87.00 19.2% 5.5% 12.4% 12.4% 0.0% 2.0% -0.5% 4.1K -18.8K -56 0.00 134.91 N/A N/A 0 0 8 0 2023-04-26 $85.61 $87.00 17.2% 4.9% 12.4% 7.5% 0.0% 2.4% -1.8% 4.0K -15.0K -48 0.00 129.89 N/A N/A 0 0 8 0 2023-04-27 $87.41 $87.00 15.0% 4.3% 13.3% 2.2% 0.0% 3.7% 0.8% 5.8K -18.4K -52 0.00 129.04 N/A N/A 0 0 8 0 2023-04-28 $88.16 $87.00 15.2% 4.4% 13.5% 2.6% 0.0% 5.5% 0.7% 6.6K -28.0K -62 0.00 130.00 N/A N/A 0 0 8 0
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