SUSA Options History — May 2023 In May 2023, SUSA traded between $86.06 and $88.88. ATM implied volatility averaged 16.2%, placing in the 5.4% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 1.7% (HV 20d: 14.6%). Max pain ranged from $87.00 to $87.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2023-05-19 : Highest Volume — 1 contracts2023-05-09 : Largest IV spike — 33.4% change2023-05-09 : Highest IV Rank — 16.1%2023-05-04 : Largest Expected Move — 5.3%Monthly Statistics Metric Avg Min Max Open Close Price $87.71 $86.06 $88.88 $88.44 $88.31 Max Pain $87.00 $87.00 $87.00 $87.00 $87.00 ATM IV 16.2% 13.8% 20.8% 16.5% 17.6% Expected Move 4.6% 3.9% 5.3% 4.7% 5.1% HV 20d 14.6% 12.7% 15.4% 12.7% 13.7% HV 60d 15.8% 15.2% 16.2% 15.8% 15.5% IV Rank 5.4% 0.0% 16.1% 5.8% 9.4% IV Percentile 8.1% 0.0% 29.4% 5.6% 16.7% Term Structure 0.1% -3.4% 3.5% -2.9% -3.4% Skew 25d 5.9% 0.4% 12.9% 3.1% 0.4% Skew 10d 4.8% 0.9% 12.9% 1.4% 3.2% Call IV 25d 11.0% 8.2% 14.9% 13.1% 13.8% Put IV 25d 16.9% 12.2% 21.4% 16.2% 14.2% Bid-Ask Spread % 134.80 127.33 140.47 129.27 139.78 Gamma HHI 0.57 0.38 1.00 0.59 1.00 Net GEX 4.7K 0 9.8K 6.9K 648 Net DEX -14.2K -29.8K 0 -29.8K -7.4K Net VEX -25 -58 0 -58 -47 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 0.045 0 1 0 0 Total OI 5.636 0 8 8 2
Daily Data (22 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 2023-05-01 $88.44 $87.00 16.5% 4.7% 12.7% 5.8% 0.0% 3.1% -2.9% 6.9K -29.8K -58 0.00 129.27 N/A N/A 0 0 8 0 2023-05-02 $87.25 $87.00 15.3% 4.4% 13.5% 2.8% 0.0% 6.1% 0.8% 6.5K -18.7K -46 0.00 127.76 N/A N/A 0 0 8 0 2023-05-03 $86.91 $87.00 17.3% 5.0% 13.0% 7.9% 0.0% 1.7% -2.0% 5.5K -19.0K -47 0.00 130.24 N/A N/A 0 0 8 0 2023-05-04 $86.06 $0.00 19.4% 5.3% 13.4% 12.8% 0.0% 4.5% 0.9% 4.6K -14.1K -36 0.00 132.23 N/A N/A 0 0 8 0 2023-05-05 $87.77 $0.00 16.7% 5.0% 15.2% 6.2% 0.0% 6.1% -1.2% 6.9K -23.7K -46 0.00 127.33 N/A N/A 0 0 8 0 2023-05-08 $87.69 $0.00 15.6% 4.4% 15.2% 3.5% 0.0% 12.9% 2.1% 5.8K -25.1K -45 0.00 131.19 N/A N/A 0 0 8 0 2023-05-09 $87.29 $0.00 20.8% 4.7% 15.2% 16.1% 0.0% 5.9% -0.2% 6.2K -19.9K -37 0.00 138.34 N/A N/A 0 0 8 0 2023-05-10 $87.64 $0.00 14.3% 4.1% 15.2% 0.5% 0.0% 8.8% 2.5% 7.1K -20.7K -35 0.00 128.89 N/A N/A 0 0 8 0 2023-05-11 $87.09 $0.00 17.9% 5.1% 14.7% 9.1% 0.0% 11.5% 0.6% 6.4K -14.7K -27 0.00 132.80 N/A N/A 0 0 8 0 2023-05-12 $87.11 $0.00 17.3% 5.0% 14.6% 7.8% 0.0% 11.6% 0.9% 6.4K -15.4K -25 0.00 131.47 N/A N/A 0 0 8 0 2023-05-15 $87.41 $0.00 15.6% 4.5% 14.7% 3.7% 0.0% 6.1% 1.4% 7.1K -15.7K -19 0.00 138.29 N/A N/A 0 0 8 0 2023-05-16 $86.92 $0.00 15.9% 4.6% 14.7% 4.3% 0.0% 6.1% 0.8% 5.7K -10.4K -12 0.00 140.47 N/A N/A 0 0 8 0 2023-05-17 $87.80 $0.00 14.0% 4.0% 15.2% 0.0% 0.0% 6.3% 3.5% 8.1K -17.8K -14 0.00 136.26 N/A N/A 0 0 8 0 2023-05-18 $88.69 $0.00 13.9% 4.0% 15.4% 0.0% 0.0% 5.3% 2.7% 9.8K -27.4K -12 0.00 136.84 N/A N/A 0 0 8 0 2023-05-19 $88.56 $0.00 13.8% 3.9% 15.4% 0.0% 0.0% 4.0% -0.3% 9.8K -25.4K -3 0.00 138.68 N/A N/A 1 0 8 0 2023-05-22 $88.73 $0.00 15.5% 4.4% 15.4% 4.2% 0.0% 2.4% -0.1% 0 0 0 0.00 139.28 N/A N/A 0 0 0 0 2023-05-23 $87.78 $0.00 14.8% 4.2% 14.8% 2.4% 0.0% 3.4% -1.2% 0 0 0 0.00 138.27 N/A N/A 0 0 0 0 2023-05-24 $86.74 $0.00 16.6% 4.8% 15.4% 6.8% 0.0% 11.1% -1.3% 0 0 0 0.00 137.12 N/A N/A 0 0 0 0 2023-05-25 $87.88 $0.00 16.1% 4.6% 14.2% 5.7% 0.0% 7.6% 1.3% 0 0 0 0.00 139.53 N/A N/A 0 0 0 0 2023-05-26 $88.88 $0.00 14.9% 4.3% 14.5% 2.8% 0.0% 4.5% 0.5% 0 0 0 0.00 133.86 N/A N/A 0 0 0 0 2023-05-30 $88.76 $0.00 17.0% 4.9% 14.4% 7.8% 0.0% 0.8% -2.8% 644 -8.2K -48 0.00 137.69 N/A N/A 0 0 2 0 2023-05-31 $88.31 $0.00 17.6% 5.1% 13.7% 9.4% 0.0% 0.4% -3.4% 648 -7.4K -47 0.00 139.78 N/A N/A 0 0 2 0
« Apr 2023 | All History | Jun 2023 » Home SUSA History May 2023