SUSA Options History — January 2024 In January 2024, SUSA traded between $98.52 and $103.02. ATM implied volatility averaged 13.3%, placing in the 13.6% IV rank vs the trailing year. The 30-day expected move averaged 3.6%. IV traded above realized volatility by 2.8% (HV 20d: 10.5%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-01-31 : Highest Volume — 4 contracts2024-01-10 : Largest IV drop — 26.5% change2024-01-09 : Highest IV Rank — 21.8%2024-01-02 : Largest Expected Move — 4.2%Monthly Statistics Metric Avg Min Max Open Close Price $100.61 $98.52 $103.02 $99.46 $101.36 ATM IV 13.3% 11.3% 16.1% 14.8% 13.8% Expected Move 3.6% 3.2% 4.2% 4.2% 4.0% HV 20d 10.5% 9.7% 11.4% 10.3% 10.7% HV 60d 12.4% 10.9% 13.6% 13.5% 11.1% IV Rank 13.6% 7.7% 21.8% 18.0% 15.1% IV Percentile 23.8% 5.2% 52.0% 35.7% 31.3% Term Structure -0.2% -4.3% 2.4% -4.3% -3.2% VWIV 17.2% 17.2% 17.2% 17.2% 17.2% Skew 25d 1.7% -1.8% 4.4% 0.0% -1.8% Skew 10d 2.0% -3.3% 4.4% -3.0% 0.1% Call IV 25d 10.8% 8.6% 13.6% 12.1% 13.6% Put IV 25d 12.5% 11.5% 14.0% 12.1% 11.8% Bid-Ask Spread % 133.39 127.42 138.67 137.86 131.19 Gamma HHI 0.56 0.38 0.67 0.66 0.39 Net GEX 2.1K 1.6K 3.0K 1.7K 3.0K Net DEX -42.7K -57.8K -32.1K -35.3K -53.8K Net VEX -101 -113 -77 -103 -111 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 0.286 0 4 0 4 Total OI 5.667 5 7 5 7
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 2024-01-02 $99.46 $0.00 14.8% 4.2% 10.3% 18.0% 0.0% 0.0% -4.3% 1.7K -35.3K -103 0.00 137.86 N/A N/A 0 0 5 0 2024-01-03 $98.72 $0.00 14.5% 4.2% 10.7% 17.1% 0.0% 0.3% -2.6% 1.8K -33.2K -108 0.00 138.67 N/A N/A 0 0 5 0 2024-01-04 $98.71 $0.00 14.8% 3.4% 10.6% 18.1% 0.0% 2.1% 1.9% 1.8K -33.1K -108 0.00 133.66 N/A N/A 0 0 5 0 2024-01-05 $98.52 $0.00 14.3% 3.4% 10.6% 16.7% 0.0% 1.9% 2.0% 1.7K -32.1K -112 0.00 133.00 N/A N/A 0 0 5 0 2024-01-08 $99.88 $0.00 15.3% 3.4% 11.4% 19.6% 0.0% 1.7% 1.9% 1.7K -35.8K -101 0.00 132.04 N/A N/A 0 0 5 0 2024-01-09 $99.61 $0.00 16.1% 3.4% 11.4% 21.8% 0.0% 2.0% 1.4% 1.8K -35.8K -100 0.00 134.19 N/A N/A 0 0 5 0 2024-01-10 $100.05 $0.00 11.8% 3.4% 11.4% 9.3% 0.0% 1.9% 0.8% 1.8K -37.3K -95 0.00 135.81 N/A N/A 0 0 5 0 2024-01-11 $100.01 $0.00 11.3% 3.2% 11.4% 7.7% 0.0% 2.3% 2.4% 1.8K -36.7K -95 0.00 131.69 N/A N/A 0 0 5 0 2024-01-12 $100.16 $0.00 11.4% 3.3% 10.3% 8.1% 0.0% 1.5% 1.6% 1.8K -37.5K -95 0.00 133.96 N/A N/A 0 0 5 0 2024-01-16 $99.78 $0.00 12.5% 3.6% 10.1% 11.4% 0.0% 1.9% 0.6% 1.8K -36.5K -94 0.00 134.47 N/A N/A 0 0 5 0 2024-01-17 $99.28 $0.00 13.5% 3.9% 10.2% 14.1% 0.0% 3.2% 0.5% 1.8K -34.8K -99 0.00 134.43 N/A N/A 0 0 5 0 2024-01-18 $100.23 $0.00 12.3% 3.5% 10.6% 10.8% 0.0% 3.7% 1.7% 1.7K -36.8K -94 0.00 133.30 N/A N/A 0 0 5 0 2024-01-19 $101.41 $0.00 11.8% 3.4% 11.3% 9.3% 0.0% 4.4% 1.7% 1.6K -39.7K -83 0.00 130.15 N/A N/A 0 0 5 0 2024-01-22 $101.87 $0.00 11.3% 3.2% 10.1% 7.9% 0.0% 0.9% -1.1% 1.6K -41.0K -77 0.00 127.42 N/A N/A 2 0 5 0 2024-01-23 $101.78 $0.00 12.7% 3.6% 10.0% 11.7% 0.0% 2.5% -1.3% 2.8K -54.6K -113 0.00 135.29 N/A N/A 0 0 7 0 2024-01-24 $101.84 $0.00 12.6% 3.6% 9.9% 11.5% 0.0% 0.6% -1.1% 2.8K -55.6K -107 0.00 132.32 N/A N/A 0 0 7 0 2024-01-25 $102.16 $0.00 13.2% 3.8% 9.7% 13.3% 0.0% 1.6% -1.9% 2.7K -55.3K -113 0.00 133.55 N/A N/A 0 0 7 0 2024-01-26 $102.16 $0.00 13.1% 3.8% 9.7% 13.0% 0.0% 0.9% -1.3% 2.7K -55.4K -113 0.00 132.75 N/A N/A 0 0 7 0 2024-01-29 $102.85 $0.00 13.7% 3.9% 9.9% 14.7% 0.0% 2.5% -1.8% 2.4K -57.8K -97 0.00 131.73 N/A N/A 0 0 7 0 2024-01-30 $103.02 $0.00 14.6% 4.2% 9.8% 17.5% 0.0% 1.2% -2.9% 2.4K -57.8K -100 0.00 133.81 N/A N/A 0 0 7 0 2024-01-31 $101.36 $0.00 13.8% 4.0% 10.7% 15.1% 17.2% -1.8% -3.2% 3.0K -53.8K -111 0.00 131.19 N/A N/A 0 4 7 0
« Dec 2023 | All History | Feb 2024 » Home SUSA History January 2024