SUSA Options History — March 2024 In March 2024, SUSA traded between $105.54 and $109.36. ATM implied volatility averaged 14.3%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 3.5%. IV traded above realized volatility by 1.5% (HV 20d: 12.8%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-03-27 : Highest Volume — 1 contracts2024-03-13 : Largest IV drop — 46.9% change2024-03-11 : Highest IV Rank — 44.2%2024-03-01 : Largest Expected Move — 3.8%Monthly Statistics Metric Avg Min Max Open Close Price $107.66 $105.54 $109.36 $106.93 $109.36 ATM IV 14.3% 11.3% 23.7% 13.3% 12.5% Expected Move 3.5% 3.1% 3.8% 3.8% 3.6% HV 20d 12.8% 10.3% 15.0% 13.2% 10.5% HV 60d 11.8% 11.4% 12.1% 11.5% 11.5% IV Rank 20.3% 7.9% 44.2% 13.6% 19.4% IV Percentile 37.1% 7.1% 96.0% 30.2% 23.0% Term Structure 0.3% -1.4% 2.1% -0.0% -1.4% Skew 25d 2.1% 1.0% 3.8% 3.8% 2.0% Skew 10d 1.1% -3.1% 2.7% -3.1% 1.0% Call IV 25d 10.0% 8.6% 11.1% 10.1% 10.3% Put IV 25d 12.1% 10.5% 13.9% 13.9% 12.3% Bid-Ask Spread % 132.81 128.24 137.16 130.79 136.83 Gamma HHI 0.42 0.33 0.49 0.39 0.33 Net GEX 1.5K 962 2.1K 1.7K 1.5K Net DEX -68.6K -79.2K -61.9K -65.7K -79.2K Net VEX -52 -80 -31 -66 -56 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 0.05 0 1 0 0 Total OI 7.05 7 8 7 8
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 2024-03-01 $106.93 $0.00 13.3% 3.8% 13.2% 13.6% 0.0% 3.8% -0.0% 1.7K -65.7K -66 0.00 130.79 N/A N/A 0 0 7 0 2024-03-04 $107.02 $0.00 15.7% 3.3% 13.1% 20.6% 0.0% 1.2% 0.4% 1.6K -67.3K -56 0.00 132.34 N/A N/A 0 0 7 0 2024-03-05 $105.54 $0.00 13.9% 3.1% 14.2% 15.4% 0.0% 1.8% 0.3% 2.1K -61.9K -80 0.00 129.27 N/A N/A 0 0 7 0 2024-03-06 $106.43 $0.00 16.8% 3.5% 14.4% 24.0% 0.0% 2.1% 0.2% 1.9K -63.9K -71 0.00 131.95 N/A N/A 0 0 7 0 2024-03-07 $107.53 $0.00 17.3% 3.5% 14.5% 25.2% 0.0% 1.9% 0.5% 1.5K -67.7K -55 0.00 132.85 N/A N/A 0 0 7 0 2024-03-08 $106.89 $0.00 16.5% 3.4% 14.7% 23.0% 0.0% 1.7% 1.3% 1.8K -64.7K -71 0.00 128.24 N/A N/A 0 0 7 0 2024-03-11 $106.78 $0.00 23.7% 3.7% 14.7% 44.2% 0.0% 1.9% 0.5% 1.8K -64.6K -69 0.00 132.30 N/A N/A 0 0 7 0 2024-03-12 $107.81 $0.00 22.3% 3.4% 15.0% 40.2% 0.0% 1.6% 0.9% 1.5K -67.4K -57 0.00 129.47 N/A N/A 0 0 7 0 2024-03-13 $107.73 $0.00 11.9% 3.4% 13.1% 9.4% 0.0% 1.7% 0.7% 1.5K -68.4K -52 0.00 134.80 N/A N/A 0 0 7 0 2024-03-14 $106.90 $0.00 11.3% 3.3% 13.1% 7.9% 0.0% 1.2% 1.0% 1.7K -67.0K -55 0.00 129.42 N/A N/A 0 0 7 0 2024-03-15 $106.50 $0.00 12.9% 3.7% 13.2% 21.5% 0.0% 3.2% -0.7% 1.7K -66.1K -57 0.00 137.16 N/A N/A 0 0 7 0 2024-03-18 $107.43 $0.00 12.8% 3.7% 13.4% 21.0% 0.0% 2.6% 0.4% 1.5K -68.3K -47 0.00 136.44 N/A N/A 0 0 7 0 2024-03-19 $107.78 $0.00 12.4% 3.6% 12.8% 18.9% 0.0% 3.7% 1.4% 1.4K -68.7K -48 0.00 132.41 N/A N/A 0 0 7 0 2024-03-20 $108.66 $0.00 11.7% 3.3% 12.9% 15.1% 0.0% 2.9% 2.1% 1.3K -70.2K -43 0.00 129.73 N/A N/A 0 0 7 0 2024-03-21 $109.19 $0.00 11.6% 3.3% 10.3% 14.9% 0.0% 1.0% 0.1% 962 -72.8K -31 0.00 132.03 N/A N/A 0 0 7 0 2024-03-22 $108.88 $0.00 11.8% 3.4% 10.5% 15.7% 0.0% 1.3% 0.3% 1.0K -72.3K -32 0.00 133.39 N/A N/A 0 0 7 0 2024-03-25 $108.53 $0.00 12.5% 3.6% 10.5% 19.3% 0.0% 1.6% -0.2% 1.1K -71.4K -34 0.00 136.20 N/A N/A 0 0 7 0 2024-03-26 $108.32 $0.00 12.4% 3.6% 10.6% 19.0% 0.0% 1.8% -1.4% 1.2K -71.2K -37 0.00 134.47 N/A N/A 0 0 7 0 2024-03-27 $108.95 $0.00 12.0% 3.4% 10.6% 16.7% 0.0% 3.0% 0.4% 1.1K -72.0K -32 0.00 136.03 N/A N/A 1 0 7 0 2024-03-28 $109.36 $0.00 12.5% 3.6% 10.5% 19.4% 0.0% 2.0% -1.4% 1.5K -79.2K -56 0.00 136.83 N/A N/A 0 0 8 0
« Feb 2024 | All History | Apr 2024 » Home SUSA History March 2024