SUSA Options History — April 2024

In April 2024, SUSA traded between $102.26 and $108.78. ATM implied volatility averaged 15.0%, placing in the 31.9% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 3.8% (HV 20d: 11.2%). Max pain ranged from $95.00 to $95.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2024-04-15: Highest Volume — 1 contracts
2024-04-04: Largest IV spike — 29.2% change
2024-04-04: Highest IV Rank — 47.2%
2024-04-16: Largest Expected Move — 4.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$105.64	$102.26	$108.78	$108.78	$104.84
Max Pain	$95.00	$95.00	$95.00	$95.00	$95.00
ATM IV	15.0%	13.3%	18.0%	13.3%	14.2%
Expected Move	4.1%	3.6%	4.7%	3.8%	4.1%
HV 20d	11.2%	9.5%	13.1%	10.5%	13.1%
HV 60d	12.2%	11.4%	12.9%	11.4%	12.4%
IV Rank	31.9%	23.3%	47.2%	23.3%	27.9%
IV Percentile	58.9%	35.3%	87.3%	35.3%	50.8%
Term Structure	0.0%	-2.4%	2.0%	-1.5%	-2.4%
Skew 25d	2.2%	-1.3%	4.8%	1.5%	-1.3%
Skew 10d	2.3%	0.8%	7.1%	0.9%	1.4%
Call IV 25d	11.6%	9.9%	14.4%	11.2%	14.4%
Put IV 25d	13.8%	10.4%	16.3%	12.7%	13.1%
Bid-Ask Spread %	123.59	117.98	136.44	134.87	123.98
Gamma HHI	0.37	0.33	0.45	0.33	0.45
Net GEX	2.4K	1.5K	3.4K	1.5K	2.7K
Net DEX	-70.1K	-78.7K	-59.8K	-78.7K	-70.0K
Net VEX	-63	-75	-51	-54	-51
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	8	8	8	8	8

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2024-04-01	$108.78	$0.00	13.3%	3.8%	10.5%	23.3%	0.0%	1.5%	-1.5%	1.5K	-78.7K	-54	134.87	N/A	N/A	0	8
2024-04-02	$107.94	$0.00	14.1%	4.0%	11.0%	27.3%	0.0%	3.3%	-0.6%	1.8K	-75.2K	-64	136.44	N/A	N/A	0	8
2024-04-03	$107.91	$0.00	14.0%	4.0%	9.6%	26.7%	0.0%	2.2%	-1.2%	1.8K	-76.0K	-60	136.12	N/A	N/A	0	8
2024-04-04	$106.69	$95.00	18.0%	3.6%	10.1%	47.2%	0.0%	0.5%	0.3%	1.8K	-74.9K	-60	118.15	N/A	N/A	0	8
2024-04-05	$107.47	$95.00	14.9%	3.9%	9.8%	31.6%	0.0%	2.0%	1.3%	1.9K	-74.1K	-65	120.18	N/A	N/A	0	8
2024-04-08	$107.72	$95.00	16.9%	3.7%	9.5%	41.2%	0.0%	2.4%	0.8%	1.8K	-75.3K	-62	124.54	N/A	N/A	0	8
2024-04-09	$107.72	$95.00	16.3%	4.0%	9.5%	38.3%	0.0%	1.9%	0.3%	1.9K	-74.3K	-63	120.51	N/A	N/A	0	8
2024-04-10	$106.66	$95.00	13.9%	4.0%	9.6%	26.5%	0.0%	2.5%	0.6%	2.1K	-72.8K	-64	122.13	N/A	N/A	0	8
2024-04-11	$107.31	$95.00	14.2%	4.1%	9.8%	28.1%	0.0%	2.1%	0.1%	2.0K	-73.1K	-62	120.25	N/A	N/A	0	8
2024-04-12	$105.56	$95.00	15.2%	4.4%	11.1%	32.8%	0.0%	3.1%	-0.5%	2.4K	-69.8K	-72	118.84	N/A	N/A	0	8
2024-04-15	$104.20	$95.00	15.1%	4.3%	11.9%	32.4%	0.0%	4.8%	-1.1%	2.6K	-68.0K	-68	117.98	N/A	N/A	1	8
2024-04-16	$104.34	$95.00	16.3%	4.7%	11.4%	38.3%	0.0%	3.6%	0.1%	2.9K	-64.9K	-75	121.53	N/A	N/A	0	8
2024-04-17	$103.56	$95.00	16.1%	4.6%	11.4%	37.7%	0.0%	1.7%	-0.6%	3.0K	-63.5K	-73	118.43	N/A	N/A	0	8
2024-04-18	$103.22	$95.00	15.6%	4.5%	10.8%	35.0%	0.0%	2.0%	0.9%	3.1K	-62.9K	-72	120.57	N/A	N/A	0	8
2024-04-19	$102.26	$95.00	15.9%	4.5%	10.7%	36.3%	0.0%	1.0%	-0.2%	3.4K	-59.8K	-72	119.86	N/A	N/A	0	8
2024-04-22	$103.32	$95.00	14.8%	4.3%	11.7%	31.1%	0.0%	2.5%	2.0%	3.2K	-63.1K	-65	121.03	N/A	N/A	0	8
2024-04-23	$104.47	$95.00	13.9%	4.0%	12.7%	26.6%	0.0%	3.3%	1.6%	2.8K	-67.7K	-61	122.83	N/A	N/A	0	8
2024-04-24	$104.62	$95.00	13.8%	3.9%	12.7%	25.7%	0.0%	2.7%	0.1%	2.8K	-68.1K	-61	124.88	N/A	N/A	0	8
2024-04-25	$104.38	$95.00	15.0%	4.3%	12.4%	31.9%	0.0%	2.0%	1.2%	3.0K	-66.6K	-61	122.92	N/A	N/A	0	8
2024-04-26	$105.51	$95.00	13.8%	4.0%	13.1%	25.9%	0.0%	2.4%	-0.0%	2.4K	-70.8K	-56	125.53	N/A	N/A	0	8
2024-04-29	$105.63	$95.00	14.5%	4.2%	13.1%	29.3%	0.0%	2.2%	-0.9%	2.4K	-71.5K	-53	127.37	N/A	N/A	0	8
2024-04-30	$104.84	$95.00	14.2%	4.1%	13.1%	27.9%	0.0%	-1.3%	-2.4%	2.7K	-70.0K	-51	123.98	N/A	N/A	0	8