SUSA Options History — May 2024

In May 2024, SUSA traded between $104.51 and $110.62. ATM implied volatility averaged 14.7%, placing in the 30.2% IV rank vs the trailing year. The 30-day expected move averaged 3.5%. IV traded above realized volatility by 4.0% (HV 20d: 10.7%). Max pain ranged from $95.00 to $107.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2024-05-14: Highest Volume — 8 contracts
2024-05-15: Largest IV drop — 56.9% change
2024-05-14: Highest IV Rank — 85.4%
2024-05-03: Largest Expected Move — 4.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$108.53	$104.51	$110.62	$104.51	$108.56
Max Pain	$104.43	$95.00	$107.00	$95.00	$107.00
ATM IV	14.7%	11.1%	25.6%	14.5%	12.6%
Expected Move	3.5%	3.2%	4.4%	4.2%	3.6%
HV 20d	10.7%	8.4%	13.7%	13.1%	9.2%
HV 60d	11.7%	10.7%	12.6%	12.4%	10.7%
IV Rank	30.2%	12.1%	85.4%	29.6%	19.9%
IV Percentile	45.1%	3.6%	98.8%	54.8%	28.6%
Term Structure	-0.3%	-2.0%	1.8%	-1.2%	0.6%
VWIV	12.9%	12.9%	12.9%	12.9%	12.9%
Skew 25d	1.7%	-0.4%	4.3%	2.2%	4.3%
Skew 10d	1.3%	-4.0%	2.3%	0.8%	1.4%
Call IV 25d	10.6%	9.2%	12.2%	12.2%	9.7%
Put IV 25d	12.3%	10.4%	15.3%	14.4%	14.0%
Bid-Ask Spread %	146.55	123.14	154.80	123.14	145.59
Gamma HHI	0.39	0.34	0.56	0.46	0.39
Net GEX	2.7K	1.2K	4.1K	2.8K	4.1K
Net DEX	-77.5K	-131.7K	-58.3K	-68.6K	-58.3K
Net VEX	-61	-87	-35	-53	-87
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	0.409	0	8	0	0
Total OI	8.227	7	13	8	7

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
2024-05-01	$104.51	$95.00	14.5%	4.2%	13.1%	29.6%	0.0%	2.2%	-1.2%	2.8K	-68.6K	-53	123.14	N/A	N/A	0	8
2024-05-02	$104.79	$95.00	15.0%	4.3%	12.6%	31.8%	0.0%	2.9%	-0.2%	2.7K	-69.7K	-51	123.52	N/A	N/A	0	8
2024-05-03	$106.28	$95.00	15.3%	4.4%	13.4%	33.4%	0.0%	3.8%	-1.6%	2.1K	-73.8K	-48	127.87	N/A	N/A	0	8
2024-05-06	$106.98	$0.00	16.3%	3.6%	13.6%	38.6%	0.0%	0.8%	0.5%	1.9K	-75.2K	-43	152.00	N/A	N/A	0	8
2024-05-07	$107.44	$0.00	16.5%	3.5%	13.7%	39.3%	0.0%	0.9%	0.6%	1.8K	-76.6K	-42	150.46	N/A	N/A	0	8
2024-05-08	$107.41	$0.00	17.8%	3.5%	13.2%	45.8%	0.0%	1.8%	0.7%	1.9K	-76.0K	-42	154.80	N/A	N/A	0	8
2024-05-09	$107.97	$0.00	17.2%	3.3%	13.2%	43.1%	0.0%	1.2%	1.1%	1.5K	-77.8K	-39	150.92	N/A	N/A	0	8
2024-05-10	$108.37	$0.00	18.3%	3.4%	11.6%	48.5%	0.0%	1.1%	0.7%	1.5K	-78.7K	-38	150.61	N/A	N/A	0	8
2024-05-13	$108.34	$0.00	23.4%	3.5%	10.4%	74.1%	0.0%	1.0%	-0.1%	1.5K	-78.8K	-37	151.57	N/A	N/A	0	8
2024-05-14	$108.95	$0.00	25.6%	3.4%	10.4%	85.4%	0.0%	1.1%	0.6%	1.2K	-79.8K	-35	149.37	N/A	N/A	8	8
2024-05-15	$110.27	$0.00	11.1%	3.2%	10.3%	12.1%	12.9%	1.7%	1.8%	2.3K	-121.8K	-72	144.28	N/A	N/A	1	12
2024-05-16	$110.19	$107.00	11.4%	3.3%	10.2%	13.9%	0.0%	1.0%	0.5%	3.0K	-131.7K	-74	150.30	N/A	N/A	0	13
2024-05-17	$110.09	$107.00	11.1%	3.2%	9.2%	12.4%	0.0%	1.8%	-0.5%	3.3K	-129.4K	-85	150.64	N/A	N/A	0	13
2024-05-20	$110.48	$107.00	11.8%	3.4%	8.8%	15.7%	0.0%	1.1%	-1.4%	3.0K	-66.3K	-69	150.94	N/A	N/A	0	7
2024-05-21	$110.62	$107.00	11.6%	3.3%	8.4%	15.0%	0.0%	2.0%	-0.3%	3.0K	-66.1K	-69	151.43	N/A	N/A	0	7
2024-05-22	$110.03	$107.00	11.5%	3.3%	8.9%	14.5%	0.0%	1.1%	-0.3%	3.2K	-65.0K	-73	147.83	N/A	N/A	0	7
2024-05-23	$109.44	$107.00	11.2%	3.2%	9.1%	12.6%	0.0%	-0.4%	-0.8%	3.5K	-63.7K	-78	144.43	N/A	N/A	0	7
2024-05-24	$109.97	$107.00	11.6%	3.3%	8.6%	15.0%	0.0%	2.7%	-0.7%	3.4K	-64.0K	-75	150.99	N/A	N/A	0	7
2024-05-28	$109.70	$107.00	12.0%	3.4%	8.8%	16.9%	0.0%	1.8%	-1.9%	3.5K	-63.9K	-71	149.63	N/A	N/A	0	7
2024-05-29	$109.19	$107.00	13.2%	3.8%	8.4%	22.7%	0.0%	3.3%	-2.0%	3.7K	-60.8K	-85	152.51	N/A	N/A	0	7
2024-05-30	$108.18	$107.00	13.6%	3.9%	9.2%	24.9%	0.0%	1.1%	-1.6%	4.1K	-58.4K	-86	151.31	N/A	N/A	0	7
2024-05-31	$108.56	$107.00	12.6%	3.6%	9.2%	19.9%	0.0%	4.3%	0.6%	4.1K	-58.3K	-87	145.59	N/A	N/A	0	7