SUSA Options History — June 2024 In June 2024, SUSA traded between $108.81 and $112.84. ATM implied volatility averaged 12.5%, placing in the 19.2% IV rank vs the trailing year. The 30-day expected move averaged 3.3%. IV traded above realized volatility by 4.4% (HV 20d: 8.0%). Max pain ranged from $107.00 to $112.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2024-06-27 : Highest Volume — 3 contracts2024-06-12 : Largest IV drop — 29.7% change2024-06-10 : Highest IV Rank — 36.2%2024-06-04 : Largest Expected Move — 4.1%Monthly Statistics Metric Avg Min Max Open Close Price $111.34 $108.81 $112.84 $108.81 $112.41 Max Pain $108.25 $107.00 $112.00 $107.00 $112.00 ATM IV 12.5% 10.3% 15.8% 13.2% 11.3% Expected Move 3.3% 3.0% 4.1% 3.8% 3.2% HV 20d 8.0% 6.4% 8.6% 8.0% 6.4% HV 60d 10.4% 10.1% 10.7% 10.5% 10.1% IV Rank 19.2% 8.2% 36.2% 23.0% 13.2% IV Percentile 28.2% 2.8% 75.4% 38.5% 7.9% Term Structure -0.3% -2.1% 2.4% -1.5% -1.9% VWIV 9.7% 9.7% 9.7% 9.7% 9.7% Skew 25d 2.2% 0.2% 3.8% 0.8% 0.9% Skew 10d 2.9% 0.5% 5.0% 1.2% 0.6% Call IV 25d 9.6% 7.8% 11.9% 11.9% 9.8% Put IV 25d 11.8% 10.3% 14.3% 12.6% 10.7% Bid-Ask Spread % 152.50 146.36 158.31 147.66 148.39 Gamma HHI 0.44 0.35 0.61 0.38 0.61 Net GEX 2.1K -3.2K 4.0K 4.0K -3.2K Net DEX -64.0K -71.6K -49.9K -60.3K -49.9K Net VEX -45 -80 -21 -80 -55 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 0.211 0 3 0 0 Total OI 6.684 6 9 7 9
Daily Data (19 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 2024-06-03 $108.81 $107.00 13.2% 3.8% 8.0% 23.0% 0.0% 0.8% -1.5% 4.0K -60.3K -80 0.00 147.66 N/A N/A 0 0 7 0 2024-06-04 $109.08 $107.00 14.4% 4.1% 7.7% 28.9% 0.0% 2.7% -2.1% 4.0K -60.3K -77 0.00 150.09 N/A N/A 0 0 7 0 2024-06-05 $110.27 $107.00 13.6% 3.9% 8.4% 24.8% 0.0% 3.5% -1.3% 3.4K -64.7K -66 0.00 147.31 N/A N/A 0 0 7 0 2024-06-06 $110.19 $0.00 14.6% 3.3% 8.4% 29.9% 0.0% 3.4% 0.6% 3.3K -65.6K -61 0.00 158.31 N/A N/A 0 0 7 0 2024-06-07 $110.18 $0.00 14.7% 3.1% 8.3% 30.3% 0.0% 2.4% -0.1% 3.3K -66.7K -58 0.00 157.75 N/A N/A 0 0 7 0 2024-06-10 $110.38 $0.00 15.8% 3.2% 8.3% 36.2% 0.0% 3.8% 1.2% 3.4K -66.2K -56 0.00 157.40 N/A N/A 0 0 7 0 2024-06-11 $110.24 $0.00 15.0% 3.3% 8.3% 32.1% 0.0% 2.5% 0.8% 3.2K -66.2K -59 0.00 151.73 N/A N/A 0 0 7 0 2024-06-12 $111.25 $0.00 10.6% 3.0% 8.6% 9.7% 0.0% 0.2% -1.0% 2.3K -71.1K -42 0.00 153.76 N/A N/A 0 0 7 0 2024-06-13 $111.53 $0.00 10.5% 3.0% 7.6% 9.5% 0.0% 2.6% 1.0% 2.2K -71.6K -37 0.00 152.51 N/A N/A 0 0 7 0 2024-06-14 $111.31 $0.00 10.8% 3.1% 7.7% 10.7% 0.0% 2.1% -0.0% 2.4K -70.8K -41 0.00 153.29 N/A N/A 1 0 7 0 2024-06-17 $112.50 $0.00 10.3% 3.0% 8.5% 8.2% 0.0% 3.7% 2.4% 1.7K -61.8K -33 0.00 146.36 N/A N/A 0 0 6 0 2024-06-18 $112.84 $0.00 11.3% 3.3% 8.4% 13.6% 0.0% 2.1% 0.4% 1.4K -63.4K -29 0.00 153.71 N/A N/A 0 0 6 0 2024-06-20 $112.59 $0.00 11.0% 3.1% 8.5% 11.7% 0.0% 1.3% 1.0% 1.5K -63.0K -31 0.00 148.19 N/A N/A 0 0 6 0 2024-06-21 $112.44 $0.00 12.1% 3.5% 8.2% 17.1% 0.0% 2.6% -1.2% 1.5K -62.8K -28 0.00 153.42 N/A N/A 0 0 6 0 2024-06-24 $112.47 $0.00 12.2% 3.5% 7.9% 18.0% 0.0% 0.9% -1.9% 1.5K -62.9K -27 0.00 152.87 N/A N/A 0 0 6 0 2024-06-25 $112.36 $0.00 12.3% 3.5% 7.8% 18.3% 0.0% 2.5% -1.1% 1.5K -62.8K -26 0.00 154.58 N/A N/A 0 0 6 0 2024-06-26 $112.14 $0.00 12.3% 3.5% 7.8% 18.3% 0.0% 2.5% -0.1% 1.6K -62.2K -28 0.00 156.47 N/A N/A 0 0 6 0 2024-06-27 $112.50 $0.00 10.9% 3.1% 7.5% 11.1% 9.7% 1.4% -1.5% 1.4K -63.9K -21 0.00 153.77 N/A N/A 0 3 6 0 2024-06-28 $112.41 $112.00 11.3% 3.2% 6.4% 13.2% 0.0% 0.9% -1.9% -3.2K -49.9K -55 0.00 148.39 N/A N/A 0 0 6 3
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