SUSA Options History — August 2024 In August 2024, SUSA traded between $108.04 and $117.83. ATM implied volatility averaged 18.1%, placing in the 42.6% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded below realized volatility by 3.2% (HV 20d: 21.3%). Max pain ranged from $103.00 to $103.00. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-08-09 : Highest Volume — 1 contracts2024-08-14 : Largest IV drop — 44.5% change2024-08-05 : Highest IV Rank — 100.0%2024-08-05 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $114.32 $108.04 $117.83 $113.18 $117.83 Max Pain $103.00 $103.00 $103.00 $103.00 $103.00 ATM IV 18.1% 12.1% 31.2% 18.6% 12.2% Expected Move 4.5% 3.5% 7.2% 5.3% 3.5% HV 20d 21.3% 15.9% 23.5% 15.9% 18.2% HV 60d 14.3% 10.9% 15.1% 10.9% 14.9% IV Rank 42.6% 15.5% 100.0% 49.9% 15.9% IV Percentile 60.8% 21.8% 100.0% 93.7% 23.4% Term Structure -0.6% -4.2% 1.6% -3.2% 1.2% Skew 25d 3.9% 0.6% 11.4% 7.5% 3.9% Skew 10d 4.2% 0.5% 11.5% 0.5% 3.4% Call IV 25d 11.8% 9.6% 18.6% 15.1% 9.6% Put IV 25d 15.8% 12.0% 24.7% 22.6% 13.5% Bid-Ask Spread % 131.66 107.11 139.42 121.61 138.64 Gamma HHI 0.52 0.27 0.82 0.34 0.60 Net GEX 1.2K -367 4.3K 551 -190 Net DEX -32.6K -82.2K 1.7K -62.3K 639 Net VEX -32 -86 -7 -38 -7 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 0.091 0 1 0 0 Total OI 6.682 3 11 9 3
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-08-01 $113.18 $103.00 18.6% 5.3% 15.9% 49.9% 0.0% 7.5% -3.2% 551 -62.3K -38 0.00 121.61 N/A N/A 0 0 6 3 2024-08-02 $111.02 $103.00 22.1% 6.3% 17.2% 67.5% 0.0% 2.3% -2.0% 1.3K -53.8K -65 0.00 119.08 N/A N/A 0 0 6 3 2024-08-05 $108.04 $0.00 31.1% 7.2% 19.4% 100.0% 0.0% 10.6% -1.9% 2.4K -41.4K -86 0.00 124.52 N/A N/A 0 0 6 3 2024-08-06 $110.34 $0.00 31.2% 5.9% 21.2% 100.0% 0.0% 2.5% -1.2% 1.8K -49.3K -72 0.00 139.42 N/A N/A 0 0 6 3 2024-08-07 $108.94 $0.00 27.7% 6.5% 21.2% 84.3% 0.0% 11.4% -2.8% 2.1K -47.6K -71 0.00 107.11 N/A N/A 0 0 6 3 2024-08-08 $111.15 $0.00 26.2% 5.6% 22.7% 77.9% 0.0% 8.1% -0.1% 2.1K -53.1K -59 0.00 132.02 N/A N/A 0 0 6 3 2024-08-09 $111.64 $0.00 20.4% 5.3% 22.4% 52.0% 0.0% 8.2% -0.6% 899 -57.0K -51 0.00 119.48 N/A N/A 1 0 6 3 2024-08-12 $111.22 $0.00 26.3% 4.9% 22.4% 78.3% 0.0% 2.0% -0.6% 1.8K -58.7K -48 0.00 128.87 N/A N/A 1 0 7 3 2024-08-13 $113.23 $0.00 26.2% 4.7% 23.2% 77.6% 0.0% 5.0% 0.3% 3.5K -68.9K -39 0.00 128.73 N/A N/A 0 0 8 3 2024-08-14 $113.65 $0.00 14.5% 4.2% 23.0% 26.1% 0.0% 2.7% 0.8% 3.8K -71.2K -32 0.00 133.54 N/A N/A 0 0 8 3 2024-08-15 $115.44 $0.00 13.4% 3.8% 23.5% 20.9% 0.0% 2.5% 1.6% 4.1K -80.9K -20 0.00 137.04 N/A N/A 0 0 8 3 2024-08-16 $115.64 $0.00 12.4% 3.6% 23.2% 16.9% 0.0% 1.8% -0.2% 4.3K -82.2K -16 0.00 139.16 N/A N/A 0 0 8 3 2024-08-19 $116.58 $0.00 12.1% 3.5% 23.0% 15.5% 0.0% 1.7% 0.3% -275 999 -10 0.00 137.44 N/A N/A 0 0 0 3 2024-08-20 $116.62 $0.00 12.4% 3.6% 22.9% 16.7% 0.0% 2.2% 0.2% -279 1.0K -10 0.00 137.94 N/A N/A 0 0 0 3 2024-08-21 $117.14 $0.00 13.6% 3.9% 21.6% 21.8% 0.0% 2.4% 0.1% -367 1.7K -17 0.00 136.67 N/A N/A 0 0 0 3 2024-08-22 $116.28 $0.00 13.8% 4.0% 21.8% 22.8% 0.0% 0.6% -4.2% -332 1.3K -12 0.00 132.22 N/A N/A 0 0 0 3 2024-08-23 $117.58 $0.00 12.5% 3.6% 21.9% 16.9% 0.0% 2.3% 0.4% -237 861 -9 0.00 135.88 N/A N/A 0 0 0 3 2024-08-26 $117.47 $0.00 12.7% 3.6% 21.9% 18.1% 0.0% 2.1% -0.3% -213 731 -8 0.00 135.87 N/A N/A 0 0 0 3 2024-08-27 $117.67 $0.00 12.6% 3.6% 21.7% 17.5% 0.0% 3.1% 0.6% -234 847 -8 0.00 139.41 N/A N/A 0 0 0 3 2024-08-28 $117.09 $0.00 13.7% 3.9% 21.0% 22.6% 0.0% 2.3% -0.3% -243 853 -8 0.00 134.93 N/A N/A 0 0 0 3 2024-08-29 $117.25 $0.00 12.5% 3.6% 19.8% 17.3% 0.0% 1.2% -0.7% -196 641 -7 0.00 137.01 N/A N/A 0 0 0 3 2024-08-30 $117.83 $0.00 12.2% 3.5% 18.2% 15.9% 0.0% 3.9% 1.2% -190 639 -7 0.00 138.64 N/A N/A 0 0 0 3
« Jul 2024 | All History | Sep 2024 » Home SUSA History August 2024