SUSA Options History — October 2024

In October 2024, SUSA traded between $118.51 and $122.17. ATM implied volatility averaged 16.3%, placing in the 29.1% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 6.2% (HV 20d: 10.1%). Max pain ranged from $102.00 to $113.00. Net GEX was positive for 10 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 20.00.

Notable Days

2024-10-11: Highest Volume — 21 contracts
2024-10-07: Largest IV spike — 16.0% change
2024-10-31: Highest IV Rank — 52.1%
2024-10-31: Largest Expected Move — 6.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$120.32	$118.51	$122.17	$119.16	$118.63
Max Pain	$109.04	$102.00	$113.00	$113.00	$112.00
ATM IV	16.3%	13.8%	21.1%	15.5%	21.1%
Expected Move	4.7%	4.1%	6.0%	4.4%	6.0%
HV 20d	10.1%	9.4%	11.0%	10.6%	10.7%
HV 60d	15.4%	12.1%	16.5%	16.3%	12.1%
IV Rank	29.1%	17.6%	52.1%	25.3%	52.1%
IV Percentile	76.5%	53.2%	94.8%	71.0%	94.8%
Term Structure	-1.0%	-3.7%	1.6%	1.4%	-3.7%
VWIV	22.2%	22.2%	22.2%	22.2%	22.2%
Skew 25d	3.7%	1.0%	7.0%	2.4%	3.8%
Skew 10d	4.8%	3.4%	10.2%	3.9%	4.8%
Call IV 25d	12.1%	10.5%	14.5%	12.2%	14.5%
Put IV 25d	15.8%	13.1%	19.2%	14.6%	18.4%
Bid-Ask Spread %	124.87	117.52	140.11	138.72	125.82
Gamma HHI	0.65	0.50	0.92	0.74	0.66
Net GEX	-327	-6.1K	3.4K	2.6K	-6.1K
Net DEX	-9.9K	-21.9K	12.8K	-15.6K	12.8K
Net VEX	-70	-106	-37	-50	-106
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	20.00	20.00	20.00	20.00	20.00
Total Volume	0.913	0	21	0	0
Total OI	18.391	7	27	7	25

Daily Data (23 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
2024-10-01	$119.16	$113.00	15.5%	4.4%	10.6%	25.3%	0.0%	2.4%	1.4%	2.6K	-15.6K	-50	0.00	138.72	N/A	N/A	0	0	3	4
2024-10-02	$119.14	$113.00	15.3%	4.4%	10.6%	24.7%	0.0%	2.9%	1.6%	2.6K	-15.1K	-48	0.00	140.11	N/A	N/A	0	0	3	4
2024-10-03	$118.55	$102.00	15.0%	4.8%	10.5%	23.1%	0.0%	6.9%	-1.1%	2.7K	-14.7K	-50	0.00	117.74	N/A	N/A	0	0	3	4
2024-10-04	$119.51	$102.00	13.8%	4.7%	9.4%	17.6%	0.0%	7.0%	-1.1%	2.9K	-16.8K	-45	0.00	118.70	N/A	N/A	0	0	3	4
2024-10-07	$118.51	$102.00	16.1%	4.9%	9.9%	28.1%	0.0%	6.8%	-1.1%	2.7K	-14.4K	-44	0.00	117.52	N/A	N/A	0	0	3	4
2024-10-08	$119.89	$102.00	15.6%	4.8%	10.5%	25.9%	0.0%	5.9%	-1.0%	3.2K	-17.7K	-42	0.00	118.30	N/A	N/A	0	0	3	4
2024-10-09	$120.64	$102.00	16.0%	4.6%	10.4%	27.6%	0.0%	4.8%	-0.4%	3.3K	-20.3K	-39	0.00	119.58	N/A	N/A	0	0	3	4
2024-10-10	$120.25	$102.00	16.5%	4.7%	10.0%	30.1%	0.0%	2.2%	-0.7%	3.3K	-19.8K	-39	0.00	121.86	N/A	N/A	0	0	3	4
2024-10-11	$121.10	$102.00	16.1%	4.6%	10.0%	28.4%	22.2%	5.1%	-0.8%	3.4K	-21.9K	-37	20.00	119.86	N/A	N/A	1	20	3	4
2024-10-14	$122.17	$112.00	15.8%	4.5%	10.4%	26.8%	0.0%	3.9%	-0.9%	-88	-18.1K	-82	0.00	123.03	N/A	N/A	0	0	3	24
2024-10-15	$121.08	$112.00	15.2%	4.4%	11.0%	24.2%	0.0%	1.0%	-0.1%	-986	-12.5K	-102	0.00	118.94	N/A	N/A	0	0	3	24
2024-10-16	$121.55	$112.00	15.9%	4.6%	11.0%	27.3%	0.0%	3.0%	-0.7%	-1.4K	-10.1K	-106	0.00	125.65	N/A	N/A	0	0	3	24
2024-10-17	$121.41	$112.00	15.5%	4.4%	9.6%	25.5%	0.0%	2.8%	-0.2%	-141	-15.6K	-83	0.00	126.68	N/A	N/A	0	0	3	24
2024-10-18	$121.58	$112.00	14.4%	4.1%	9.5%	20.5%	0.0%	2.5%	-0.3%	121	-16.3K	-75	0.00	128.43	N/A	N/A	0	0	3	24
2024-10-21	$121.03	$112.00	15.5%	4.4%	9.7%	25.3%	0.0%	2.6%	-2.3%	-1.9K	-6.6K	-77	0.00	125.90	N/A	N/A	0	0	2	23
2024-10-22	$120.92	$112.00	16.0%	4.6%	9.7%	28.0%	0.0%	2.5%	-1.1%	-2.5K	-3.6K	-83	0.00	128.55	N/A	N/A	0	0	2	23
2024-10-23	$119.91	$112.00	16.9%	4.9%	9.9%	32.3%	0.0%	2.5%	-1.9%	-4.2K	3.4K	-100	0.00	123.69	N/A	N/A	0	0	2	23
2024-10-24	$120.28	$112.00	17.3%	5.0%	9.7%	34.2%	0.0%	2.7%	-1.6%	-3.9K	2.3K	-100	0.00	128.16	N/A	N/A	0	0	2	23
2024-10-25	$120.26	$112.00	15.6%	4.5%	9.7%	26.0%	0.0%	3.5%	1.1%	-2.6K	-3.7K	-74	0.00	123.31	N/A	N/A	0	0	2	23
2024-10-28	$120.58	$112.00	16.6%	4.8%	9.7%	30.8%	0.0%	5.9%	-2.4%	-3.1K	-1.3K	-78	0.00	129.16	N/A	N/A	0	0	2	23
2024-10-29	$120.81	$112.00	17.8%	5.1%	9.4%	36.3%	0.0%	2.9%	-1.7%	-3.2K	-4.1K	-65	0.00	127.22	N/A	N/A	0	0	2	23
2024-10-30	$120.30	$112.00	20.5%	5.9%	9.6%	49.1%	0.0%	2.6%	-3.6%	-4.2K	3.2K	-84	0.00	125.03	N/A	N/A	0	0	2	23
2024-10-31	$118.63	$112.00	21.1%	6.0%	10.7%	52.1%	0.0%	3.8%	-3.7%	-6.1K	12.8K	-106	0.00	125.82	N/A	N/A	0	0	2	23