SUSA Options History — November 2024 In November 2024, SUSA traded between $118.66 and $125.89. ATM implied volatility averaged 15.1%, placing in the 23.6% IV rank vs the trailing year. The 30-day expected move averaged 3.8%. IV traded above realized volatility by 2.5% (HV 20d: 12.6%). Max pain ranged from $112.00 to $122.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-13 : Highest Volume — 2 contracts2024-11-13 : Largest IV drop — 43.4% change2024-11-04 : Highest IV Rank — 62.2%2024-11-01 : Largest Expected Move — 5.7%Monthly Statistics Metric Avg Min Max Open Close Price $123.29 $118.66 $125.89 $118.66 $125.89 Max Pain $119.50 $112.00 $122.00 $112.00 $122.00 ATM IV 15.1% 11.4% 23.2% 20.0% 11.7% Expected Move 3.8% 3.3% 5.7% 5.7% 3.4% HV 20d 12.6% 9.6% 13.8% 10.3% 12.6% HV 60d 11.8% 11.2% 12.1% 11.5% 11.3% IV Rank 23.6% 5.8% 62.2% 46.7% 7.4% IV Percentile 51.5% 9.5% 95.6% 93.7% 15.9% Term Structure -0.2% -3.0% 1.1% -3.0% -0.4% VWIV 11.2% 11.2% 11.2% 11.2% 11.2% Skew 25d 2.5% 0.8% 7.3% 3.5% 2.5% Skew 10d 4.6% 1.5% 10.2% 4.5% 3.6% Call IV 25d 10.6% 9.1% 15.1% 15.1% 9.8% Put IV 25d 13.1% 11.4% 19.1% 18.6% 12.3% Bid-Ask Spread % 142.08 122.54 153.74 129.02 153.61 Gamma HHI 0.77 0.51 1.00 0.64 1.00 Net GEX -1.1K -6.9K 1.5K -5.6K -1.0K Net DEX -3.4K -22.8K 16.2K 9.1K 2.0K Net VEX -23 -102 -6 -93 -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 0.2 0 2 1 0 Total OI 14.55 1 26 25 1
Daily Data (20 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 2024-11-01 $118.66 $112.00 20.0% 5.7% 10.3% 46.7% 0.0% 3.5% -3.0% -5.6K 9.1K -93 0.00 129.02 N/A N/A 0 1 2 23 2024-11-04 $118.66 $117.00 23.2% 5.0% 9.9% 62.2% 0.0% 7.3% -1.0% -6.9K 16.2K -102 0.00 122.54 N/A N/A 0 0 2 24 2024-11-05 $119.81 $117.00 21.3% 4.7% 9.6% 53.1% 0.0% 6.5% -0.8% -5.5K 734 -58 0.00 126.76 N/A N/A 0 0 2 24 2024-11-06 $122.59 $117.00 15.2% 3.7% 12.4% 24.1% 0.0% 0.8% -0.4% 1.5K -16.9K -24 0.00 139.32 N/A N/A 0 0 2 24 2024-11-07 $123.87 $117.00 15.2% 3.6% 12.8% 23.9% 0.0% 1.4% 0.3% 1.1K -21.0K -14 0.00 141.98 N/A N/A 0 0 2 24 2024-11-08 $124.38 $117.00 15.4% 3.6% 12.7% 24.9% 0.0% 2.3% 0.5% 903 -22.2K -10 0.00 141.06 N/A N/A 0 0 2 24 2024-11-11 $124.97 $117.00 20.5% 3.7% 12.4% 49.4% 0.0% 1.8% 0.1% 674 -22.8K -8 0.00 145.15 N/A N/A 0 0 2 24 2024-11-12 $124.49 $117.00 21.0% 3.6% 12.0% 51.4% 0.0% 2.0% 0.9% 697 -22.8K -8 0.00 140.61 N/A N/A 1 0 2 24 2024-11-13 $124.63 $117.00 11.9% 3.4% 12.0% 8.2% 11.2% 1.5% 1.1% 122 -11.2K -6 0.00 145.63 N/A N/A 0 2 1 24 2024-11-14 $123.59 $122.00 11.7% 3.3% 12.4% 7.2% 0.0% 2.2% -0.1% -266 -7.7K -14 0.00 145.54 N/A N/A 0 0 1 24 2024-11-15 $121.82 $122.00 13.0% 3.7% 13.6% 13.7% 0.0% 1.7% 0.3% 609 -4.1K -15 0.00 142.25 N/A N/A 0 0 1 24 2024-11-18 $122.55 $122.00 12.9% 3.7% 13.6% 13.1% 0.0% 2.1% 0.2% -1.2K 5.4K -14 0.00 145.18 N/A N/A 0 0 0 1 2024-11-19 $122.68 $122.00 13.4% 3.8% 13.6% 15.5% 0.0% 2.3% 0.0% -1.2K 5.5K -14 0.00 140.02 N/A N/A 0 0 0 1 2024-11-20 $122.80 $122.00 14.1% 4.1% 13.1% 19.0% 0.0% 2.2% 0.1% -1.2K 5.4K -14 0.00 141.77 N/A N/A 0 0 0 1 2024-11-21 $124.31 $122.00 13.6% 3.9% 13.7% 16.5% 0.0% 2.4% -0.1% -1.3K 4.0K -12 0.00 140.12 N/A N/A 0 0 0 1 2024-11-22 $124.57 $122.00 12.6% 3.6% 13.7% 11.8% 0.0% 2.1% -0.1% -1.0K 3.6K -12 0.00 148.72 N/A N/A 0 0 0 1 2024-11-25 $125.11 $122.00 12.6% 3.6% 13.7% 11.6% 0.0% 1.7% -1.7% -1.0K 3.2K -10 0.00 146.68 N/A N/A 0 0 0 1 2024-11-26 $125.59 $122.00 11.4% 3.3% 13.7% 5.8% 0.0% 2.4% -0.0% -1.0K 2.4K -9 0.00 153.74 N/A N/A 0 0 0 1 2024-11-27 $124.93 $122.00 11.6% 3.3% 13.8% 7.0% 0.0% 1.0% -0.2% -1.2K 3.0K -9 0.00 151.90 N/A N/A 0 0 0 1 2024-11-29 $125.89 $122.00 11.7% 3.4% 12.6% 7.4% 0.0% 2.5% -0.4% -1.0K 2.0K -7 0.00 153.61 N/A N/A 0 0 0 1
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