SUSA Options History — December 2024 In December 2024, SUSA traded between $121.55 and $126.94. ATM implied volatility averaged 12.8%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 3.5%. IV traded above realized volatility by 0.8% (HV 20d: 12.0%). Max pain ranged from $122.00 to $122.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 13 of 21 days.
Notable Days 2024-12-18 : Highest Volume — 2 contracts2024-12-18 : Largest IV spike — 35.8% change2024-12-19 : Highest IV Rank — 28.3%2024-12-19 : Largest Expected Move — 4.6%Monthly Statistics Metric Avg Min Max Open Close Price $124.76 $121.55 $126.94 $126.01 $121.57 Max Pain $122.00 $122.00 $122.00 $122.00 $122.00 ATM IV 12.8% 10.3% 16.2% 12.4% 13.9% Expected Move 3.5% 2.9% 4.6% 3.6% 4.0% HV 20d 12.0% 7.8% 14.9% 12.6% 14.7% HV 60d 11.5% 10.5% 12.9% 10.9% 12.9% IV Rank 12.4% 0.6% 28.3% 10.9% 17.2% IV Percentile 34.7% 0.4% 82.5% 28.2% 54.0% Term Structure 0.4% -1.8% 1.9% -1.5% -0.1% VWIV 15.3% 15.3% 15.3% 15.3% 15.3% Skew 25d 2.5% 0.8% 9.0% 1.5% 2.9% Skew 10d 3.6% 2.2% 12.4% 4.0% 2.5% Call IV 25d 10.2% 8.8% 13.1% 11.0% 11.1% Put IV 25d 12.7% 10.6% 20.3% 12.4% 14.0% Bid-Ask Spread % 145.34 122.10 156.56 155.10 144.80 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -1.1K -1.9K -132 -998 -1.6K Net DEX 2.9K 0 6.4K 2.1K 5.8K Net VEX -7 -14 0 -7 -10 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.095 0 2 0 0 Total OI 1 1 1 1 1
Daily Data (21 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 2024-12-02 $126.01 $122.00 12.4% 3.6% 12.6% 10.9% 0.0% 1.5% -1.5% -998 2.1K -7 0.00 155.10 N/A N/A 0 0 0 1 2024-12-03 $125.94 $122.00 12.4% 3.6% 12.6% 10.9% 0.0% 1.8% -1.8% -1.1K 1.7K -6 0.00 156.56 N/A N/A 0 0 0 1 2024-12-04 $126.94 $122.00 12.3% 3.5% 12.5% 10.0% 0.0% 2.7% -1.1% -805 713 -3 0.00 151.90 N/A N/A 0 0 0 1 2024-12-05 $126.66 $0.00 12.7% 3.0% 10.1% 12.4% 0.0% 1.5% 1.2% -902 1.1K -4 0.00 147.59 N/A N/A 0 0 0 1 2024-12-06 $126.71 $0.00 12.6% 3.0% 9.6% 11.5% 0.0% 1.5% 1.6% -900 788 -3 0.00 147.74 N/A N/A 0 0 0 1 2024-12-09 $126.05 $0.00 13.6% 3.3% 9.7% 16.6% 0.0% 0.8% -0.7% -903 2.2K -5 0.00 146.63 N/A N/A 0 0 0 1 2024-12-10 $125.46 $0.00 14.5% 3.3% 9.8% 20.7% 0.0% 1.3% -0.7% -1.1K 2.4K -6 0.00 147.89 N/A N/A 0 0 0 1 2024-12-11 $126.59 $0.00 10.3% 2.9% 10.1% 0.6% 0.0% 1.6% 1.4% -948 1.9K -5 0.00 150.30 N/A N/A 0 0 0 1 2024-12-12 $126.14 $0.00 10.8% 3.1% 10.3% 3.1% 0.0% 1.3% 1.0% -1.1K 2.0K -4 0.00 151.77 N/A N/A 0 0 0 1 2024-12-13 $126.06 $0.00 11.0% 3.1% 9.7% 4.0% 0.0% 1.6% 0.6% -1.1K 2.0K -4 0.00 146.63 N/A N/A 0 0 0 1 2024-12-16 $126.50 $0.00 11.1% 3.2% 7.8% 3.9% 0.0% 1.9% 1.4% -132 0 0 0.00 150.49 N/A N/A 0 0 0 1 2024-12-17 $125.48 $0.00 11.3% 3.2% 8.4% 5.0% 0.0% 1.8% 1.9% -1.0K 1.5K -2 0.00 146.97 N/A N/A 0 0 0 1 2024-12-18 $121.72 $0.00 15.3% 4.4% 14.0% 24.3% 15.3% 7.2% 0.6% -1.9K 6.4K -4 0.00 122.10 N/A N/A 0 2 0 1 2024-12-19 $121.55 $122.00 16.2% 4.6% 14.0% 28.3% 0.0% 1.7% -0.2% -1.1K 5.5K -14 0.00 129.53 N/A N/A 0 0 0 1 2024-12-20 $122.83 $122.00 13.2% 3.8% 13.8% 13.9% 0.0% 9.0% 0.9% -1.2K 4.7K -13 0.00 133.96 N/A N/A 0 0 0 1 2024-12-23 $123.30 $122.00 14.8% 4.2% 13.9% 21.7% 0.0% 2.1% -0.2% -1.2K 5.0K -12 0.00 138.07 N/A N/A 0 0 0 1 2024-12-24 $124.27 $122.00 12.0% 3.4% 14.1% 8.4% 0.0% 2.0% 1.2% -1.3K 3.4K -11 0.00 148.11 N/A N/A 0 0 0 1 2024-12-26 $124.77 $122.00 11.4% 3.3% 14.1% 5.5% 0.0% 3.6% 1.1% -1.1K 2.6K -9 0.00 150.31 N/A N/A 0 0 0 1 2024-12-27 $122.98 $122.00 12.5% 3.6% 14.9% 10.8% 0.0% 2.6% 1.0% -1.4K 4.1K -11 0.00 142.27 N/A N/A 0 0 0 1 2024-12-30 $122.36 $122.00 14.7% 4.2% 14.6% 21.0% 0.0% 2.4% 0.2% -1.5K 5.7K -11 0.00 143.34 N/A N/A 0 0 0 1 2024-12-31 $121.57 $122.00 13.9% 4.0% 14.7% 17.2% 0.0% 2.9% -0.1% -1.6K 5.8K -10 0.00 144.80 N/A N/A 0 0 0 1
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