SUSA Options History — February 2025 In February 2025, SUSA traded between $120.73 and $125.62. ATM implied volatility averaged 14.3%, placing in the 19.5% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 3.1% (HV 20d: 11.2%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 13 of 19 days.
Notable Days 2025-02-19 : Highest Volume — 2 contracts2025-02-24 : Largest IV spike — 20.7% change2025-02-28 : Highest IV Rank — 50.8%2025-02-28 : Largest Expected Move — 6.0%Monthly Statistics Metric Avg Min Max Open Close Price $123.78 $120.73 $125.62 $123.75 $121.47 ATM IV 14.3% 11.5% 20.9% 14.8% 20.9% Expected Move 4.0% 3.3% 6.0% 4.2% 6.0% HV 20d 11.2% 9.5% 13.7% 13.7% 10.8% HV 60d 12.9% 12.5% 13.8% 13.8% 13.1% IV Rank 19.5% 5.9% 50.8% 21.7% 50.8% IV Percentile 51.8% 10.3% 92.9% 64.3% 92.9% Term Structure -0.3% -8.9% 1.8% 0.4% -8.9% Skew 25d 2.7% -2.4% 7.1% 3.3% -2.4% Skew 10d 2.8% -8.8% 8.5% 2.5% -8.8% Call IV 25d 11.4% 9.3% 31.0% 11.0% 31.0% Put IV 25d 14.1% 10.9% 28.6% 14.2% 28.6% Bid-Ask Spread % 139.54 126.92 156.21 126.92 156.21 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -556 -1.6K 0 0 -1.3K Net DEX 4.9K 0 14.9K 0 14.9K Net VEX -17 -47 0 0 -42 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.105 0 2 0 0 Total OI 0.737 0 2 0 2
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 2025-02-03 $123.75 $0.00 14.8% 4.2% 13.7% 21.7% 0.0% 3.3% 0.4% 0 0 0 0.00 126.92 N/A N/A 0 0 0 0 2025-02-04 $123.94 $0.00 14.2% 4.1% 13.1% 18.7% 0.0% 2.7% -0.3% 0 0 0 0.00 132.73 N/A N/A 0 0 0 0 2025-02-05 $124.58 $0.00 12.5% 3.6% 13.2% 10.9% 0.0% 4.2% 1.8% 0 0 0 0.00 128.57 N/A N/A 0 0 0 0 2025-02-06 $124.48 $0.00 13.2% 3.7% 12.6% 14.1% 0.0% 2.5% 0.9% 0 0 0 0.00 138.02 N/A N/A 0 0 0 0 2025-02-07 $123.46 $0.00 13.4% 3.7% 13.0% 15.1% 0.0% 0.4% 0.0% 0 0 0 0.00 133.90 N/A N/A 0 0 0 0 2025-02-10 $124.24 $0.00 15.0% 3.7% 11.7% 22.9% 0.0% 2.6% 0.7% 0 0 0 0.00 145.02 N/A N/A 0 0 0 0 2025-02-11 $124.29 $0.00 15.0% 3.7% 11.7% 22.8% 0.0% 2.7% 0.9% 0 0 0 0.00 145.33 N/A N/A 0 0 0 0 2025-02-12 $123.78 $0.00 13.0% 3.7% 11.8% 13.2% 0.0% 2.6% 0.8% 0 0 0 0.00 139.66 N/A N/A 0 0 0 0 2025-02-13 $125.09 $0.00 12.6% 3.6% 10.2% 11.3% 0.0% 2.4% 0.4% 0 0 0 0.00 139.16 N/A N/A 0 0 0 0 2025-02-14 $124.88 $0.00 12.1% 3.5% 10.3% 8.9% 0.0% 2.6% 1.1% 0 0 0 0.00 148.46 N/A N/A 0 0 0 0 2025-02-18 $125.27 $0.00 12.3% 3.5% 10.0% 10.0% 0.0% 2.3% 1.2% 0 0 0 0.00 147.70 N/A N/A 0 0 0 0 2025-02-19 $125.62 $0.00 11.5% 3.3% 9.6% 5.9% 0.0% 2.5% 1.5% 0 0 0 0.00 147.54 N/A N/A 0 2 0 0 2025-02-20 $125.26 $0.00 12.4% 3.5% 9.5% 10.1% 0.0% 3.1% 0.6% -1.5K 11.0K -47 0.00 144.92 N/A N/A 0 0 0 2 2025-02-21 $123.27 $0.00 12.8% 3.7% 11.0% 12.3% 0.0% 3.0% 1.2% -1.6K 11.9K -47 0.00 137.26 N/A N/A 0 0 0 2 2025-02-24 $123.00 $0.00 15.5% 4.4% 11.0% 24.9% 0.0% 3.0% -1.0% -1.6K 13.1K -46 0.00 139.35 N/A N/A 0 0 0 2 2025-02-25 $122.19 $0.00 17.1% 4.9% 10.1% 32.8% 0.0% 3.2% -1.5% -1.5K 14.1K -45 0.00 135.19 N/A N/A 0 0 0 2 2025-02-26 $122.59 $0.00 16.5% 4.7% 9.5% 29.8% 0.0% 3.0% -1.9% -1.5K 13.8K -44 0.00 137.15 N/A N/A 0 0 0 2 2025-02-27 $120.73 $0.00 17.4% 5.0% 10.6% 34.1% 0.0% 7.1% -3.2% -1.5K 14.8K -43 0.00 128.24 N/A N/A 0 0 0 2 2025-02-28 $121.47 $0.00 20.9% 6.0% 10.8% 50.8% 0.0% -2.4% -8.9% -1.3K 14.9K -42 0.00 156.21 N/A N/A 0 0 0 2
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