SUSA Options History — June 2025

In June 2025, SUSA traded between $121.91 and $126.67. ATM implied volatility averaged 16.8%, placing in the 13.8% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 4.5% (HV 20d: 12.3%). Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-06-03: Highest Volume — 1 contracts
  • 2025-06-18: Largest IV spike — 17.4% change
  • 2025-06-10: Highest IV Rank — 19.4%
  • 2025-06-18: Largest Expected Move — 5.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$123.81$121.91$126.67$122.28$126.67
ATM IV16.8%14.6%19.5%18.3%15.8%
Expected Move4.6%4.1%5.5%5.2%4.5%
HV 20d12.3%10.2%15.5%15.4%10.9%
HV 60d32.1%31.4%33.2%33.1%31.4%
IV Rank13.8%9.2%19.4%16.8%11.5%
IV Percentile61.7%40.9%75.8%73.0%54.0%
Term Structure0.1%-2.7%1.7%-0.9%-0.8%
Skew 25d5.5%1.0%12.3%3.2%6.7%
Skew 10d6.6%1.5%13.6%4.3%2.5%
Call IV 25d12.1%7.7%15.0%15.0%14.0%
Put IV 25d17.6%13.8%22.3%18.1%20.7%
Bid-Ask Spread %144.87130.42156.35138.68149.98
Gamma HHI1.001.001.001.001.00
Net GEX42605140497
Net DEX-5.3K-7.0K00-7.0K
Net VEX-29-3400-31
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.050100
Total OI0.90101

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$122.28$0.0018.3%5.2%15.4%16.8%0.0%3.2%-0.9%0000.00138.68N/AN/A0000
2025-06-03$123.30$0.0017.0%4.9%15.5%14.1%0.0%4.7%-0.4%0000.00135.00N/AN/A1000
2025-06-04$123.63$0.0017.9%5.1%15.0%16.0%0.0%3.7%-2.7%422-5.8K-330.00139.70N/AN/A0010
2025-06-05$123.36$0.0017.3%4.5%15.2%14.8%0.0%2.1%0.7%449-5.7K-330.00145.72N/AN/A0010
2025-06-06$124.14$0.0017.5%4.3%14.9%15.3%0.0%2.3%0.9%422-6.0K-340.00153.24N/AN/A0010
2025-06-09$124.05$0.0019.2%4.2%14.7%18.8%0.0%2.4%1.1%469-6.1K-330.00156.13N/AN/A0010
2025-06-10$124.17$0.0019.5%4.1%11.0%19.4%0.0%2.5%1.7%454-5.9K-330.00156.35N/AN/A0010
2025-06-11$123.91$0.0016.3%4.7%10.3%12.6%0.0%1.0%-0.6%466-6.1K-330.00137.20N/AN/A0010
2025-06-12$124.29$0.0016.2%4.6%10.2%12.5%0.0%10.9%-0.2%442-5.8K-330.00135.48N/AN/A0010
2025-06-13$122.39$0.0017.8%5.1%11.4%15.8%0.0%9.3%0.4%464-5.5K-320.00130.42N/AN/A0010
2025-06-16$123.58$0.0015.3%4.4%11.6%10.7%0.0%2.8%0.5%473-5.7K-320.00152.74N/AN/A0010
2025-06-17$122.64$0.0016.3%4.7%11.9%12.7%0.0%3.8%-0.1%479-5.5K-320.00155.33N/AN/A0010
2025-06-18$122.48$0.0019.1%5.5%11.9%18.6%0.0%3.9%-1.0%474-5.3K-320.00140.68N/AN/A0010
2025-06-20$121.91$0.0016.3%4.7%11.1%12.7%0.0%3.5%0.2%489-5.3K-310.00147.51N/AN/A0010
2025-06-23$123.01$0.0016.1%4.6%11.6%12.3%0.0%9.6%0.6%472-5.1K-300.00133.36N/AN/A0010
2025-06-24$124.86$0.0014.6%4.2%12.1%9.2%0.0%11.7%1.3%510-5.9K-320.00145.67N/AN/A0010
2025-06-25$124.63$0.0015.0%4.3%10.7%9.9%0.0%11.6%0.6%508-6.3K-320.00146.14N/AN/A0010
2025-06-26$125.24$0.0016.2%4.6%10.6%12.5%0.0%12.3%1.4%514-6.3K-320.00149.86N/AN/A0010
2025-06-27$125.63$0.0014.7%4.2%10.6%9.4%0.0%1.4%-0.5%506-6.7K-310.00148.16N/AN/A0010
2025-06-30$126.67$0.0015.8%4.5%10.9%11.5%0.0%6.7%-0.8%497-7.0K-310.00149.98N/AN/A0010