SUSA Options History — March 2026

In March 2026, SUSA traded between $128.38 and $139.93. ATM implied volatility averaged 21.2%, placing in the 22.9% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 6.6% (HV 20d: 14.5%). Net GEX was positive for 0 of 18 trading days. Term structure was in contango for 5 of 18 days.

Notable Days

  • 2026-03-09: Largest IV drop — 23.5% change
  • 2026-03-30: Highest IV Rank — 36.0%
  • 2026-03-30: Largest Expected Move — 7.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$135.49$128.38$139.93$139.93$132.16
ATM IV21.2%17.7%27.4%18.4%21.9%
Expected Move5.8%5.1%7.9%5.3%6.3%
HV 20d14.5%12.1%20.6%16.6%20.6%
HV 60d13.8%13.0%16.8%13.0%16.8%
IV Rank22.9%15.6%36.0%17.0%24.4%
IV Percentile82.3%67.5%94.4%73.8%83.7%
Term Structure-0.7%-4.2%1.9%-4.2%-0.1%
Skew 25d8.5%3.7%13.5%5.1%7.3%
Skew 10d8.0%4.0%11.4%5.0%4.0%
Call IV 25d13.8%10.2%17.5%13.4%15.5%
Put IV 25d22.3%16.5%27.3%18.5%22.7%
Bid-Ask Spread %108.4570.75154.31146.9278.12
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (18 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-03-02$139.93$0.0018.4%5.3%16.6%17.0%0.0%5.1%-4.2%0000.00146.92N/AN/A0000
2026-03-03$138.60$0.0017.7%5.1%16.7%15.6%0.0%9.5%-0.5%0000.00138.04N/AN/A0000
2026-03-04$139.44$0.0018.5%5.3%16.0%17.3%0.0%4.5%-1.6%0000.00154.31N/AN/A0000
2026-03-05$138.23$0.0021.2%5.4%16.3%22.9%0.0%8.6%-0.3%0000.00124.69N/AN/A0000
2026-03-06$136.87$0.0023.6%6.1%15.4%27.9%0.0%11.3%-0.8%0000.00122.24N/AN/A0000
2026-03-09$137.72$0.0018.0%5.3%12.3%16.3%0.0%13.5%0.6%0000.00115.92N/AN/A0000
2026-03-10$137.57$0.0020.3%5.3%12.1%21.0%0.0%3.7%0.1%0000.00131.81N/AN/A0000
2026-03-11$137.09$0.0019.6%5.6%12.1%19.6%0.0%8.9%0.3%0000.00129.45N/AN/A0000
2026-03-12$134.92$0.0022.1%0.0%13.1%24.9%0.0%6.8%-1.4%0000.00101.56N/AN/A0000
2026-03-13$133.81$0.0022.2%0.0%12.2%25.0%0.0%6.7%-1.1%0000.0080.28N/AN/A0000
2026-03-17$135.69$0.0018.8%5.3%13.4%17.9%0.0%4.7%0.1%0000.0099.86N/AN/A0000
2026-03-18$133.91$0.0022.4%5.2%14.0%25.5%0.0%13.2%1.9%0000.00109.76N/AN/A0000
2026-03-19$133.88$0.0021.7%6.2%13.7%24.0%0.0%10.7%-0.5%0000.0081.76N/AN/A0000
2026-03-23$134.13$0.0021.8%6.3%13.8%24.2%0.0%9.9%-0.8%0000.0089.04N/AN/A0000
2026-03-24$133.19$0.0023.1%6.6%13.4%27.0%0.0%10.0%-1.0%0000.0085.98N/AN/A0000
2026-03-25$133.32$0.0022.2%6.4%12.8%25.1%0.0%8.6%-1.1%0000.0091.71N/AN/A0000
2026-03-30$128.38$0.0027.4%7.9%17.3%36.0%0.0%9.8%-2.1%0000.0070.75N/AN/A0000
2026-03-31$132.16$0.0021.9%6.3%20.6%24.4%0.0%7.3%-0.1%0000.0078.12N/AN/A0000