SUSL Options History — July 2019

In July 2019, SUSL traded between $51.53 and $52.08. ATM implied volatility averaged 54.6%. The 30-day expected move averaged 15.7%. Net GEX was positive for 0 of 4 trading days. Term structure was in contango for 0 of 4 days.

Notable Days

  • 2019-07-29: Largest IV spike — 8.1% change
  • 2019-07-31: Largest Expected Move — 16.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.88$51.53$52.08$52.08$51.53
ATM IV54.6%50.3%57.9%50.3%57.9%
Expected Move15.7%14.4%16.6%14.4%16.6%
Term Structure-23.4%-26.8%-19.5%-19.5%-26.8%
Skew 25d10.0%9.5%10.5%9.8%9.5%
Skew 10d25.8%24.0%27.3%25.6%24.0%
Call IV 25d68.3%61.9%74.1%61.9%74.1%
Put IV 25d78.3%71.8%83.6%71.8%83.6%
Bid-Ask Spread %177.87177.87177.88177.87177.88
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (4 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-07-26$52.08$0.0050.3%14.4%0.0%0.0%0.0%9.8%-19.5%0000.00177.87N/AN/A0000
2019-07-29$52.05$0.0054.4%15.6%0.0%0.0%0.0%10.5%-22.8%0000.00177.87N/AN/A0000
2019-07-30$51.87$0.0056.0%16.1%0.0%0.0%0.0%10.2%-24.5%0000.00177.87N/AN/A0000
2019-07-31$51.53$0.0057.9%16.6%0.0%0.0%0.0%9.5%-26.8%0000.00177.88N/AN/A0000