SUSL Options History — August 2019 In August 2019, SUSL traded between $49.26 and $51.12. ATM implied volatility averaged 61.9%. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 40.7% (HV 20d: 21.3%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2019-08-14 : Largest IV drop — 70.5% change2019-08-02 : Largest Expected Move — 18.1%Monthly Statistics Metric Avg Min Max Open Close Price $50.20 $49.26 $51.12 $51.12 $50.70 ATM IV 61.9% 39.3% 136.1% 60.7% 51.4% Expected Move 12.5% 10.3% 18.1% 17.4% 14.8% HV 20d 21.3% 19.9% 22.1% 21.2% 21.9% Term Structure -17.0% -30.5% -11.5% -27.3% -18.4% Skew 25d 2.6% 0.7% 8.1% 8.1% 3.9% Skew 10d 9.1% 1.6% 20.8% 20.8% 14.2% Call IV 25d 59.4% 47.5% 84.4% 78.9% 68.6% Put IV 25d 62.0% 50.0% 89.1% 87.0% 72.5% Bid-Ask Spread % 177.81 133.79 200.00 177.88 180.30 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (22 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 2019-08-01 $51.12 $0.00 60.7% 17.4% 0.0% 0.0% 0.0% 8.1% -27.3% 0 0 0 0.00 177.88 N/A N/A 0 0 0 0 2019-08-02 $50.65 $0.00 63.0% 18.1% 0.0% 0.0% 0.0% 4.6% -30.5% 0 0 0 0.00 178.59 N/A N/A 0 0 0 0 2019-08-05 $49.26 $0.00 73.6% 10.3% 0.0% 0.0% 0.0% 0.7% -15.0% 0 0 0 0.00 177.07 N/A N/A 0 0 0 0 2019-08-06 $49.72 $0.00 76.0% 10.3% 0.0% 0.0% 0.0% 0.8% -15.9% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-08-07 $49.89 $0.00 80.0% 10.4% 0.0% 0.0% 0.0% 1.0% -16.0% 0 0 0 0.00 178.93 N/A N/A 0 0 0 0 2019-08-08 $50.80 $0.00 83.3% 10.3% 0.0% 0.0% 0.0% 4.5% -16.2% 0 0 0 0.00 178.59 N/A N/A 0 0 0 0 2019-08-09 $50.69 $0.00 89.1% 10.4% 0.0% 0.0% 0.0% 2.9% -16.7% 0 0 0 0.00 178.59 N/A N/A 0 0 0 0 2019-08-12 $49.90 $0.00 120.0% 11.0% 0.0% 0.0% 0.0% 1.0% -17.9% 0 0 0 0.00 179.35 N/A N/A 0 0 0 0 2019-08-13 $50.53 $0.00 136.1% 11.0% 0.0% 0.0% 0.0% 2.7% -18.6% 0 0 0 0.00 178.59 N/A N/A 0 0 0 0 2019-08-14 $49.28 $0.00 40.1% 11.5% 0.0% 0.0% 0.0% 0.8% -18.3% 0 0 0 0.00 178.93 N/A N/A 0 0 0 0 2019-08-15 $49.38 $0.00 40.6% 11.6% 0.0% 0.0% 0.0% 0.8% -18.6% 0 0 0 0.00 177.92 N/A N/A 0 0 0 0 2019-08-16 $50.03 $0.00 40.6% 11.6% 21.2% 0.0% 0.0% 1.4% -19.4% 0 0 0 0.00 178.93 N/A N/A 0 0 0 0 2019-08-19 $50.70 $0.00 41.7% 12.0% 21.5% 0.0% 0.0% 3.3% -11.7% 0 0 0 0.00 178.93 N/A N/A 0 0 0 0 2019-08-20 $50.38 $0.00 42.9% 12.3% 20.9% 0.0% 0.0% 2.4% -11.5% 0 0 0 0.00 180.25 N/A N/A 0 0 0 0 2019-08-21 $50.68 $0.00 43.1% 12.3% 20.5% 0.0% 0.0% 3.4% -12.6% 0 0 0 0.00 178.59 N/A N/A 0 0 0 0 2019-08-22 $50.72 $0.00 43.8% 12.6% 19.9% 0.0% 0.0% 3.5% -13.0% 0 0 0 0.00 178.59 N/A N/A 0 0 0 0 2019-08-23 $49.40 $0.00 39.3% 11.3% 21.3% 0.0% 0.0% 0.0% -11.7% 0 0 0 0.00 133.79 N/A N/A 0 0 0 0 2019-08-26 $49.72 $0.00 48.1% 13.8% 21.5% 0.0% 0.0% 0.9% -15.6% 0 0 0 0.00 178.93 N/A N/A 0 0 0 0 2019-08-27 $49.88 $0.00 49.0% 14.1% 21.6% 0.0% 0.0% 1.0% -16.0% 0 0 0 0.00 179.35 N/A N/A 0 0 0 0 2019-08-28 $50.11 $0.00 50.0% 14.3% 21.7% 0.0% 0.0% 1.8% -16.4% 0 0 0 0.00 181.06 N/A N/A 0 0 0 0 2019-08-29 $50.77 $0.00 50.2% 14.4% 22.1% 0.0% 0.0% 4.1% -17.4% 0 0 0 0.00 178.59 N/A N/A 0 0 0 0 2019-08-30 $50.70 $0.00 51.4% 14.8% 21.9% 0.0% 0.0% 3.9% -18.4% 0 0 0 0.00 180.30 N/A N/A 0 0 0 0
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