SUSL Options History — September 2019

In September 2019, SUSL traded between $50.44 and $52.08. ATM implied volatility averaged 49.3%. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 34.0% (HV 20d: 15.4%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.

Notable Days

  • 2019-09-11: Largest IV drop — 48.7% change
  • 2019-09-04: Largest Expected Move — 16.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.58$50.44$52.08$50.44$51.47
ATM IV49.3%38.0%74.1%57.9%55.1%
Expected Move12.8%10.1%16.9%16.6%15.8%
HV 20d15.4%11.2%19.9%19.4%11.2%
Term Structure-17.3%-23.7%-13.5%-21.4%-19.8%
Skew 25d32.2%3.3%62.6%3.3%62.6%
Skew 10d35.5%13.2%63.7%13.2%63.7%
Call IV 25d32.3%8.2%98.4%77.7%11.7%
Put IV 25d64.5%49.3%107.7%81.0%74.3%
Bid-Ask Spread %191.65180.25200.00180.25195.24
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-09-03$50.44$0.0057.9%16.6%19.4%0.0%0.0%3.3%-21.4%0000.00180.25N/AN/A0000
2019-09-04$50.93$0.0058.9%16.9%19.4%0.0%0.0%5.3%-23.7%0000.00180.30N/AN/A0000
2019-09-05$51.63$0.0059.7%10.1%19.9%0.0%0.0%13.2%-13.5%0000.00189.17N/AN/A0000
2019-09-06$51.70$0.0061.8%10.2%18.9%0.0%0.0%39.0%-13.7%0000.00190.97N/AN/A0000
2019-09-10$51.27$0.0074.1%10.9%19.2%0.0%0.0%40.9%-14.5%0000.00195.24N/AN/A0000
2019-09-11$51.60$0.0038.0%10.9%18.3%0.0%0.0%9.3%-15.7%0000.00200.00N/AN/A0000
2019-09-12$52.08$0.0038.4%11.0%18.0%0.0%0.0%13.1%-15.3%0000.00190.97N/AN/A0000
2019-09-13$52.01$0.0039.0%11.2%15.2%0.0%0.0%12.5%-15.9%0000.00190.97N/AN/A0000
2019-09-16$51.79$0.0040.9%11.7%15.4%0.0%0.0%47.3%-17.7%0000.00190.97N/AN/A0000
2019-09-17$51.97$0.0041.5%11.9%14.8%0.0%0.0%13.8%-17.9%0000.00190.97N/AN/A0000
2019-09-18$51.97$0.0042.1%12.1%14.2%0.0%0.0%13.3%-18.5%0000.00190.97N/AN/A0000
2019-09-19$52.05$0.0042.8%12.3%13.9%0.0%0.0%13.8%-18.9%0000.00190.97N/AN/A0000
2019-09-20$51.78$0.0043.7%12.5%14.0%0.0%0.0%50.5%-20.1%0000.00190.97N/AN/A0000
2019-09-23$51.89$0.0046.2%13.2%14.0%0.0%0.0%54.6%-14.8%0000.00192.46N/AN/A0000
2019-09-24$51.15$0.0047.9%13.7%11.3%0.0%0.0%52.5%-15.3%0000.00195.24N/AN/A0000
2019-09-25$51.54$0.0048.3%13.8%11.4%0.0%0.0%55.1%-16.7%0000.00195.24N/AN/A0000
2019-09-26$51.56$0.0049.3%14.1%11.4%0.0%0.0%56.3%-17.5%0000.00195.24N/AN/A0000
2019-09-27$51.13$0.0051.3%14.7%11.8%0.0%0.0%55.9%-17.6%0000.00195.24N/AN/A0000
2019-09-30$51.47$0.0055.1%15.8%11.2%0.0%0.0%62.6%-19.8%0000.00195.24N/AN/A0000