SUSL Options History — October 2019

In October 2019, SUSL traded between $49.92 and $52.59. ATM implied volatility averaged 48.5%. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 34.4% (HV 20d: 14.1%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.

Notable Days

  • 2019-10-08: Largest IV spike — 274.2% change
  • 2019-10-02: Largest Expected Move — 17.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.36$49.92$52.59$50.85$52.28
ATM IV48.5%20.3%75.8%57.1%59.3%
Expected Move12.7%5.8%17.2%16.4%17.0%
HV 20d14.1%11.0%15.3%12.1%11.0%
HV 60d16.6%15.0%17.2%16.7%15.0%
Term Structure-16.2%-26.2%-8.5%-22.5%-26.2%
Skew 25d12.8%-6.8%54.9%7.6%12.3%
Skew 10d12.8%-6.8%54.9%7.6%12.3%
Call IV 25d46.2%10.8%74.8%67.2%67.6%
Put IV 25d59.1%41.4%79.9%74.8%79.9%
Bid-Ask Spread %189.61122.86200.00195.24195.24
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$50.85$0.0057.1%16.4%12.1%0.0%0.0%7.6%-22.5%0000.00195.24N/AN/A0000
2019-10-02$49.92$0.0060.0%17.2%13.6%0.0%0.0%-2.1%-24.2%0000.00197.22N/AN/A0000
2019-10-03$50.17$0.0061.8%10.5%13.3%0.0%0.0%-5.7%-9.3%0000.00190.97N/AN/A0000
2019-10-04$50.93$0.0062.9%10.4%13.5%0.0%0.0%28.1%-9.7%0000.00195.24N/AN/A0000
2019-10-07$50.83$0.0020.3%5.8%13.5%0.0%0.0%0.0%0.0%0000.00122.86N/AN/A0000
2019-10-08$50.08$0.0075.8%11.1%14.1%0.0%0.0%-6.8%-10.9%0000.00190.97N/AN/A0000
2019-10-09$50.45$0.0039.2%11.2%14.2%0.0%0.0%-4.3%-10.7%0000.00195.24N/AN/A0000
2019-10-10$50.72$0.0039.3%11.3%13.9%0.0%0.0%-2.5%-11.7%0000.00195.24N/AN/A0000
2019-10-11$51.44$0.0039.5%11.3%14.9%0.0%0.0%37.2%-11.2%0000.00197.22N/AN/A0000
2019-10-14$51.20$0.0041.5%11.9%14.9%0.0%0.0%0.8%-12.7%0000.00197.22N/AN/A0000
2019-10-15$51.68$0.0041.5%11.9%15.3%0.0%0.0%42.9%-13.6%0000.00200.00N/AN/A0000
2019-10-17$51.69$0.0042.9%12.3%15.3%0.0%0.0%44.4%-14.6%0000.00197.22N/AN/A0000
2019-10-18$51.54$0.0043.7%12.5%15.3%0.0%0.0%3.5%-15.3%0000.00197.22N/AN/A0000
2019-10-21$51.71$0.0046.2%13.2%15.3%0.0%0.0%5.1%-17.0%0000.00197.22N/AN/A0000
2019-10-22$51.55$0.0047.2%13.5%15.3%0.0%0.0%3.8%-18.0%0000.00197.22N/AN/A0000
2019-10-23$51.59$0.0048.2%13.8%14.3%0.0%0.0%4.2%-18.7%0000.00200.00N/AN/A0000
2019-10-24$51.83$0.0049.2%14.1%14.2%0.0%0.0%6.4%-19.1%0000.00197.22N/AN/A0000
2019-10-25$52.08$0.0050.3%14.4%14.3%0.0%0.0%54.9%-19.4%0000.00197.22N/AN/A0000
2019-10-28$52.37$0.0054.1%15.5%14.0%0.0%0.0%12.2%-21.8%0000.00195.24N/AN/A0000
2019-10-29$52.36$0.0029.9%8.6%13.8%0.0%0.0%0.0%-8.5%0000.00125.00N/AN/A0000
2019-10-30$52.59$0.0056.7%16.2%13.0%0.0%0.0%15.0%-26.1%0000.00195.24N/AN/A0000
2019-10-31$52.28$0.0059.3%17.0%11.0%0.0%0.0%12.3%-26.2%0000.00195.24N/AN/A0000