SUSL Options History — November 2019 In November 2019, SUSL traded between $52.75 and $54.48. ATM implied volatility averaged 59.8%. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 53.0% (HV 20d: 6.8%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2019-11-13 : Largest IV drop — 71.5% change2019-11-01 : Largest Expected Move — 17.3%Monthly Statistics Metric Avg Min Max Open Close Price $53.44 $52.75 $54.48 $52.75 $54.48 ATM IV 59.8% 37.1% 130.3% 60.5% 46.0% Expected Move 11.4% 9.6% 17.3% 17.3% 13.2% HV 20d 6.8% 5.1% 11.3% 11.3% 5.6% HV 60d 12.6% 10.6% 14.9% 14.9% 10.6% Term Structure -15.4% -29.0% -10.9% -29.0% -14.5% Skew 25d 11.7% 8.0% 17.5% 17.5% 17.4% Skew 10d 25.3% 17.7% 34.6% 17.7% 34.6% Call IV 25d 44.5% 39.0% 67.1% 67.1% 47.8% Put IV 25d 56.2% 47.1% 84.5% 84.5% 65.1% Bid-Ask Spread % 171.94 163.63 195.24 195.24 163.63 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 (19 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 2019-11-01 $52.75 $0.00 60.5% 17.3% 11.3% 0.0% 0.0% 17.5% -29.0% 0 0 0 0.00 195.24 N/A N/A 0 0 0 0 2019-11-04 $52.90 $0.00 68.3% 9.6% 10.2% 0.0% 0.0% 8.1% -14.4% 0 0 0 0.00 172.05 N/A N/A 0 0 0 0 2019-11-05 $52.84 $0.00 71.6% 9.7% 10.2% 0.0% 0.0% 8.0% -14.8% 0 0 0 0.00 173.13 N/A N/A 0 0 0 0 2019-11-06 $52.81 $0.00 75.5% 9.8% 8.1% 0.0% 0.0% 8.0% -15.2% 0 0 0 0.00 173.13 N/A N/A 0 0 0 0 2019-11-07 $52.92 $0.00 80.0% 9.9% 7.9% 0.0% 0.0% 8.4% -15.3% 0 0 0 0.00 173.55 N/A N/A 0 0 0 0 2019-11-08 $53.12 $0.00 85.4% 10.0% 7.9% 0.0% 0.0% 9.0% -15.3% 0 0 0 0.00 173.13 N/A N/A 0 0 0 0 2019-11-11 $53.04 $0.00 113.0% 10.4% 6.6% 0.0% 0.0% 9.5% -16.6% 0 0 0 0.00 173.13 N/A N/A 0 0 0 0 2019-11-12 $53.12 $0.00 130.3% 10.5% 6.2% 0.0% 0.0% 9.6% -16.8% 0 0 0 0.00 170.50 N/A N/A 0 0 0 0 2019-11-13 $53.28 $0.00 37.1% 10.6% 5.6% 0.0% 0.0% 10.0% -16.9% 0 0 0 0.00 173.13 N/A N/A 0 0 0 0 2019-11-14 $53.39 $0.00 37.5% 10.8% 5.6% 0.0% 0.0% 10.0% -17.1% 0 0 0 0.00 188.33 N/A N/A 0 0 0 0 2019-11-15 $53.68 $0.00 37.6% 10.8% 5.4% 0.0% 0.0% 11.6% -18.6% 0 0 0 0.00 168.00 N/A N/A 0 0 0 0 2019-11-18 $53.80 $0.00 39.3% 11.3% 5.4% 0.0% 0.0% 12.5% -10.9% 0 0 0 0.00 167.50 N/A N/A 0 0 0 0 2019-11-19 $53.89 $0.00 39.9% 11.5% 5.1% 0.0% 0.0% 13.0% -11.2% 0 0 0 0.00 166.57 N/A N/A 0 0 0 0 2019-11-20 $53.68 $0.00 40.6% 11.7% 5.5% 0.0% 0.0% 12.4% -11.9% 0 0 0 0.00 168.82 N/A N/A 0 0 0 0 2019-11-21 $53.60 $0.00 41.4% 11.9% 5.6% 0.0% 0.0% 12.4% -12.4% 0 0 0 0.00 168.82 N/A N/A 0 0 0 0 2019-11-22 $53.70 $0.00 42.1% 12.1% 5.4% 0.0% 0.0% 13.1% -12.8% 0 0 0 0.00 167.16 N/A N/A 0 0 0 0 2019-11-25 $54.09 $0.00 44.4% 12.7% 5.6% 0.0% 0.0% 15.1% -13.9% 0 0 0 0.00 166.57 N/A N/A 0 0 0 0 2019-11-26 $54.33 $0.00 45.2% 12.9% 5.7% 0.0% 0.0% 16.5% -14.1% 0 0 0 0.00 164.44 N/A N/A 0 0 0 0 2019-11-27 $54.48 $0.00 46.0% 13.2% 5.6% 0.0% 0.0% 17.4% -14.5% 0 0 0 0.00 163.63 N/A N/A 0 0 0 0
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