SUSL Options History — December 2019 In December 2019, SUSL traded between $53.51 and $55.78. ATM implied volatility averaged 49.6%. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 41.4% (HV 20d: 8.2%). Net GEX was positive for 0 of 17 trading days. Term structure was in contango for 0 of 17 days.
Notable Days 2019-12-13 : Largest IV drop — 47.3% change2019-12-04 : Largest Expected Move — 15.9%Monthly Statistics Metric Avg Min Max Open Close Price $54.84 $53.51 $55.78 $53.95 $55.55 ATM IV 49.6% 36.9% 69.9% 52.4% 52.1% Expected Move 12.3% 9.7% 15.9% 15.0% 14.9% HV 20d 8.2% 6.4% 9.1% 6.4% 9.1% HV 60d 10.5% 10.1% 10.8% 10.8% 10.1% Term Structure -17.4% -23.4% -12.4% -19.8% -23.4% Skew 25d 20.2% 11.5% 46.4% 16.2% 14.1% Skew 10d 26.7% 11.5% 50.2% 34.8% 18.5% Call IV 25d 42.2% 13.1% 73.7% 57.0% 58.7% Put IV 25d 62.4% 45.0% 97.2% 73.2% 72.9% Bid-Ask Spread % 185.82 166.57 196.67 166.57 189.57 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 (17 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 2019-12-02 $53.95 $0.00 52.4% 15.0% 6.4% 0.0% 0.0% 16.2% -19.8% 0 0 0 0.00 166.57 N/A N/A 0 0 0 0 2019-12-03 $53.51 $0.00 54.0% 15.5% 6.7% 0.0% 0.0% 14.7% -22.0% 0 0 0 0.00 170.33 N/A N/A 0 0 0 0 2019-12-04 $53.95 $0.00 55.6% 15.9% 7.2% 0.0% 0.0% 17.1% -22.3% 0 0 0 0.00 166.57 N/A N/A 0 0 0 0 2019-12-05 $54.03 $0.00 57.3% 9.7% 7.1% 0.0% 0.0% 31.9% -12.4% 0 0 0 0.00 196.67 N/A N/A 0 0 0 0 2019-12-06 $54.52 $0.00 58.4% 9.7% 7.6% 0.0% 0.0% 11.7% -13.2% 0 0 0 0.00 194.29 N/A N/A 0 0 0 0 2019-12-09 $54.43 $0.00 66.6% 10.1% 7.7% 0.0% 0.0% 11.5% -13.1% 0 0 0 0.00 194.29 N/A N/A 0 0 0 0 2019-12-10 $54.34 $0.00 69.9% 10.3% 7.7% 0.0% 0.0% 23.5% -13.6% 0 0 0 0.00 193.65 N/A N/A 0 0 0 0 2019-12-13 $55.04 $0.00 36.9% 10.6% 8.7% 0.0% 0.0% 32.5% -14.9% 0 0 0 0.00 190.97 N/A N/A 0 0 0 0 2019-12-16 $55.10 $0.00 38.5% 11.0% 8.7% 0.0% 0.0% 12.6% -16.2% 0 0 0 0.00 187.83 N/A N/A 0 0 0 0 2019-12-17 $55.08 $0.00 39.1% 11.2% 8.7% 0.0% 0.0% 12.7% -16.7% 0 0 0 0.00 187.83 N/A N/A 0 0 0 0 2019-12-18 $55.06 $0.00 39.8% 11.4% 8.7% 0.0% 0.0% 12.8% -17.3% 0 0 0 0.00 188.99 N/A N/A 0 0 0 0 2019-12-19 $55.21 $0.00 40.4% 11.6% 8.6% 0.0% 0.0% 13.5% -17.5% 0 0 0 0.00 188.99 N/A N/A 0 0 0 0 2019-12-20 $55.65 $0.00 40.6% 11.6% 8.9% 0.0% 0.0% 15.2% -18.9% 0 0 0 0.00 185.05 N/A N/A 0 0 0 0 2019-12-23 $55.61 $0.00 42.9% 12.3% 9.0% 0.0% 0.0% 16.0% -15.9% 0 0 0 0.00 182.64 N/A N/A 0 0 0 0 2019-12-27 $55.78 $0.00 46.8% 13.4% 8.7% 0.0% 0.0% 40.3% -18.7% 0 0 0 0.00 185.12 N/A N/A 0 0 0 0 2019-12-30 $55.43 $0.00 51.1% 14.7% 9.1% 0.0% 0.0% 46.4% -20.6% 0 0 0 0.00 189.57 N/A N/A 0 0 0 0 2019-12-31 $55.55 $0.00 52.1% 14.9% 9.1% 0.0% 0.0% 14.1% -23.4% 0 0 0 0.00 189.57 N/A N/A 0 0 0 0
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