SUSL Options History — January 2020

In January 2020, SUSL traded between $55.64 and $57.52. ATM implied volatility averaged 52.7%. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 44.5% (HV 20d: 8.1%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.

Notable Days

  • 2020-01-16: Largest IV drop — 71.2% change
  • 2020-01-03: Largest Expected Move — 16.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.57$55.64$57.52$55.89$55.99
ATM IV52.7%13.2%121.6%55.3%17.1%
Expected Move10.0%3.8%16.4%15.9%4.9%
HV 20d8.1%6.6%11.1%9.1%11.1%
HV 60d8.1%7.0%10.0%10.0%8.8%
Term Structure-11.4%-27.7%-7.0%-25.4%-14.1%
Skew 25d20.8%9.4%56.4%47.9%12.8%
Skew 10d22.5%9.4%63.7%55.7%13.2%
Call IV 25d32.5%11.9%47.2%27.9%47.2%
Put IV 25d53.2%40.9%78.3%75.8%60.0%
Bid-Ask Spread %182.88135.88200.00185.12135.88
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-01-02$55.89$0.0055.3%15.9%9.1%0.0%0.0%47.9%-25.4%0000.00185.12N/AN/A0000
2020-01-03$55.67$0.0057.3%16.4%9.2%0.0%0.0%56.4%-27.7%0000.00189.57N/AN/A0000
2020-01-06$55.65$0.0064.7%9.1%9.2%0.0%0.0%29.0%-7.0%0000.00196.67N/AN/A0000
2020-01-07$55.64$0.0067.8%9.2%8.3%0.0%0.0%0.0%-7.2%0000.00200.00N/AN/A0000
2020-01-08$56.07$0.0071.3%9.3%7.7%0.0%0.0%27.7%-7.1%0000.00194.29N/AN/A0000
2020-01-09$56.25$0.0075.5%9.3%7.4%0.0%0.0%9.5%-7.1%0000.00194.29N/AN/A0000
2020-01-10$56.21$0.0080.7%9.5%7.5%0.0%0.0%9.4%-7.4%0000.00194.29N/AN/A0000
2020-01-13$56.56$0.00105.3%9.7%7.2%0.0%0.0%11.9%-8.4%0000.00194.29N/AN/A0000
2020-01-14$56.57$0.00121.6%9.8%7.1%0.0%0.0%12.1%-8.7%0000.00189.17N/AN/A0000
2020-01-16$57.17$0.0035.0%10.0%7.6%0.0%0.0%11.5%-8.7%0000.00190.97N/AN/A0000
2020-01-17$57.46$0.0035.4%10.1%6.6%0.0%0.0%12.6%-8.7%0000.00187.83N/AN/A0000
2020-01-21$57.44$0.0037.6%10.8%6.7%0.0%0.0%13.3%-10.0%0000.00187.83N/AN/A0000
2020-01-22$57.48$0.0038.2%10.9%6.6%0.0%0.0%13.9%-10.3%0000.00182.64N/AN/A0000
2020-01-23$57.52$0.0038.5%11.0%6.6%0.0%0.0%14.0%-11.7%0000.00187.83N/AN/A0000
2020-01-24$56.99$0.0039.8%11.4%7.7%0.0%0.0%12.5%-11.8%0000.00188.99N/AN/A0000
2020-01-27$56.27$0.0042.7%12.2%8.9%0.0%0.0%37.8%-13.1%0000.00195.24N/AN/A0000
2020-01-28$56.83$0.0043.0%12.3%9.5%0.0%0.0%12.8%-14.1%0000.00190.97N/AN/A0000
2020-01-29$56.81$0.0013.4%3.8%9.4%0.0%0.0%0.0%0.0%0000.00135.88N/AN/A0000
2020-01-30$56.95$0.0013.2%3.8%9.1%0.0%0.0%0.0%0.0%0000.00135.88N/AN/A0000
2020-01-31$55.99$0.0017.1%4.9%11.1%0.0%0.0%0.0%0.0%0000.00135.88N/AN/A0000