SUSL Options History — February 2020 In February 2020, SUSL traded between $50.81 and $59.25. ATM implied volatility averaged 33.3%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 17.4% (HV 20d: 15.9%). Net GEX was positive for 0 of 18 trading days. Term structure was in contango for 0 of 18 days.
Notable Days 2020-02-10 : Largest IV spike — 373.5% change2020-02-11 : Highest IV Rank — 42.4%2020-02-05 : Largest Expected Move — 14.8%Monthly Statistics Metric Avg Min Max Open Close Price $57.24 $50.81 $59.25 $56.79 $50.81 ATM IV 33.3% 12.6% 64.9% 49.6% 51.5% Expected Move 8.6% 3.6% 14.8% 14.2% 14.8% HV 20d 15.9% 12.0% 26.2% 12.0% 26.2% HV 60d 11.1% 9.1% 17.4% 9.1% 17.4% IV Rank 16.0% 0.4% 42.4% 0.4% 31.5% IV Percentile 22.1% 0.8% 81.3% 0.8% 61.4% Term Structure -15.4% -20.6% -3.3% -19.1% -3.3% Skew 25d 15.9% -4.6% 39.5% 14.5% -4.6% Skew 10d 24.6% -16.9% 54.2% 14.7% -16.9% Call IV 25d 40.6% 19.2% 71.8% 54.8% 71.8% Put IV 25d 56.6% 46.7% 72.1% 69.3% 67.2% Bid-Ask Spread % 143.51 81.69 190.64 190.64 160.11 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 (18 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 2020-02-03 $56.79 $0.00 49.6% 14.2% 12.0% 0.0% 0.0% 14.5% -19.1% 0 0 0 0.00 190.64 N/A N/A 0 0 0 0 2020-02-05 $58.01 $0.00 51.7% 14.8% 13.9% 0.0% 0.0% 20.7% -20.6% 0 0 0 0.00 182.64 N/A N/A 0 0 0 0 2020-02-06 $58.23 $0.00 12.6% 3.6% 13.9% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 140.43 N/A N/A 0 0 0 0 2020-02-07 $57.99 $0.00 13.1% 3.8% 14.0% 0.4% 0.0% 0.0% 0.0% 0 0 0 0.00 140.43 N/A N/A 0 0 0 0 2020-02-10 $58.34 $0.00 62.1% 9.5% 14.0% 40.1% 0.0% 15.1% -14.7% 0 0 0 0.00 158.04 N/A N/A 0 0 0 0 2020-02-11 $58.55 $0.00 64.9% 9.6% 14.0% 42.4% 0.0% 16.2% -14.7% 0 0 0 0.00 153.53 N/A N/A 0 0 0 0 2020-02-12 $58.80 $0.00 33.7% 9.7% 14.0% 17.0% 0.0% 17.1% -14.6% 0 0 0 0.00 152.72 N/A N/A 0 0 0 0 2020-02-13 $58.74 $0.00 13.4% 3.8% 13.9% 0.6% 0.0% 0.0% 0.0% 0 0 0 0.00 125.00 N/A N/A 0 0 0 0 2020-02-14 $58.92 $0.00 34.6% 9.9% 13.9% 17.8% 0.0% 17.8% -15.1% 0 0 0 0.00 152.72 N/A N/A 0 0 0 0 2020-02-18 $58.93 $0.00 13.2% 3.8% 13.5% 0.4% 0.0% 0.0% 0.0% 0 0 0 0.00 125.00 N/A N/A 0 0 0 0 2020-02-19 $59.25 $0.00 14.1% 4.0% 13.6% 1.2% 0.0% 0.0% 0.0% 0 0 0 0.00 111.11 N/A N/A 0 0 0 0 2020-02-20 $59.01 $0.00 37.8% 10.8% 13.7% 20.4% 0.0% 12.2% -19.5% 0 0 0 0.00 160.00 N/A N/A 0 0 0 0 2020-02-21 $58.42 $0.00 38.9% 11.2% 14.3% 21.3% 0.0% 10.8% -19.5% 0 0 0 0.00 160.68 N/A N/A 0 0 0 0 2020-02-24 $56.82 $0.00 42.2% 12.1% 17.5% 23.9% 0.0% 39.5% -13.5% 0 0 0 0.00 168.06 N/A N/A 0 0 0 0 2020-02-25 $55.13 $0.00 14.4% 4.1% 20.2% 1.5% 0.0% 0.0% 0.0% 0 0 0 0.00 103.45 N/A N/A 0 0 0 0 2020-02-26 $54.81 $0.00 33.0% 9.5% 19.9% 16.5% 0.0% 0.0% 0.0% 0 0 0 0.00 116.92 N/A N/A 0 0 0 0 2020-02-27 $52.76 $0.00 18.4% 5.3% 23.3% 4.7% 0.0% 0.0% 0.0% 0 0 0 0.00 81.69 N/A N/A 0 0 0 0 2020-02-28 $50.81 $0.00 51.5% 14.8% 26.2% 31.5% 0.0% -4.6% -3.3% 0 0 0 0.00 160.11 N/A N/A 0 0 0 0
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