SUSL Options History — March 2020

In March 2020, SUSL traded between $38.65 and $54.56. ATM implied volatility averaged 93.4%, placing in the 65.4% IV rank vs the trailing year. The 30-day expected move averaged 26.0%. IV traded above realized volatility by 35.5% (HV 20d: 57.9%). Net GEX was positive for 0 of 18 trading days. Term structure was in contango for 0 of 18 days.

Notable Days

  • 2020-03-12: Largest IV spike — 105.8% change
  • 2020-03-31: Highest IV Rank — 95.4%
  • 2020-03-31: Largest Expected Move — 37.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.45$38.65$54.56$53.52$45.18
ATM IV93.4%49.4%130.4%52.6%130.4%
Expected Move26.0%11.1%37.4%15.1%37.4%
HV 20d57.9%33.2%77.3%33.2%77.3%
HV 60d35.9%20.5%46.1%20.5%46.1%
IV Rank65.4%29.8%95.4%32.4%95.4%
IV Percentile88.8%53.8%99.4%63.8%99.4%
Term Structure-34.8%-54.9%-4.7%-12.8%-53.2%
Skew 25d-25.8%-55.5%1.1%1.0%-26.9%
Skew 10d-37.2%-77.3%14.7%5.4%-41.4%
Call IV 25d121.8%51.2%174.9%73.1%174.9%
Put IV 25d96.0%41.4%148.0%74.1%148.0%
Bid-Ask Spread %156.9982.90200.00170.77170.98
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (18 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-03-02$53.52$0.0052.6%15.1%33.2%32.4%0.0%1.0%-12.8%0000.00170.77N/AN/A0000
2020-03-04$54.56$0.0054.7%15.7%33.6%34.1%0.0%1.1%-22.7%0000.00172.39N/AN/A0000
2020-03-06$51.78$0.0061.8%11.1%37.6%39.9%0.0%-9.8%-4.7%0000.00148.42N/AN/A0000
2020-03-09$48.64$0.0074.0%13.4%41.5%49.7%0.0%-13.5%-12.8%0000.00131.65N/AN/A0000
2020-03-11$47.98$0.0049.4%14.2%41.3%29.8%0.0%-10.1%-9.4%0000.00143.74N/AN/A0000
2020-03-12$44.08$0.00101.6%29.1%49.1%72.1%0.0%0.0%-30.5%0000.00200.00N/AN/A0000
2020-03-13$45.85$0.0089.2%25.6%52.2%62.1%0.0%-15.7%-36.2%0000.00170.95N/AN/A0000
2020-03-16$42.66$0.00100.2%28.7%55.9%71.0%0.0%-37.4%-42.8%0000.00157.57N/AN/A0000
2020-03-18$40.49$0.00105.8%30.3%56.8%75.5%0.0%-55.5%-51.7%0000.00149.21N/AN/A0000
2020-03-19$42.46$0.00105.5%30.2%61.3%75.2%0.0%-41.4%-47.5%0000.00200.00N/AN/A0000
2020-03-20$40.56$0.00109.5%31.4%61.7%78.5%0.0%-54.5%-54.9%0000.00152.83N/AN/A0000
2020-03-23$38.65$0.0090.3%25.9%62.1%62.9%0.0%0.0%0.0%0000.0082.90N/AN/A0000
2020-03-24$42.30$0.00116.1%33.3%73.2%83.9%0.0%-44.2%-41.6%0000.00158.33N/AN/A0000
2020-03-25$43.94$0.00115.1%33.0%75.7%83.0%0.0%-32.6%-37.9%0000.00166.79N/AN/A0000
2020-03-26$44.81$0.0082.7%23.7%76.6%56.8%0.0%0.0%0.0%0000.00105.53N/AN/A0000
2020-03-27$44.76$0.00117.9%33.8%76.6%85.3%0.0%-27.7%-44.4%0000.00170.51N/AN/A0000
2020-03-30$45.85$0.00124.4%35.7%77.3%90.6%0.0%-20.2%-53.6%0000.00173.34N/AN/A0000
2020-03-31$45.18$0.00130.4%37.4%77.3%95.4%0.0%-26.9%-53.2%0000.00170.98N/AN/A0000