SUSL Options History — April 2020 In April 2020, SUSL traded between $42.86 and $51.60. ATM implied volatility averaged 116.8%, placing in the 71.3% IV rank vs the trailing year. The 30-day expected move averaged 30.3%. IV traded above realized volatility by 49.7% (HV 20d: 67.1%). Net GEX was positive for 0 of 18 trading days. Term structure was in contango for 0 of 18 days.
Notable Days 2020-04-01 : Highest Volume — 1 contracts2020-04-09 : Largest IV drop — 44.8% change2020-04-01 : Highest IV Rank — 100.0%2020-04-01 : Largest Expected Move — 41.2%Monthly Statistics Metric Avg Min Max Open Close Price $48.30 $42.86 $51.60 $42.86 $50.64 ATM IV 116.8% 71.7% 162.7% 143.7% 141.6% Expected Move 30.3% 20.6% 41.2% 41.2% 40.6% HV 20d 67.1% 48.1% 82.3% 78.2% 49.3% HV 60d 51.9% 47.2% 54.0% 47.2% 54.0% IV Rank 71.3% 39.4% 100.0% 100.0% 85.9% IV Percentile 92.4% 77.4% 100.0% 100.0% 97.7% Term Structure -23.4% -56.5% -8.8% -56.5% -40.3% VWIV 144.9% 144.9% 144.9% 144.9% 144.9% Skew 25d 45.4% -49.7% 69.6% -49.7% 65.5% Skew 10d 65.6% 15.3% 99.4% 20.9% 92.7% Call IV 25d 92.2% 71.7% 194.6% 194.6% 108.8% Put IV 25d 137.7% 104.6% 174.3% 144.9% 174.3% Bid-Ask Spread % 167.56 122.69 200.00 163.01 157.95 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -13 -63 0 0 0 Net DEX 360 0 1.9K 0 0 Net VEX -1 -3 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.056 0 1 1 0 Total OI 0.222 0 1 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 2020-04-01 $42.86 $0.00 143.7% 41.2% 78.2% 100.0% 144.9% -49.7% -56.5% 0 0 0 0.00 163.01 N/A N/A 0 1 0 0 2020-04-02 $43.92 $0.00 142.5% 24.1% 78.4% 99.1% 0.0% 20.9% -21.8% -54 1.8K -3 0.00 198.18 N/A N/A 0 0 0 1 2020-04-03 $43.20 $0.00 150.5% 24.9% 75.2% 100.0% 0.0% 15.3% -22.5% -59 1.9K -3 0.00 200.00 N/A N/A 0 0 0 1 2020-04-07 $47.13 $0.00 162.7% 24.6% 82.3% 100.0% 0.0% 46.8% -11.8% -63 1.5K -3 0.00 181.63 N/A N/A 0 0 0 1 2020-04-09 $48.90 $0.00 89.9% 25.8% 82.0% 51.4% 0.0% 46.0% -13.1% -62 1.3K -2 0.00 168.26 N/A N/A 0 0 0 1 2020-04-13 $48.12 $0.00 71.7% 20.6% 79.1% 39.4% 0.0% 0.0% -18.8% 0 0 0 0.00 146.72 N/A N/A 0 0 0 0 2020-04-14 $49.66 $0.00 77.2% 22.1% 79.7% 43.0% 0.0% 0.0% -24.1% 0 0 0 0.00 122.69 N/A N/A 0 0 0 0 2020-04-15 $48.56 $0.00 96.5% 27.7% 73.6% 55.9% 0.0% 51.4% -13.4% 0 0 0 0.00 172.75 N/A N/A 0 0 0 0 2020-04-16 $48.67 $0.00 95.5% 27.4% 72.4% 55.2% 0.0% 55.5% -8.8% 0 0 0 0.00 174.56 N/A N/A 0 0 0 0 2020-04-17 $49.99 $0.00 102.4% 29.4% 67.1% 59.8% 0.0% 47.2% -18.2% 0 0 0 0.00 163.28 N/A N/A 0 0 0 0 2020-04-20 $49.37 $0.00 106.9% 30.6% 63.8% 62.8% 0.0% 52.1% -20.7% 0 0 0 0.00 164.56 N/A N/A 0 0 0 0 2020-04-21 $47.88 $0.00 106.5% 30.5% 63.7% 62.5% 0.0% 57.1% -18.7% 0 0 0 0.00 180.35 N/A N/A 0 0 0 0 2020-04-22 $49.02 $0.00 109.3% 31.3% 61.0% 64.4% 0.0% 57.2% -18.8% 0 0 0 0.00 172.75 N/A N/A 0 0 0 0 2020-04-24 $49.45 $0.00 113.5% 32.5% 57.0% 67.2% 0.0% 61.7% -19.9% 0 0 0 0.00 170.51 N/A N/A 0 0 0 0 2020-04-27 $50.36 $0.00 123.5% 35.4% 49.2% 73.9% 0.0% 69.1% -24.0% 0 0 0 0.00 164.56 N/A N/A 0 0 0 0 2020-04-28 $50.14 $0.00 131.0% 37.6% 48.1% 78.9% 0.0% 61.4% -33.8% 0 0 0 0.00 160.53 N/A N/A 0 0 0 0 2020-04-29 $51.60 $0.00 137.6% 39.5% 48.5% 83.3% 0.0% 69.6% -36.2% 0 0 0 0.00 153.84 N/A N/A 0 0 0 0 2020-04-30 $50.64 $0.00 141.6% 40.6% 49.3% 85.9% 0.0% 65.5% -40.3% 0 0 0 0.00 157.95 N/A N/A 0 0 0 0
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