SUSL Options History — May 2020 In May 2020, SUSL traded between $49.14 and $53.31. ATM implied volatility averaged 106.3%, placing in the 57.9% IV rank vs the trailing year. The 30-day expected move averaged 24.6%. IV traded above realized volatility by 71.5% (HV 20d: 34.8%). Net GEX was positive for 0 of 18 trading days. Term structure was in contango for 0 of 18 days.
Notable Days 2020-05-11 : Largest IV drop — 58.0% change2020-05-07 : Highest IV Rank — 100.0%2020-05-01 : Largest Expected Move — 40.9%Monthly Statistics Metric Avg Min Max Open Close Price $51.26 $49.14 $53.31 $49.42 $53.31 ATM IV 106.3% 75.7% 180.1% 142.7% 99.3% Expected Move 24.6% 20.5% 40.9% 40.9% 28.5% HV 20d 34.8% 27.9% 50.0% 50.0% 27.9% HV 60d 54.7% 54.1% 55.4% 54.1% 55.3% IV Rank 57.9% 37.6% 100.0% 86.6% 51.7% IV Percentile 83.7% 71.5% 100.0% 98.3% 82.5% Term Structure -32.1% -52.1% -20.7% -41.7% -34.1% Skew 25d 12.8% 4.1% 66.7% 66.7% 16.5% Skew 10d 23.1% 6.8% 45.4% 10.4% 45.4% Call IV 25d 107.0% 94.3% 123.5% 110.4% 123.5% Put IV 25d 119.8% 101.9% 177.1% 177.1% 140.0% Bid-Ask Spread % 178.22 100.00 193.49 167.68 185.42 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 2020-05-01 $49.42 $0.00 142.7% 40.9% 50.0% 86.6% 0.0% 66.7% -41.7% 0 0 0 0.00 167.68 N/A N/A 0 0 0 0 2020-05-04 $49.63 $0.00 146.3% 20.5% 49.5% 89.1% 0.0% 7.0% -30.7% 0 0 0 0.00 182.97 N/A N/A 0 0 0 0 2020-05-06 $49.89 $0.00 161.4% 20.9% 44.6% 99.1% 0.0% 5.1% -31.5% 0 0 0 0.00 184.37 N/A N/A 0 0 0 0 2020-05-07 $50.43 $0.00 170.1% 21.1% 44.2% 100.0% 0.0% 6.2% -31.2% 0 0 0 0.00 183.98 N/A N/A 0 0 0 0 2020-05-08 $51.24 $0.00 180.1% 20.9% 43.4% 100.0% 0.0% 7.7% -31.6% 0 0 0 0.00 185.20 N/A N/A 0 0 0 0 2020-05-11 $51.42 $0.00 75.7% 21.7% 32.0% 37.6% 0.0% 8.4% -33.9% 0 0 0 0.00 185.20 N/A N/A 0 0 0 0 2020-05-12 $50.45 $0.00 78.2% 22.4% 30.6% 39.2% 0.0% 6.6% -35.3% 0 0 0 0.00 184.38 N/A N/A 0 0 0 0 2020-05-13 $49.14 $0.00 81.2% 23.3% 31.6% 40.9% 0.0% 4.1% -37.7% 0 0 0 0.00 183.96 N/A N/A 0 0 0 0 2020-05-14 $49.77 $0.00 80.9% 23.2% 29.8% 40.8% 0.0% 5.5% -20.7% 0 0 0 0.00 184.78 N/A N/A 0 0 0 0 2020-05-18 $52.08 $0.00 82.2% 23.6% 32.6% 41.6% 0.0% 10.8% -22.3% 0 0 0 0.00 185.06 N/A N/A 0 0 0 0 2020-05-19 $51.52 $0.00 83.9% 24.1% 33.0% 42.6% 0.0% 9.7% -23.9% 0 0 0 0.00 185.37 N/A N/A 0 0 0 0 2020-05-20 $52.05 $0.00 85.0% 24.4% 31.9% 43.2% 0.0% 11.1% -24.1% 0 0 0 0.00 185.03 N/A N/A 0 0 0 0 2020-05-21 $51.77 $0.00 86.6% 24.8% 31.6% 44.2% 0.0% 10.7% -25.4% 0 0 0 0.00 185.06 N/A N/A 0 0 0 0 2020-05-22 $51.78 $0.00 92.5% 26.5% 29.1% 47.7% 0.0% 0.0% -52.1% 0 0 0 0.00 100.00 N/A N/A 0 0 0 0 2020-05-26 $52.52 $0.00 93.5% 26.8% 28.5% 48.3% 0.0% 12.8% -31.1% 0 0 0 0.00 193.49 N/A N/A 0 0 0 0 2020-05-27 $53.05 $0.00 95.2% 27.3% 28.5% 49.3% 0.0% 15.2% -31.5% 0 0 0 0.00 184.78 N/A N/A 0 0 0 0 2020-05-28 $53.19 $0.00 78.8% 22.6% 28.0% 39.5% 0.0% 0.0% -39.4% 0 0 0 0.00 161.30 N/A N/A 0 0 0 0 2020-05-29 $53.31 $0.00 99.3% 28.5% 27.9% 51.7% 0.0% 16.5% -34.1% 0 0 0 0.00 185.42 N/A N/A 0 0 0 0
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