SUSL Options History — June 2020 In June 2020, SUSL traded between $52.60 and $56.04. ATM implied volatility averaged 95.9%, placing in the 49.7% IV rank vs the trailing year. The 30-day expected move averaged 25.2%. IV traded above realized volatility by 70.0% (HV 20d: 26.0%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2020-06-10 : Largest IV drop — 46.8% change2020-06-09 : Highest IV Rank — 74.1%2020-06-03 : Largest Expected Move — 31.6%Monthly Statistics Metric Avg Min Max Open Close Price $54.04 $52.60 $56.04 $53.56 $53.98 ATM IV 95.9% 72.8% 136.7% 105.9% 108.5% Expected Move 25.2% 16.3% 31.6% 30.4% 31.1% HV 20d 26.0% 23.4% 32.0% 26.2% 27.1% HV 60d 47.7% 35.2% 55.3% 55.3% 35.2% IV Rank 49.7% 35.9% 74.1% 55.7% 57.2% IV Percentile 78.9% 63.7% 94.5% 85.6% 86.0% Term Structure -33.3% -50.7% -17.1% -43.7% -46.5% Skew 25d 31.8% 9.0% 83.6% 24.6% 24.1% Skew 10d 37.0% 9.0% 83.6% 51.3% 24.1% Call IV 25d 86.0% 42.4% 135.1% 131.9% 117.1% Put IV 25d 117.9% 92.9% 156.7% 156.5% 141.2% Bid-Ask Spread % 193.64 154.76 200.00 183.57 200.00 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 (21 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 2020-06-01 $53.56 $0.00 105.9% 30.4% 26.2% 55.7% 0.0% 24.6% -43.7% 0 0 0 0.00 183.57 N/A N/A 0 0 0 0 2020-06-02 $53.66 $0.00 108.9% 31.2% 25.0% 57.5% 0.0% 19.6% -46.0% 0 0 0 0.00 184.41 N/A N/A 0 0 0 0 2020-06-03 $54.68 $0.00 110.2% 31.6% 23.4% 58.2% 0.0% 23.6% -50.7% 0 0 0 0.00 182.52 N/A N/A 0 0 0 0 2020-06-05 $55.51 $0.00 98.6% 16.3% 23.7% 51.3% 0.0% 0.0% -18.5% 0 0 0 0.00 154.76 N/A N/A 0 0 0 0 2020-06-08 $56.04 $0.00 130.1% 20.2% 23.7% 70.1% 0.0% 37.6% -17.1% 0 0 0 0.00 190.95 N/A N/A 0 0 0 0 2020-06-09 $55.77 $0.00 136.7% 20.6% 23.9% 74.1% 0.0% 36.2% -18.3% 0 0 0 0.00 190.95 N/A N/A 0 0 0 0 2020-06-10 $55.73 $0.00 72.8% 20.9% 23.7% 35.9% 0.0% 36.4% -19.0% 0 0 0 0.00 190.95 N/A N/A 0 0 0 0 2020-06-11 $52.68 $0.00 76.3% 21.9% 32.0% 38.0% 0.0% 14.6% -31.1% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-06-12 $52.83 $0.00 77.3% 22.2% 31.0% 38.6% 0.0% 12.9% -31.7% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-06-15 $53.05 $0.00 80.6% 23.1% 29.1% 40.6% 0.0% 16.8% -33.7% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-06-16 $54.06 $0.00 80.3% 23.0% 29.5% 40.4% 0.0% 24.8% -34.1% 0 0 0 0.00 198.49 N/A N/A 0 0 0 0 2020-06-17 $54.15 $0.00 81.5% 23.4% 25.1% 41.1% 0.0% 22.6% -35.0% 0 0 0 0.00 197.62 N/A N/A 0 0 0 0 2020-06-18 $54.05 $0.00 83.0% 23.8% 24.7% 42.0% 0.0% 22.2% -27.1% 0 0 0 0.00 198.70 N/A N/A 0 0 0 0 2020-06-19 $54.07 $0.00 84.5% 24.2% 24.6% 42.9% 0.0% 22.8% -28.1% 0 0 0 0.00 198.70 N/A N/A 0 0 0 0 2020-06-22 $54.17 $0.00 89.3% 25.6% 24.4% 45.8% 0.0% 24.9% -31.4% 0 0 0 0.00 198.70 N/A N/A 0 0 0 0 2020-06-23 $54.53 $0.00 90.8% 26.0% 24.4% 46.7% 0.0% 27.4% -31.7% 0 0 0 0.00 196.20 N/A N/A 0 0 0 0 2020-06-24 $53.26 $0.00 94.8% 27.2% 25.7% 49.1% 0.0% 76.5% -34.6% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-06-25 $53.44 $0.00 96.7% 27.7% 25.5% 50.2% 0.0% 76.7% -35.8% 0 0 0 0.00 199.88 N/A N/A 0 0 0 0 2020-06-26 $52.60 $0.00 99.8% 28.6% 26.1% 52.1% 0.0% 9.0% -39.5% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-06-29 $52.93 $0.00 107.5% 30.8% 26.2% 56.7% 0.0% 83.6% -45.0% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-06-30 $53.98 $0.00 108.5% 31.1% 27.1% 57.2% 0.0% 24.1% -46.5% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0
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