SUSL Options History — July 2020 In July 2020, SUSL traded between $54.43 and $57.15. ATM implied volatility averaged 94.3%, placing in the 48.8% IV rank vs the trailing year. The 30-day expected move averaged 23.2%. IV traded above realized volatility by 76.2% (HV 20d: 18.1%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2020-07-06 : Largest IV drop — 100.0% change2020-07-10 : Highest IV Rank — 91.1%2020-07-02 : Largest Expected Move — 32.6%Monthly Statistics Metric Avg Min Max Open Close Price $55.87 $54.43 $57.15 $54.43 $56.10 ATM IV 94.3% 70.3% 165.3% 111.3% 94.0% Expected Move 23.2% 19.0% 32.6% 31.9% 26.9% HV 20d 18.1% 12.1% 27.3% 27.3% 12.2% HV 60d 27.0% 22.1% 35.2% 35.2% 22.1% IV Rank 48.8% 34.4% 91.1% 58.9% 48.6% IV Percentile 72.6% 56.6% 99.1% 88.0% 77.0% Term Structure -24.4% -52.0% -14.4% -47.9% -32.3% Skew 25d 2.4% -72.2% 62.8% 29.5% -15.6% Skew 10d 2.4% -72.2% 62.8% 29.6% -15.6% Call IV 25d 77.0% 37.9% 119.5% 117.7% 40.2% Put IV 25d 79.4% 23.0% 153.4% 147.3% 24.6% Bid-Ask Spread % 199.68 197.79 200.00 198.86 200.00 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 2020-07-01 $54.43 $0.00 111.3% 31.9% 27.3% 58.9% 0.0% 29.5% -47.9% 0 0 0 0.00 198.86 N/A N/A 0 0 0 0 2020-07-02 $54.74 $0.00 113.6% 32.6% 26.5% 60.3% 0.0% 33.9% -52.0% 0 0 0 0.00 197.79 N/A N/A 0 0 0 0 2020-07-06 $55.31 $0.00 0.0% 0.0% 26.2% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 0.00 N/A N/A 0 0 0 0 2020-07-08 $55.10 $0.00 146.2% 19.0% 26.0% 79.7% 0.0% 10.0% -14.4% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-07-09 $54.81 $0.00 155.4% 19.2% 26.0% 85.2% 0.0% 8.3% -15.0% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-07-10 $55.33 $0.00 165.3% 19.4% 26.2% 91.1% 0.0% 11.7% -15.0% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-07-13 $55.07 $0.00 70.3% 20.1% 16.0% 34.4% 0.0% 10.4% -16.6% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-07-14 $55.44 $0.00 70.9% 20.3% 16.1% 34.8% 0.0% 10.3% -16.7% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-07-15 $56.12 $0.00 71.1% 20.4% 16.5% 34.9% 0.0% 2.6% -18.3% 0 0 0 0.00 198.18 N/A N/A 0 0 0 0 2020-07-16 $55.92 $0.00 71.9% 20.6% 15.5% 35.4% 0.0% 13.8% -18.1% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-07-17 $56.24 $0.00 72.7% 20.8% 15.5% 35.9% 0.0% 16.2% -18.3% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-07-20 $56.76 $0.00 75.0% 21.5% 15.7% 37.2% 0.0% 20.6% -20.5% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-07-21 $56.76 $0.00 76.2% 21.8% 15.7% 37.9% 0.0% 20.9% -21.2% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-07-22 $57.15 $0.00 77.2% 22.1% 15.8% 38.5% 0.0% 21.0% -21.5% 0 0 0 0.00 198.70 N/A N/A 0 0 0 0 2020-07-23 $56.49 $0.00 79.6% 22.8% 16.5% 40.0% 0.0% 16.5% -22.3% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-07-24 $55.93 $0.00 81.5% 23.4% 14.3% 41.1% 0.0% 62.8% -24.0% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-07-27 $56.44 $0.00 85.8% 24.6% 14.5% 43.7% 0.0% -67.4% -26.3% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-07-28 $56.12 $0.00 87.9% 25.2% 13.1% 44.9% 0.0% -17.1% -28.0% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-07-29 $56.67 $0.00 88.5% 25.4% 13.3% 45.3% 0.0% -68.4% -29.6% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-07-30 $56.39 $0.00 91.5% 26.2% 12.1% 47.1% 0.0% -72.2% -30.2% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-07-31 $56.10 $0.00 94.0% 26.9% 12.2% 48.6% 0.0% -15.6% -32.3% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0
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