SUSL Options History — August 2020 In August 2020, SUSL traded between $56.83 and $60.74. ATM implied volatility averaged 89.9%, placing in the 46.1% IV rank vs the trailing year. The 30-day expected move averaged 22.8%. IV traded above realized volatility by 78.5% (HV 20d: 11.3%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2020-08-12 : Largest IV drop — 48.8% change2020-08-11 : Highest IV Rank — 72.0%2020-08-05 : Largest Expected Move — 30.3%Monthly Statistics Metric Avg Min Max Open Close Price $58.51 $56.83 $60.74 $56.92 $60.70 ATM IV 89.9% 68.2% 133.3% 99.9% 97.4% Expected Move 22.8% 18.3% 30.3% 28.6% 27.9% HV 20d 11.3% 8.3% 12.9% 12.9% 8.3% HV 60d 19.3% 17.5% 21.6% 21.6% 17.5% IV Rank 46.1% 33.2% 72.0% 52.1% 50.6% IV Percentile 70.0% 50.6% 93.4% 80.5% 77.7% Term Structure -30.8% -41.4% -21.6% -37.5% -29.7% Skew 25d 12.6% -78.1% 36.1% -75.2% 33.2% Skew 10d 24.2% -78.1% 81.6% -75.2% 80.3% Call IV 25d 83.1% 70.2% 108.6% 104.2% 91.0% Put IV 25d 95.7% 29.0% 124.2% 29.0% 124.2% Bid-Ask Spread % 174.34 163.47 200.00 200.00 200.00 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 2020-08-03 $56.92 $0.00 99.9% 28.6% 12.9% 52.1% 0.0% -75.2% -37.5% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-08-04 $56.83 $0.00 102.8% 29.5% 12.6% 53.8% 0.0% -78.1% -40.0% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-08-05 $57.24 $0.00 105.6% 30.3% 12.6% 55.5% 0.0% -76.8% -41.4% 0 0 0 0.00 198.70 N/A N/A 0 0 0 0 2020-08-06 $57.51 $0.00 107.8% 18.3% 12.3% 56.8% 0.0% 21.9% -27.6% 0 0 0 0.00 172.68 N/A N/A 0 0 0 0 2020-08-07 $57.62 $0.00 111.5% 18.5% 12.1% 59.0% 0.0% 22.5% -28.1% 0 0 0 0.00 172.28 N/A N/A 0 0 0 0 2020-08-10 $57.60 $0.00 125.8% 19.2% 11.8% 67.5% 0.0% 23.4% -30.1% 0 0 0 0.00 171.25 N/A N/A 0 0 0 0 2020-08-11 $57.42 $0.00 133.3% 19.6% 11.9% 72.0% 0.0% 23.4% -29.9% 0 0 0 0.00 170.98 N/A N/A 0 0 0 0 2020-08-12 $58.27 $0.00 68.2% 19.6% 12.2% 33.2% 0.0% 25.3% -30.4% 0 0 0 0.00 169.72 N/A N/A 0 0 0 0 2020-08-13 $58.05 $0.00 69.3% 19.9% 12.2% 33.8% 0.0% 25.4% -31.6% 0 0 0 0.00 169.34 N/A N/A 0 0 0 0 2020-08-14 $57.94 $0.00 70.4% 20.2% 12.2% 34.5% 0.0% 25.4% -32.7% 0 0 0 0.00 169.92 N/A N/A 0 0 0 0 2020-08-17 $58.51 $0.00 72.5% 20.8% 12.2% 35.8% 0.0% 27.7% -35.7% 0 0 0 0.00 169.01 N/A N/A 0 0 0 0 2020-08-18 $58.65 $0.00 73.6% 21.1% 12.2% 36.4% 0.0% 28.5% -36.5% 0 0 0 0.00 168.10 N/A N/A 0 0 0 0 2020-08-19 $58.42 $0.00 75.6% 21.7% 12.2% 37.6% 0.0% 28.7% -36.4% 0 0 0 0.00 167.68 N/A N/A 0 0 0 0 2020-08-20 $58.67 $0.00 76.1% 21.8% 11.3% 37.9% 0.0% 29.5% -21.6% 0 0 0 0.00 169.01 N/A N/A 0 0 0 0 2020-08-21 $58.65 $0.00 77.5% 22.2% 10.4% 38.7% 0.0% 30.1% -22.6% 0 0 0 0.00 167.93 N/A N/A 0 0 0 0 2020-08-24 $59.07 $0.00 81.7% 23.4% 10.3% 41.2% 0.0% 32.6% -25.0% 0 0 0 0.00 167.27 N/A N/A 0 0 0 0 2020-08-25 $59.40 $0.00 83.1% 23.8% 9.9% 42.1% 0.0% 34.1% -25.6% 0 0 0 0.00 165.25 N/A N/A 0 0 0 0 2020-08-26 $60.05 $0.00 83.8% 24.0% 10.0% 42.5% 0.0% 36.1% -26.9% 0 0 0 0.00 163.47 N/A N/A 0 0 0 0 2020-08-27 $60.48 $0.00 85.3% 24.4% 9.7% 43.4% 0.0% 34.9% -27.5% 0 0 0 0.00 163.58 N/A N/A 0 0 0 0 2020-08-28 $60.74 $0.00 86.4% 24.8% 9.1% 44.0% 0.0% 33.2% -29.7% 0 0 0 0.00 165.08 N/A N/A 0 0 0 0 2020-08-31 $60.70 $0.00 97.4% 27.9% 8.3% 50.6% 0.0% 0.0% 0.0% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0
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