SUSL Options History — September 2020 In September 2020, SUSL traded between $56.26 and $61.98. ATM implied volatility averaged 89.0%, placing in the 45.6% IV rank vs the trailing year. The 30-day expected move averaged 23.4%. IV traded above realized volatility by 66.3% (HV 20d: 22.7%). Max pain ranged from $56.00 to $56.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2020-09-23 : Highest Volume — 1 contracts2020-09-09 : Largest IV drop — 48.9% change2020-09-08 : Highest IV Rank — 71.2%2020-09-30 : Largest Expected Move — 29.8%Monthly Statistics Metric Avg Min Max Open Close Price $58.36 $56.26 $61.98 $60.67 $58.11 Max Pain $56.00 $56.00 $56.00 $56.00 $56.00 ATM IV 89.0% 67.4% 131.8% 96.1% 103.9% Expected Move 23.4% 17.6% 29.8% 27.5% 29.8% HV 20d 22.7% 8.3% 27.4% 8.3% 27.4% HV 60d 17.9% 16.8% 19.6% 17.3% 18.1% IV Rank 45.6% 32.7% 71.2% 49.8% 54.5% IV Percentile 67.8% 46.2% 93.2% 76.5% 80.5% Term Structure -31.8% -45.5% -22.6% -37.1% -45.5% VWIV 90.8% 90.8% 90.8% 90.8% 90.8% Skew 25d 33.1% -17.4% 76.1% 36.9% 76.1% Skew 10d 38.0% -17.4% 92.2% 89.8% 76.1% Call IV 25d 59.3% 32.7% 110.5% 101.5% 46.8% Put IV 25d 92.4% 70.0% 138.5% 138.4% 122.9% Bid-Ask Spread % 196.29 161.18 200.00 165.08 200.00 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -24 -103 0 0 -103 Net DEX 561 0 2.5K 0 2.3K Net VEX -1 -5 0 0 -5 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.048 0 1 0 0 Total OI 0.238 0 1 0 1
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 2020-09-01 $60.67 $0.00 96.1% 27.5% 8.3% 49.8% 0.0% 36.9% -37.1% 0 0 0 0.00 165.08 N/A N/A 0 0 0 0 2020-09-02 $61.98 $0.00 97.2% 27.9% 10.4% 50.5% 0.0% 41.3% -38.1% 0 0 0 0.00 161.18 N/A N/A 0 0 0 0 2020-09-03 $59.54 $0.00 104.1% 17.6% 18.8% 54.6% 0.0% 2.2% -22.7% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-09-04 $59.32 $0.00 108.9% 18.0% 18.9% 57.5% 0.0% 0.9% -22.6% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-09-08 $57.65 $0.00 131.8% 19.4% 21.7% 71.2% 0.0% 35.8% -26.5% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-09-09 $58.81 $0.00 67.4% 19.3% 22.8% 32.7% 0.0% 40.8% -26.5% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-09-10 $57.92 $0.00 69.5% 19.9% 22.9% 33.9% 0.0% 39.0% -27.5% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-09-11 $57.85 $0.00 70.5% 20.2% 22.9% 34.5% 0.0% 37.7% -28.4% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-09-14 $58.86 $0.00 72.4% 20.8% 23.7% 35.7% 0.0% 44.9% -30.5% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-09-15 $59.07 $0.00 73.5% 21.1% 23.5% 36.3% 0.0% 46.9% -31.1% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-09-16 $59.20 $0.00 74.6% 21.4% 23.5% 37.0% 0.0% 47.0% -31.8% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-09-17 $58.34 $0.00 77.1% 22.1% 24.0% 38.5% 0.0% 48.5% -25.0% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-09-18 $58.10 $0.00 78.6% 22.5% 24.0% 39.4% 0.0% 50.2% -26.3% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-09-21 $57.05 $0.00 84.7% 24.3% 24.8% 43.0% 0.0% -16.7% -30.2% 0 0 0 0.00 198.49 N/A N/A 0 0 0 0 2020-09-22 $57.77 $0.00 85.1% 24.4% 25.1% 43.3% 0.0% 59.7% -31.5% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-09-23 $56.26 $0.00 89.6% 25.7% 26.5% 46.0% 90.8% -17.4% -32.8% 0 0 0 0.00 198.70 N/A N/A 0 1 0 0 2020-09-24 $56.30 $56.00 91.6% 26.3% 26.1% 47.2% 0.0% -17.4% -34.2% -95 2.5K -5 0.00 198.70 N/A N/A 0 0 0 1 2020-09-25 $57.02 $56.00 92.4% 26.5% 26.5% 47.6% 0.0% -6.0% -35.8% -96 2.4K -5 0.00 200.00 N/A N/A 0 0 0 1 2020-09-28 $57.99 $56.00 98.1% 28.1% 27.3% 51.0% 0.0% 72.9% -41.0% -103 2.3K -5 0.00 200.00 N/A N/A 0 0 0 1 2020-09-29 $57.78 $56.00 101.0% 29.0% 27.3% 52.8% 0.0% 71.8% -43.8% -103 2.3K -5 0.00 200.00 N/A N/A 0 0 0 1 2020-09-30 $58.11 $56.00 103.9% 29.8% 27.4% 54.5% 0.0% 76.1% -45.5% -103 2.3K -5 0.00 200.00 N/A N/A 0 0 0 1
« Aug 2020 | All History | Oct 2020 » Home SUSL History September 2020