SUSL Options History — October 2020 In October 2020, SUSL traded between $56.32 and $60.90. ATM implied volatility averaged 99.6%, placing in the 49.2% IV rank vs the trailing year. The 30-day expected move averaged 21.6%. IV traded above realized volatility by 80.3% (HV 20d: 19.2%). Max pain ranged from $55.00 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 2020-10-28 : Highest Volume — 2 contracts2020-10-13 : Largest IV drop — 67.5% change2020-10-12 : Highest IV Rank — 100.0%2020-10-02 : Largest Expected Move — 31.8%Monthly Statistics Metric Avg Min Max Open Close Price $59.04 $56.32 $60.90 $58.27 $56.32 Max Pain $55.50 $55.00 $56.00 $56.00 $55.00 ATM IV 99.6% 61.9% 197.6% 107.1% 93.7% Expected Move 21.6% 17.3% 31.8% 30.7% 26.9% HV 20d 19.2% 14.4% 26.1% 26.1% 20.6% HV 60d 18.8% 18.1% 20.3% 18.1% 20.3% IV Rank 49.2% 26.6% 100.0% 56.4% 43.8% IV Percentile 66.1% 33.1% 100.0% 83.7% 69.3% Term Structure -22.2% -51.5% -12.3% -47.8% -31.0% VWIV 97.4% 97.4% 97.4% 97.4% 97.4% Skew 25d 29.7% -39.0% 75.6% 75.6% 59.1% Skew 10d 29.7% -39.0% 75.6% 75.6% 59.1% Call IV 25d 60.8% 33.5% 127.5% 52.0% 41.6% Put IV 25d 90.5% 26.9% 131.3% 127.6% 100.7% Bid-Ask Spread % 198.19 181.82 200.00 200.00 197.92 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -58 -198 0 -96 -197 Net DEX 1.3K 0 4.7K 2.3K 4.7K Net VEX -2 -11 0 -5 -10 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.095 0 2 0 0 Total OI 0.714 0 2 1 2
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 2020-10-01 $58.27 $56.00 107.1% 30.7% 26.1% 56.4% 0.0% 75.6% -47.8% -96 2.3K -5 0.00 200.00 N/A N/A 0 0 0 1 2020-10-02 $58.09 $56.00 111.1% 31.8% 22.1% 58.8% 0.0% 3.8% -51.5% -97 2.3K -4 0.00 200.00 N/A N/A 0 0 0 1 2020-10-05 $58.83 $0.00 123.4% 17.3% 22.6% 66.1% 0.0% 8.5% -12.3% -103 2.2K -4 0.00 200.00 N/A N/A 0 0 0 1 2020-10-06 $58.18 $0.00 131.3% 17.7% 20.5% 70.8% 0.0% 4.8% -12.6% -96 2.3K -4 0.00 200.00 N/A N/A 0 0 0 1 2020-10-07 $59.14 $0.00 136.1% 17.6% 20.1% 73.7% 0.0% -39.0% -12.7% -96 2.1K -3 0.00 200.00 N/A N/A 0 0 0 1 2020-10-08 $59.57 $0.00 142.5% 17.6% 19.3% 77.5% 0.0% 13.1% -13.3% -104 2.1K -3 0.00 200.00 N/A N/A 0 0 0 1 2020-10-09 $60.10 $0.00 151.7% 17.8% 19.5% 83.0% 0.0% 16.3% -13.3% -96 2.0K -3 0.00 198.70 N/A N/A 0 0 0 1 2020-10-12 $60.90 $0.00 197.6% 18.1% 19.1% 100.0% 0.0% 21.7% -14.5% -89 2.0K -2 0.00 196.32 N/A N/A 0 0 0 1 2020-10-13 $60.75 $0.00 64.2% 18.4% 19.1% 27.9% 0.0% 18.5% -15.1% -6 5 0 0.00 195.98 N/A N/A 0 0 0 1 2020-10-14 $60.45 $0.00 65.7% 18.8% 19.3% 28.7% 0.0% 16.9% -15.2% -44 52 0 0.00 196.78 N/A N/A 0 0 0 1 2020-10-16 $60.42 $0.00 67.6% 19.4% 18.4% 29.7% 0.0% 17.2% -16.2% 0 0 0 0.00 197.92 N/A N/A 0 0 0 1 2020-10-19 $59.37 $0.00 72.0% 20.6% 19.5% 32.1% 0.0% 56.7% -18.4% 0 0 0 0.00 198.86 N/A N/A 0 0 0 0 2020-10-20 $59.69 $0.00 72.3% 20.7% 18.2% 32.3% 0.0% 13.4% -19.6% 0 0 0 0.00 198.86 N/A N/A 0 0 0 0 2020-10-21 $59.51 $0.00 73.6% 21.1% 17.8% 33.0% 0.0% 57.2% -20.5% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-10-22 $59.74 $0.00 74.7% 21.4% 14.5% 33.6% 0.0% 14.1% -21.0% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-10-23 $59.86 $0.00 61.9% 17.7% 14.4% 26.6% 0.0% 0.0% 0.0% 0 0 0 0.00 181.82 N/A N/A 0 0 0 0 2020-10-26 $58.38 $0.00 82.8% 23.7% 17.1% 37.9% 0.0% 61.8% -24.7% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-10-27 $58.56 $0.00 83.6% 24.0% 16.1% 38.4% 0.0% 60.9% -26.7% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-10-28 $56.65 $0.00 88.4% 25.4% 20.0% 41.0% 97.4% 55.1% -28.8% 0 0 0 0.00 198.86 N/A N/A 0 2 0 0 2020-10-29 $57.10 $55.00 90.1% 25.8% 20.1% 41.9% 0.0% 59.0% -29.4% -198 4.5K -11 0.00 200.00 N/A N/A 0 0 0 2 2020-10-30 $56.32 $55.00 93.7% 26.9% 20.6% 43.8% 0.0% 59.1% -31.0% -197 4.7K -10 0.00 197.92 N/A N/A 0 0 0 2
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