SUSL Options History — November 2020 In November 2020, SUSL traded between $57.20 and $63.15. ATM implied volatility averaged 75.4%, placing in the 34.0% IV rank vs the trailing year. The 30-day expected move averaged 18.4%. IV traded above realized volatility by 51.8% (HV 20d: 23.6%). Max pain ranged from $55.00 to $55.00. Net GEX was positive for 0 of 18 trading days. Term structure was in contango for 0 of 18 days. Put/call ratio averaged 0.00.
Notable Days 2020-11-30 : Highest Volume — 1 contracts2020-11-11 : Largest IV drop — 48.5% change2020-11-10 : Highest IV Rank — 60.5%2020-11-04 : Largest Expected Move — 28.9%Monthly Statistics Metric Avg Min Max Open Close Price $61.46 $57.20 $63.15 $57.20 $62.72 Max Pain $55.00 $55.00 $55.00 $55.00 $55.00 ATM IV 75.4% 38.6% 124.5% 99.6% 44.9% Expected Move 18.4% 11.1% 28.9% 28.6% 12.9% HV 20d 23.6% 18.7% 25.5% 21.4% 18.7% HV 60d 22.1% 20.6% 22.6% 20.6% 22.6% IV Rank 34.0% 14.0% 60.5% 47.0% 17.4% IV Percentile 45.2% 10.0% 89.2% 74.1% 17.5% Term Structure -27.3% -39.8% -12.1% -36.1% -17.7% VWIV 33.1% 33.1% 33.1% 33.1% 33.1% Skew 25d 29.2% 9.1% 81.1% 69.8% 12.4% Skew 10d 52.5% 25.6% 81.1% 69.8% 30.4% Call IV 25d 59.5% 42.6% 77.1% 42.6% 51.0% Put IV 25d 88.7% 54.3% 128.9% 112.4% 63.5% Bid-Ask Spread % 168.98 144.47 200.00 200.00 147.87 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -114 -198 0 -198 0 Net DEX 2.3K 0 4.4K 4.4K 0 Net VEX -5 -10 0 -10 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.056 0 1 0 1 Total OI 1.444 0 2 2 0
Daily Data (18 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 2020-11-02 $57.20 $55.00 99.6% 28.6% 21.4% 47.0% 0.0% 69.8% -36.1% -198 4.4K -10 0.00 200.00 N/A N/A 0 0 0 2 2020-11-03 $58.75 $55.00 99.3% 28.5% 23.1% 46.9% 0.0% 76.9% -38.0% -193 4.0K -9 0.00 200.00 N/A N/A 0 0 0 2 2020-11-04 $59.72 $55.00 100.7% 28.9% 23.4% 47.6% 0.0% 81.1% -39.8% -190 3.8K -9 0.00 198.86 N/A N/A 0 0 0 2 2020-11-05 $60.67 $0.00 102.3% 17.3% 23.4% 48.5% 0.0% 23.6% -26.9% -176 3.6K -8 0.00 177.07 N/A N/A 0 0 0 2 2020-11-06 $60.88 $0.00 105.7% 17.5% 23.3% 50.3% 0.0% 23.6% -27.2% -177 3.6K -8 0.00 171.08 N/A N/A 0 0 0 2 2020-11-09 $62.12 $0.00 117.1% 17.8% 24.1% 56.5% 0.0% 26.7% -28.3% -175 3.2K -7 0.00 164.59 N/A N/A 0 0 0 2 2020-11-10 $61.34 $0.00 124.5% 18.3% 24.2% 60.5% 0.0% 21.3% -29.1% -171 3.5K -7 0.00 172.80 N/A N/A 0 0 0 2 2020-11-11 $61.65 $0.00 64.1% 18.4% 24.3% 27.8% 0.0% 22.3% -30.5% -169 3.4K -7 0.00 171.60 N/A N/A 0 0 0 2 2020-11-12 $60.87 $0.00 66.0% 18.9% 24.7% 28.9% 0.0% 21.1% -31.4% -145 3.8K -6 0.00 173.53 N/A N/A 0 0 0 2 2020-11-13 $62.02 $0.00 65.8% 18.9% 25.5% 28.7% 0.0% 23.7% -31.4% -163 3.4K -6 0.00 171.10 N/A N/A 0 0 0 2 2020-11-16 $62.43 $0.00 68.5% 19.6% 24.6% 30.2% 0.0% 25.5% -33.2% -156 3.4K -4 0.00 169.01 N/A N/A 0 0 0 2 2020-11-17 $62.37 $0.00 69.7% 20.0% 24.6% 30.8% 0.0% 25.7% -34.3% -141 467 -1 0.00 169.01 N/A N/A 0 0 0 2 2020-11-18 $62.08 $0.00 71.0% 20.4% 24.6% 31.6% 0.0% 25.4% -35.9% 0 0 0 0.00 169.01 N/A N/A 0 0 0 2 2020-11-23 $62.22 $0.00 38.6% 11.1% 24.6% 14.0% 0.0% 9.1% -12.1% 0 0 0 0.00 149.83 N/A N/A 0 0 0 0 2020-11-24 $63.10 $0.00 38.8% 11.1% 25.0% 14.2% 0.0% 11.7% -12.6% 0 0 0 0.00 145.97 N/A N/A 0 0 0 0 2020-11-25 $63.02 $0.00 39.7% 11.4% 22.8% 14.6% 0.0% 11.8% -13.3% 0 0 0 0.00 145.95 N/A N/A 0 0 0 0 2020-11-27 $63.15 $0.00 41.3% 11.9% 22.8% 15.5% 0.0% 14.1% -14.3% 0 0 0 0.00 144.47 N/A N/A 0 0 0 0 2020-11-30 $62.72 $0.00 44.9% 12.9% 18.7% 17.4% 33.1% 12.4% -17.7% 0 0 0 0.00 147.87 N/A N/A 1 0 0 0
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