SUSL Options History — December 2020 In December 2020, SUSL traded between $63.01 and $64.33. ATM implied volatility averaged 40.7%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 28.4% (HV 20d: 12.3%). Max pain ranged from $60.00 to $60.00. Net GEX was positive for 13 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2020-12-15 : Highest Volume — 1 contracts2020-12-09 : Largest IV drop — 47.9% change2020-12-08 : Highest IV Rank — 25.2%2020-12-02 : Largest Expected Move — 13.6%Monthly Statistics Metric Avg Min Max Open Close Price $63.65 $63.01 $64.33 $63.33 $64.33 Max Pain $60.00 $60.00 $60.00 $60.00 $60.00 ATM IV 40.7% 30.9% 59.2% 46.0% 44.0% Expected Move 10.2% 8.3% 13.6% 13.2% 12.6% HV 20d 12.3% 8.2% 18.8% 18.8% 8.5% HV 60d 19.0% 16.7% 22.6% 22.6% 16.7% IV Rank 15.2% 9.8% 25.2% 18.0% 16.9% IV Percentile 13.1% 4.0% 27.1% 18.3% 18.7% Term Structure -13.6% -18.7% -10.2% -17.5% -17.8% Skew 25d 19.9% 1.4% 34.3% 14.9% 12.5% Skew 10d 21.8% 1.4% 34.3% 33.0% 12.5% Call IV 25d 26.2% 11.1% 51.3% 49.6% 46.5% Put IV 25d 46.0% 35.3% 66.4% 64.5% 59.0% Bid-Ask Spread % 189.90 144.57 196.67 144.57 194.29 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 143 0 217 215 0 Net DEX -3.5K -6.4K 0 -4.5K 0 Net VEX -2 -5 0 -5 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 0.053 0 1 0 0 Total OI 0.737 0 1 1 0
Daily Data (19 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 2020-12-01 $63.33 $60.00 46.0% 13.2% 18.8% 18.0% 0.0% 14.9% -17.5% 215 -4.5K -5 0.00 144.57 N/A N/A 0 0 1 0 2020-12-02 $63.30 $60.00 47.4% 13.6% 17.5% 18.8% 0.0% 15.2% -18.7% 217 -4.5K -4 0.00 145.34 N/A N/A 0 0 1 0 2020-12-03 $63.33 $0.00 49.0% 8.3% 17.3% 19.6% 0.0% 21.5% -10.4% 216 -4.5K -4 0.00 196.67 N/A N/A 0 0 1 0 2020-12-04 $63.87 $0.00 50.1% 8.4% 15.3% 20.2% 0.0% 25.0% -11.9% 210 -4.7K -4 0.00 196.27 N/A N/A 0 0 1 0 2020-12-07 $63.67 $0.00 56.5% 8.6% 14.8% 23.7% 0.0% 26.8% -11.3% 208 -4.6K -4 0.00 194.29 N/A N/A 0 0 1 0 2020-12-08 $64.04 $0.00 59.2% 8.7% 14.1% 25.2% 0.0% 5.8% -12.0% 205 -4.8K -3 0.00 196.67 N/A N/A 0 0 1 0 2020-12-09 $63.52 $0.00 30.9% 8.8% 14.6% 9.8% 0.0% 26.1% -12.9% 212 -4.6K -3 0.00 194.29 N/A N/A 0 0 1 0 2020-12-10 $63.48 $0.00 31.6% 9.0% 13.0% 10.2% 0.0% 23.6% -12.2% 212 -4.5K -3 0.00 196.67 N/A N/A 0 0 1 0 2020-12-11 $63.35 $0.00 32.1% 9.2% 12.0% 10.5% 0.0% 24.0% -12.7% 215 -4.5K -3 0.00 196.67 N/A N/A 0 0 1 0 2020-12-14 $63.01 $0.00 33.6% 9.6% 12.2% 11.4% 0.0% 1.4% -10.2% 208 -4.4K -2 0.00 196.67 N/A N/A 0 0 1 0 2020-12-15 $63.51 $0.00 33.7% 9.7% 11.2% 11.4% 0.0% 27.2% -15.1% 205 -4.6K -2 0.00 196.67 N/A N/A 1 0 1 0 2020-12-16 $63.74 $0.00 34.2% 9.8% 9.4% 11.7% 0.0% 31.8% -14.6% 204 -4.7K -2 0.00 194.29 N/A N/A 0 0 1 0 2020-12-17 $64.11 $0.00 34.7% 10.0% 9.4% 12.0% 0.0% 8.4% -11.2% 196 -4.8K -1 0.00 194.29 N/A N/A 0 0 1 0 2020-12-18 $63.82 $0.00 35.4% 10.2% 9.6% 12.3% 0.0% 31.9% -12.0% 0 -6.4K 0 0.00 190.95 N/A N/A 0 0 1 0 2020-12-21 $63.69 $0.00 37.5% 10.8% 9.4% 13.5% 0.0% 6.2% -13.7% 0 0 0 0.00 194.29 N/A N/A 0 0 0 0 2020-12-22 $63.61 $0.00 38.3% 11.0% 9.4% 13.9% 0.0% 34.3% -14.4% 0 0 0 0.00 194.29 N/A N/A 0 0 0 0 2020-12-23 $63.86 $0.00 39.1% 11.2% 8.2% 14.3% 0.0% 7.7% -14.7% 0 0 0 0.00 194.29 N/A N/A 0 0 0 0 2020-12-24 $63.86 $0.00 39.9% 11.4% 8.2% 14.7% 0.0% 33.3% -15.3% 0 0 0 0.00 196.67 N/A N/A 0 0 0 0 2020-12-28 $64.33 $0.00 44.0% 12.6% 8.5% 16.9% 0.0% 12.5% -17.8% 0 0 0 0.00 194.29 N/A N/A 0 0 0 0
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