SUSL Options History — January 2021 In January 2021, SUSL traded between $64.09 and $66.93. ATM implied volatility averaged 84.1%, placing in the 38.7% IV rank vs the trailing year. The 30-day expected move averaged 16.8%. IV traded above realized volatility by 73.1% (HV 20d: 11.0%). Net GEX was positive for 0 of 15 trading days. Term structure was in contango for 0 of 15 days.
Notable Days 2021-01-29 : Largest IV spike — 112.3% change2021-01-11 : Highest IV Rank — 91.8%2021-01-29 : Largest Expected Move — 23.4%Monthly Statistics Metric Avg Min Max Open Close Price $65.75 $64.09 $66.93 $64.09 $64.46 ATM IV 84.1% 36.6% 182.3% 113.4% 81.8% Expected Move 16.8% 10.5% 23.4% 15.9% 23.4% HV 20d 11.0% 8.2% 15.8% 8.2% 15.7% HV 60d 16.9% 16.6% 17.5% 16.7% 17.5% IV Rank 38.7% 12.9% 91.8% 54.5% 37.4% IV Percentile 48.3% 9.2% 99.6% 85.3% 52.6% Term Structure -15.6% -27.6% -10.4% -11.7% -27.6% Skew 25d 21.1% 10.2% 62.4% 38.3% 62.4% Skew 10d 21.5% 10.2% 62.3% 38.3% 62.3% Call IV 25d 55.1% 22.6% 72.6% 27.1% 35.5% Put IV 25d 76.2% 51.9% 97.9% 65.4% 97.9% Bid-Ask Spread % 194.69 166.67 200.00 200.00 200.00 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 (15 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 2021-01-04 $64.09 $0.00 113.4% 15.9% 8.2% 54.5% 0.0% 38.3% -11.7% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2021-01-06 $64.92 $0.00 123.6% 16.0% 8.7% 60.0% 0.0% 10.2% -12.2% 0 0 0 0.00 199.83 N/A N/A 0 0 0 0 2021-01-07 $65.97 $0.00 129.0% 16.0% 10.1% 62.9% 0.0% 15.8% -12.4% 0 0 0 0.00 198.49 N/A N/A 0 0 0 0 2021-01-08 $66.33 $0.00 107.5% 13.4% 10.2% 51.3% 0.0% 0.0% -10.4% 0 0 0 0.00 166.67 N/A N/A 0 0 0 0 2021-01-11 $65.95 $0.00 182.3% 16.8% 10.3% 91.8% 0.0% 14.1% -13.9% 0 0 0 0.00 198.70 N/A N/A 0 0 0 0 2021-01-12 $66.07 $0.00 59.2% 17.0% 10.1% 25.2% 0.0% 15.0% -14.2% 0 0 0 0.00 198.70 N/A N/A 0 0 0 0 2021-01-14 $65.84 $0.00 60.9% 17.5% 10.2% 26.1% 0.0% 14.1% -15.3% 0 0 0 0.00 198.70 N/A N/A 0 0 0 0 2021-01-15 $65.33 $0.00 62.5% 17.9% 10.1% 26.9% 0.0% 11.3% -15.6% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2021-01-19 $65.93 $0.00 65.6% 18.8% 10.5% 28.6% 0.0% 15.7% -18.1% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2021-01-20 $66.93 $0.00 65.6% 18.8% 11.3% 28.7% 0.0% 22.2% -18.5% 0 0 0 0.00 197.62 N/A N/A 0 0 0 0 2021-01-21 $66.78 $0.00 66.8% 19.2% 11.1% 29.3% 0.0% 18.9% -19.4% 0 0 0 0.00 197.92 N/A N/A 0 0 0 0 2021-01-22 $66.50 $0.00 68.6% 19.7% 11.2% 30.3% 0.0% 17.4% -19.6% 0 0 0 0.00 198.86 N/A N/A 0 0 0 0 2021-01-26 $66.53 $0.00 36.6% 10.5% 11.2% 12.9% 0.0% 10.3% -12.3% 0 0 0 0.00 179.69 N/A N/A 0 0 0 0 2021-01-27 $64.58 $0.00 38.5% 11.0% 15.8% 14.0% 0.0% 30.3% -13.2% 0 0 0 0.00 185.22 N/A N/A 0 0 0 0 2021-01-29 $64.46 $0.00 81.8% 23.4% 15.7% 37.4% 0.0% 62.4% -27.6% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0
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