SUSL Options History — February 2021 In February 2021, SUSL traded between $66.60 and $68.41. ATM implied volatility averaged 78.4%, placing in the 35.6% IV rank vs the trailing year. The 30-day expected move averaged 19.4%. IV traded above realized volatility by 59.7% (HV 20d: 18.7%). Net GEX was positive for 0 of 17 trading days. Term structure was in contango for 0 of 17 days.
Notable Days 2021-02-10 : Largest IV drop — 47.6% change2021-02-09 : Highest IV Rank — 53.6%2021-02-03 : Largest Expected Move — 25.8%Monthly Statistics Metric Avg Min Max Open Close Price $67.72 $66.60 $68.41 $66.60 $66.88 ATM IV 78.4% 58.6% 111.8% 87.4% 78.6% Expected Move 19.4% 15.7% 25.8% 25.0% 22.5% HV 20d 18.7% 17.4% 19.5% 19.4% 19.5% HV 60d 15.8% 13.7% 18.6% 18.6% 14.3% IV Rank 35.6% 24.8% 53.6% 40.4% 35.6% IV Percentile 45.4% 21.9% 83.7% 59.0% 46.6% Term Structure -25.8% -35.9% -17.9% -34.3% -26.7% Skew 25d 24.7% 20.5% 29.4% 23.2% 26.4% Skew 10d 48.8% 23.2% 60.3% 23.2% 57.3% Call IV 25d 70.7% 55.7% 94.3% 92.7% 85.4% Put IV 25d 95.4% 77.0% 120.3% 115.9% 111.8% Bid-Ask Spread % 174.16 167.78 198.86 198.86 175.54 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 (17 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 2021-02-02 $66.60 $0.00 87.4% 25.0% 19.4% 40.4% 0.0% 23.2% -34.3% 0 0 0 0.00 198.86 N/A N/A 0 0 0 0 2021-02-03 $66.85 $0.00 89.9% 25.8% 19.4% 41.8% 0.0% 26.0% -35.9% 0 0 0 0.00 197.92 N/A N/A 0 0 0 0 2021-02-04 $67.18 $0.00 92.6% 15.7% 19.4% 43.3% 0.0% 20.5% -22.8% 0 0 0 0.00 172.33 N/A N/A 0 0 0 0 2021-02-05 $67.65 $0.00 94.8% 15.7% 19.4% 44.4% 0.0% 22.7% -23.7% 0 0 0 0.00 169.27 N/A N/A 0 0 0 0 2021-02-08 $67.97 $0.00 106.7% 16.3% 19.3% 50.9% 0.0% 21.9% -24.9% 0 0 0 0.00 169.78 N/A N/A 0 0 0 0 2021-02-09 $68.14 $0.00 111.8% 16.5% 19.2% 53.6% 0.0% 22.4% -25.3% 0 0 0 0.00 170.03 N/A N/A 0 0 0 0 2021-02-10 $67.88 $0.00 58.6% 16.8% 19.0% 24.8% 0.0% 21.4% -26.9% 0 0 0 0.00 170.59 N/A N/A 0 0 0 0 2021-02-11 $68.17 $0.00 59.0% 16.9% 18.3% 25.0% 0.0% 23.2% -26.6% 0 0 0 0.00 169.52 N/A N/A 0 0 0 0 2021-02-16 $68.41 $0.00 63.4% 18.2% 18.2% 27.4% 0.0% 25.6% -30.0% 0 0 0 0.00 167.78 N/A N/A 0 0 0 0 2021-02-17 $68.41 $0.00 64.5% 18.5% 18.1% 28.0% 0.0% 25.9% -30.9% 0 0 0 0.00 169.46 N/A N/A 0 0 0 0 2021-02-18 $68.36 $0.00 65.6% 18.8% 18.1% 28.6% 0.0% 26.1% -17.9% 0 0 0 0.00 170.42 N/A N/A 0 0 0 0 2021-02-19 $68.19 $0.00 66.8% 19.2% 18.0% 29.3% 0.0% 26.4% -18.8% 0 0 0 0.00 169.01 N/A N/A 0 0 0 0 2021-02-22 $67.68 $0.00 71.0% 20.4% 18.0% 31.6% 0.0% 26.4% -22.0% 0 0 0 0.00 171.96 N/A N/A 0 0 0 0 2021-02-23 $67.71 $0.00 72.5% 20.8% 17.8% 32.3% 0.0% 26.9% -23.0% 0 0 0 0.00 173.44 N/A N/A 0 0 0 0 2021-02-24 $68.41 $0.00 73.6% 21.1% 17.4% 33.0% 0.0% 29.4% -23.1% 0 0 0 0.00 170.21 N/A N/A 0 0 0 0 2021-02-25 $66.79 $0.00 76.8% 22.0% 19.5% 34.7% 0.0% 25.6% -25.5% 0 0 0 0.00 174.62 N/A N/A 0 0 0 0 2021-02-26 $66.88 $0.00 78.6% 22.5% 19.5% 35.6% 0.0% 26.4% -26.7% 0 0 0 0.00 175.54 N/A N/A 0 0 0 0
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