SUSL Options History — March 2021 In March 2021, SUSL traded between $65.22 and $69.33. ATM implied volatility averaged 78.3%, placing in the 35.3% IV rank vs the trailing year. The 30-day expected move averaged 19.8%. IV traded above realized volatility by 60.7% (HV 20d: 17.6%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2021-03-10 : Largest IV drop — 48.1% change2021-03-09 : Highest IV Rank — 54.0%2021-03-03 : Largest Expected Move — 25.9%Monthly Statistics Metric Avg Min Max Open Close Price $67.98 $65.22 $69.33 $67.79 $69.33 ATM IV 78.3% 58.3% 112.5% 83.7% 87.0% Expected Move 19.8% 15.9% 25.9% 24.0% 24.9% HV 20d 17.6% 14.9% 20.0% 20.0% 16.2% HV 60d 15.4% 14.1% 15.9% 14.1% 15.8% IV Rank 35.3% 24.7% 54.0% 38.4% 39.6% IV Percentile 42.6% 17.1% 84.1% 53.4% 55.4% Term Structure -27.0% -37.6% -20.5% -31.0% -37.6% Skew 25d 33.2% 8.9% 59.8% 31.4% 18.9% Skew 10d 38.4% 8.9% 68.0% 66.6% 18.9% Call IV 25d 50.9% 9.8% 99.7% 87.9% 89.2% Put IV 25d 84.1% 53.1% 128.8% 119.3% 108.1% Bid-Ask Spread % 195.69 171.76 200.00 172.24 200.00 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 (20 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 2021-03-01 $67.79 $0.00 83.7% 24.0% 20.0% 38.4% 0.0% 31.4% -31.0% 0 0 0 0.00 172.24 N/A N/A 0 0 0 0 2021-03-02 $67.49 $0.00 86.9% 24.9% 16.6% 40.1% 0.0% 31.5% -32.0% 0 0 0 0.00 171.76 N/A N/A 0 0 0 0 2021-03-03 $66.51 $0.00 90.2% 25.9% 17.6% 41.9% 0.0% 29.1% -36.0% 0 0 0 0.00 175.61 N/A N/A 0 0 0 0 2021-03-04 $65.22 $0.00 95.6% 16.0% 14.9% 44.9% 0.0% 23.6% -22.4% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2021-03-05 $66.78 $0.00 96.3% 15.9% 17.3% 45.2% 0.0% 34.1% -20.5% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2021-03-08 $66.78 $0.00 108.7% 16.5% 17.2% 51.9% 0.0% 35.9% -22.1% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2021-03-09 $67.51 $0.00 112.5% 16.5% 17.4% 54.0% 0.0% 36.5% -22.7% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2021-03-10 $67.88 $0.00 58.3% 16.7% 17.5% 24.7% 0.0% 38.9% -22.8% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2021-03-11 $68.62 $0.00 59.0% 16.9% 17.9% 25.1% 0.0% 59.8% -24.8% 0 0 0 0.00 194.28 N/A N/A 0 0 0 0 2021-03-12 $68.53 $0.00 59.2% 17.0% 17.8% 25.0% 0.0% 42.1% -24.3% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2021-03-15 $68.78 $0.00 61.8% 17.7% 17.8% 26.4% 0.0% 8.9% -26.1% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2021-03-16 $69.01 $0.00 62.7% 18.0% 17.8% 26.9% 0.0% 41.7% -26.6% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2021-03-17 $69.00 $0.00 63.8% 18.3% 17.8% 27.4% 0.0% 10.5% -27.4% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2021-03-18 $68.11 $0.00 65.8% 18.9% 18.4% 28.5% 0.0% 44.5% -21.6% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2021-03-19 $68.20 $0.00 66.9% 19.2% 18.4% 29.1% 0.0% 46.5% -22.3% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2021-03-22 $68.47 $0.00 70.6% 20.2% 18.3% 31.1% 0.0% 49.4% -24.7% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2021-03-25 $67.99 $0.00 75.5% 21.6% 18.5% 33.5% 0.0% 52.6% -28.6% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2021-03-26 $68.70 $0.00 76.3% 21.9% 18.5% 33.8% 0.0% 12.0% -30.0% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2021-03-30 $68.92 $0.00 84.7% 24.3% 16.1% 38.3% 0.0% 15.1% -36.4% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2021-03-31 $69.33 $0.00 87.0% 24.9% 16.2% 39.6% 0.0% 18.9% -37.6% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0
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