SUSL Options History — April 2021 In April 2021, SUSL traded between $69.93 and $73.15. ATM implied volatility averaged 88.4%, placing in the 35.2% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 77.0% (HV 20d: 11.4%). Max pain ranged from $71.00 to $71.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2021-04-15 : Highest Volume — 12 contracts2021-04-14 : Largest IV drop — 71.4% change2021-04-13 : Highest IV Rank — 96.9%2021-04-01 : Largest Expected Move — 25.5%Monthly Statistics Metric Avg Min Max Open Close Price $72.19 $69.93 $73.15 $69.93 $72.68 Max Pain $71.00 $71.00 $71.00 $71.00 $71.00 ATM IV 88.4% 55.0% 192.4% 88.8% 72.0% Expected Move 16.2% 8.6% 25.5% 25.5% 20.7% HV 20d 11.4% 9.9% 16.6% 15.8% 10.4% HV 60d 15.9% 15.5% 16.1% 15.8% 15.6% IV Rank 35.2% 14.5% 96.9% 40.6% 24.7% IV Percentile 44.3% 10.0% 99.6% 57.0% 32.7% Term Structure -9.4% -40.3% 28.2% -40.3% -24.7% VWIV 50.7% 50.7% 50.7% 50.7% 50.7% Skew 25d 16.3% 2.8% 52.1% 24.6% 19.2% Skew 10d 17.6% 7.0% 52.1% 24.6% 19.2% Call IV 25d 60.2% 9.5% 89.1% 89.1% 76.2% Put IV 25d 76.6% 57.4% 113.7% 113.7% 95.3% Bid-Ask Spread % 195.13 185.35 200.00 200.00 197.92 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 981 0 2.1K 0 2.1K Net DEX -26.0K -52.9K 0 0 -51.4K Net VEX -46 -105 0 0 -81 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 0.6 0 12 0 0 Total OI 6 0 12 0 12
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 2021-04-01 $69.93 $0.00 88.8% 25.5% 15.8% 40.6% 0.0% 24.6% -40.3% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2021-04-05 $71.17 $0.00 102.6% 8.6% 16.6% 47.0% 0.0% 52.1% 28.2% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2021-04-06 $71.00 $0.00 107.2% 9.3% 15.4% 49.5% 0.0% 4.8% 25.8% 0 0 0 0.00 190.06 N/A N/A 0 0 0 0 2021-04-07 $71.03 $0.00 112.9% 9.4% 12.9% 49.2% 0.0% 4.8% 26.0% 0 0 0 0.00 190.06 N/A N/A 0 0 0 0 2021-04-08 $71.25 $0.00 119.5% 9.5% 10.7% 53.2% 0.0% 4.9% 26.3% 0 0 0 0.00 189.27 N/A N/A 0 0 0 0 2021-04-09 $71.65 $0.00 126.5% 14.8% 10.7% 57.4% 0.0% 12.8% -11.4% 0 0 0 0.00 192.81 N/A N/A 0 0 0 0 2021-04-12 $71.93 $0.00 167.0% 15.3% 10.3% 81.7% 0.0% 5.3% -12.3% 0 0 0 0.00 185.35 N/A N/A 0 0 0 0 2021-04-13 $72.16 $0.00 192.4% 15.5% 10.3% 96.9% 0.0% 2.8% -12.5% 0 0 0 0.00 186.08 N/A N/A 0 0 0 0 2021-04-14 $71.91 $0.00 55.0% 15.8% 10.1% 14.5% 0.0% 12.8% -13.1% 0 0 0 0.00 198.70 N/A N/A 0 0 0 0 2021-04-15 $72.75 $0.00 55.0% 15.8% 10.5% 14.5% 50.7% 17.3% -13.4% 0 0 0 0.00 197.62 N/A N/A 12 0 0 0 2021-04-16 $73.07 $71.00 55.7% 16.0% 10.5% 14.9% 0.0% 16.9% -13.6% 1.9K -52.6K -105 0.00 195.98 N/A N/A 0 0 12 0 2021-04-19 $72.53 $71.00 58.4% 16.7% 11.2% 16.5% 0.0% 14.7% -15.6% 1.9K -50.7K -100 0.00 197.92 N/A N/A 0 0 12 0 2021-04-21 $72.98 $71.00 60.2% 17.3% 11.2% 17.6% 0.0% 17.7% -16.4% 1.9K -52.3K -97 0.00 197.92 N/A N/A 0 0 12 0 2021-04-22 $72.43 $71.00 61.8% 17.7% 10.3% 18.6% 0.0% 14.9% -16.8% 1.9K -50.4K -95 0.00 198.86 N/A N/A 0 0 12 0 2021-04-23 $73.13 $71.00 61.9% 17.7% 10.6% 18.6% 0.0% 19.2% -17.6% 1.9K -52.8K -94 0.00 195.98 N/A N/A 0 0 12 0 2021-04-26 $73.10 $71.00 65.9% 18.9% 10.6% 21.0% 0.0% 20.2% -20.0% 2.0K -52.7K -89 0.00 196.78 N/A N/A 0 0 12 0 2021-04-27 $73.08 $71.00 67.2% 19.3% 10.0% 21.8% 0.0% 20.4% -20.9% 2.0K -52.6K -87 0.00 196.78 N/A N/A 0 0 12 0 2021-04-28 $72.91 $71.00 68.8% 19.7% 9.9% 22.7% 0.0% 19.8% -22.1% 2.0K -52.0K -85 0.00 197.92 N/A N/A 0 0 12 0 2021-04-29 $73.15 $71.00 70.2% 20.1% 9.9% 23.6% 0.0% 21.8% -22.9% 2.0K -52.9K -84 0.00 196.67 N/A N/A 0 0 12 0 2021-04-30 $72.68 $71.00 72.0% 20.7% 10.4% 24.7% 0.0% 19.2% -24.7% 2.1K -51.4K -81 0.00 197.92 N/A N/A 0 0 12 0
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