SUSL Options History — May 2021 In May 2021, SUSL traded between $71.28 and $73.50. ATM implied volatility averaged 35.3%, placing in the 4.0% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 23.7% (HV 20d: 11.6%). Max pain ranged from $71.00 to $71.00. Net GEX was positive for 17 of 17 trading days. Term structure was in contango for 0 of 17 days. Put/call ratio averaged 0.00.
Notable Days 2021-05-05 : Highest Volume — 69 contracts2021-05-13 : Largest IV drop — 47.1% change2021-05-11 : Highest IV Rank — 12.9%2021-05-05 : Largest Expected Move — 11.8%Monthly Statistics Metric Avg Min Max Open Close Price $72.67 $71.28 $73.50 $73.00 $73.50 Max Pain $71.00 $71.00 $71.00 $71.00 $71.00 ATM IV 35.3% 27.7% 52.4% 38.7% 35.6% Expected Move 9.3% 7.5% 11.8% 11.1% 10.2% HV 20d 11.6% 9.1% 13.4% 10.1% 12.7% HV 60d 14.0% 12.9% 15.6% 15.6% 14.2% IV Rank 4.0% 0.0% 12.9% 4.7% 4.7% IV Percentile 4.6% 0.0% 11.2% 5.2% 7.6% Term Structure -11.4% -16.2% -8.6% -14.0% -12.0% Skew 25d 6.8% 2.7% 12.1% 12.1% 9.0% Skew 10d 16.8% 13.4% 20.9% 19.6% 20.9% Call IV 25d 38.7% 30.3% 45.9% 42.1% 41.0% Put IV 25d 45.6% 36.6% 57.8% 54.2% 50.0% Bid-Ask Spread % 152.88 144.25 181.97 178.20 145.73 Gamma HHI 0.86 0.70 1.00 1.00 1.00 Net GEX 18.9K 3.8K 24.1K 3.8K 22.2K Net DEX -242.9K -324.1K -52.4K -56.3K -272.5K Net VEX -971 -1.3K -70 -72 -1.1K 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 4.059 0 69 0 0 Total OI 65.294 12 81 12 69
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 2021-05-03 $73.00 $71.00 38.7% 11.1% 10.1% 4.7% 0.0% 12.1% -14.0% 3.8K -56.3K -72 0.00 178.20 N/A N/A 0 0 12 0 2021-05-04 $72.36 $71.00 40.2% 11.5% 9.1% 5.6% 0.0% 10.4% -14.4% 3.9K -52.4K -72 0.00 181.97 N/A N/A 0 0 12 0 2021-05-05 $72.71 $71.00 41.1% 11.8% 9.1% 6.1% 0.0% 11.9% -16.2% 3.8K -54.5K -70 0.00 179.69 N/A N/A 69 0 12 0 2021-05-10 $73.41 $0.00 49.3% 7.5% 9.6% 11.1% 0.0% 6.3% -8.7% 24.1K -324.1K -1.3K 0.00 144.25 N/A N/A 0 0 81 0 2021-05-11 $72.36 $0.00 52.4% 7.7% 11.1% 12.9% 0.0% 4.3% -9.1% 22.5K -289.4K -1.2K 0.00 147.39 N/A N/A 0 0 81 0 2021-05-13 $71.99 $0.00 27.7% 8.0% 11.1% 0.0% 0.0% 3.6% -9.9% 22.8K -277.4K -1.2K 0.00 148.13 N/A N/A 0 0 81 0 2021-05-14 $72.72 $0.00 27.8% 8.0% 11.6% 0.0% 0.0% 5.1% -13.8% 22.4K -305.5K -1.2K 0.00 147.03 N/A N/A 0 0 81 0 2021-05-17 $72.37 $0.00 29.3% 8.4% 11.7% 0.9% 0.0% 4.6% -11.1% 23.5K -286.9K -1.2K 0.00 147.84 N/A N/A 0 0 81 0 2021-05-18 $72.14 $0.00 29.9% 8.6% 11.7% 1.2% 0.0% 4.3% -12.0% 23.1K -283.9K -1.2K 0.00 148.43 N/A N/A 0 0 81 0 2021-05-19 $71.28 $0.00 30.7% 8.8% 11.7% 1.8% 0.0% 2.7% -10.7% 21.2K -266.2K -1.1K 0.00 149.87 N/A N/A 0 0 81 0 2021-05-20 $72.47 $0.00 30.8% 8.8% 13.1% 1.8% 0.0% 5.4% -8.6% 23.9K -288.0K -1.2K 0.00 147.57 N/A N/A 0 0 81 0 2021-05-21 $72.38 $0.00 31.3% 9.0% 12.9% 2.1% 0.0% 5.3% -9.0% 20.2K -324.1K -1.1K 0.00 147.84 N/A N/A 0 0 81 0 2021-05-24 $73.25 $0.00 32.8% 9.4% 13.4% 3.0% 0.0% 7.7% -10.2% 20.0K -264.7K -1.1K 0.00 145.73 N/A N/A 0 0 69 0 2021-05-25 $73.06 $0.00 33.5% 9.6% 13.1% 3.4% 0.0% 7.4% -10.9% 21.5K -258.0K -1.1K 0.00 146.66 N/A N/A 0 0 69 0 2021-05-26 $73.18 $0.00 34.2% 9.8% 12.7% 3.8% 0.0% 7.8% -11.3% 21.6K -261.9K -1.1K 0.00 146.29 N/A N/A 0 0 69 0 2021-05-27 $73.22 $0.00 34.9% 10.0% 12.7% 4.2% 0.0% 8.1% -11.8% 21.8K -263.1K -1.1K 0.00 146.29 N/A N/A 0 0 69 0 2021-05-28 $73.50 $0.00 35.6% 10.2% 12.7% 4.7% 0.0% 9.0% -12.0% 22.2K -272.5K -1.1K 0.00 145.73 N/A N/A 0 0 69 0
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