SUSL Options History — June 2021

In June 2021, SUSL traded between $72.99 and $75.08. ATM implied volatility averaged 35.8%, placing in the 5.2% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 25.8% (HV 20d: 10.0%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2021-06-23: Highest Volume — 69 contracts
  • 2021-06-09: Largest IV drop — 48.0% change
  • 2021-06-08: Highest IV Rank — 13.8%
  • 2021-06-02: Largest Expected Move — 11.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$73.97$72.99$75.08$73.21$75.08
ATM IV35.8%26.6%51.2%39.7%39.9%
Expected Move9.1%7.2%11.7%11.4%11.4%
HV 20d10.0%7.3%13.1%12.8%7.3%
HV 60d11.4%10.2%14.1%14.1%10.2%
IV Rank5.2%0.0%13.8%7.1%7.8%
IV Percentile9.2%0.0%17.9%11.6%17.9%
Term Structure-12.6%-17.4%-9.3%-15.3%-17.4%
Skew 25d11.5%4.6%29.5%9.1%12.8%
Skew 10d13.6%4.6%29.5%22.5%16.9%
Call IV 25d32.5%12.7%48.2%46.7%43.2%
Put IV 25d44.0%32.3%57.5%55.8%55.9%
Bid-Ask Spread %184.57146.45195.24146.45185.12
Gamma HHI1.001.001.001.001.00
Net GEX22.0K20.2K22.4K21.9K22.1K
Net DEX-290.8K-332.8K-256.8K-262.8K-332.8K
Net VEX-1.0K-1.1K-892-1.1K-892
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume6.57106900
Total OI6969696969

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$73.21$0.0039.7%11.4%12.8%7.1%0.0%9.1%-15.3%21.9K-262.8K-1.1K0.00146.45N/AN/A00690
2021-06-02$73.19$0.0041.0%11.7%12.7%7.8%0.0%9.3%-16.3%21.9K-262.1K-1.1K0.00146.99N/AN/A00690
2021-06-03$73.03$0.0042.4%7.2%12.5%8.6%0.0%4.6%-9.3%21.8K-256.8K-1.1K0.00190.95N/AN/A00690
2021-06-04$73.85$0.0043.3%7.2%13.1%9.1%0.0%8.4%-9.5%22.2K-284.4K-1.1K0.00189.17N/AN/A00690
2021-06-07$73.82$0.0048.8%7.4%12.6%12.4%0.0%6.3%-10.3%22.1K-283.3K-1.1K0.00190.97N/AN/A00690
2021-06-08$73.83$0.0051.2%7.5%12.5%13.8%0.0%6.4%-10.6%22.3K-283.7K-1.1K0.00190.97N/AN/A00690
2021-06-09$73.76$0.0026.6%7.6%12.1%0.0%0.0%23.6%-10.9%21.9K-281.2K-1.0K0.00190.97N/AN/A00690
2021-06-10$73.97$0.0027.0%7.7%10.8%0.2%0.0%8.3%-10.8%21.7K-293.7K-1.0K0.00187.83N/AN/A00690
2021-06-11$74.01$0.0027.4%7.8%10.5%0.4%0.0%8.6%-11.0%21.9K-295.2K-1.0K0.00187.83N/AN/A00690
2021-06-15$74.04$0.0029.1%8.3%10.0%1.4%0.0%9.1%-12.3%21.9K-296.3K-1.0K0.00187.83N/AN/A00690
2021-06-16$73.67$0.0029.6%8.5%10.0%1.7%0.0%7.5%-13.2%22.1K-284.0K-1.0K0.00190.97N/AN/A00690
2021-06-17$73.72$0.0030.1%8.6%9.9%2.0%0.0%7.9%-10.1%22.1K-285.7K-1.0K0.00190.97N/AN/A00690
2021-06-18$72.99$0.0031.0%8.9%9.6%2.6%0.0%26.7%-10.4%21.8K-261.1K-1.0K0.00195.24N/AN/A00690
2021-06-21$73.62$0.0032.4%9.3%8.2%3.4%0.0%29.5%-11.9%22.3K-282.3K-9900.00190.97N/AN/A00690
2021-06-22$74.08$0.0033.0%9.5%8.4%3.7%0.0%10.6%-11.9%22.4K-298.1K-9770.00187.83N/AN/A00690
2021-06-23$74.07$0.0033.7%9.7%7.4%4.1%0.0%7.3%-14.5%20.2K-287.9K-9710.00185.85N/AN/A690690
2021-06-24$74.51$0.0034.1%9.8%7.5%4.4%0.0%12.4%-13.6%22.4K-313.2K-9500.00185.05N/AN/A00690
2021-06-25$74.82$0.0034.9%10.0%7.6%4.8%0.0%10.5%-13.8%22.3K-324.0K-9460.00185.12N/AN/A00690
2021-06-28$74.94$0.0037.7%10.8%7.6%6.5%0.0%11.6%-15.8%22.1K-327.9K-9300.00185.12N/AN/A00690
2021-06-29$75.06$0.0038.7%11.1%7.5%7.1%0.0%12.0%-15.3%22.1K-311.3K-9150.00183.71N/AN/A690690
2021-06-30$75.08$0.0039.9%11.4%7.3%7.8%0.0%12.8%-17.4%22.1K-332.8K-8920.00185.12N/AN/A00690