SUSL Options History — July 2021 In July 2021, SUSL traded between $74.40 and $77.50. ATM implied volatility averaged 39.7%, placing in the 10.9% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 29.1% (HV 20d: 10.6%). Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2021-07-14 : Highest Volume — 69 contracts2021-07-06 : Largest IV spike — 149.8% change2021-07-13 : Highest IV Rank — 39.8%2021-07-01 : Largest Expected Move — 11.8%Monthly Statistics Metric Avg Min Max Open Close Price $76.31 $74.40 $77.50 $75.39 $77.25 ATM IV 39.7% 20.0% 90.6% 41.1% 33.9% Expected Move 8.1% 5.7% 11.8% 11.8% 9.7% HV 20d 10.6% 7.2% 13.4% 7.3% 13.4% HV 60d 10.7% 9.7% 11.4% 10.2% 11.3% IV Rank 10.9% 0.0% 39.8% 8.5% 7.8% IV Percentile 16.4% 0.0% 73.3% 19.5% 14.7% Term Structure -7.8% -17.9% -2.2% -17.9% -11.4% Skew 25d 14.4% 4.3% 31.4% 14.3% 31.4% Skew 10d 16.1% 4.3% 36.3% 19.7% 36.3% Call IV 25d 25.3% 10.8% 43.3% 43.3% 15.2% Put IV 25d 39.7% 32.3% 57.6% 57.6% 46.6% Bid-Ask Spread % 183.68 166.67 190.97 181.78 184.06 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 9.9K 0 21.6K 21.6K 0 Net DEX -171.7K -376.3K 0 -342.7K 0 Net VEX -381 -888 0 -888 0 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 3.286 0 69 0 0 Total OI 32.857 0 69 69 0
Daily Data (21 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 2021-07-01 $75.39 $0.00 41.1% 11.8% 7.3% 8.5% 0.0% 14.3% -17.9% 21.6K -342.7K -888 0.00 181.78 N/A N/A 0 0 69 0 2021-07-02 $76.08 $0.00 20.0% 5.7% 7.7% 0.0% 0.0% 0.0% -2.2% 0 0 0 0.00 166.67 N/A N/A 0 0 0 0 2021-07-06 $75.78 $0.00 49.9% 6.7% 7.2% 16.8% 0.0% 6.4% -5.2% 21.2K -355.7K -828 0.00 187.83 N/A N/A 0 0 69 0 2021-07-07 $76.12 $0.00 52.5% 6.8% 7.2% 18.3% 0.0% 7.9% -5.1% 20.6K -366.0K -824 0.00 185.05 N/A N/A 0 0 69 0 2021-07-08 $75.25 $0.00 56.3% 7.0% 8.6% 20.5% 0.0% 4.3% -5.3% 21.4K -337.2K -847 0.00 190.97 N/A N/A 0 0 69 0 2021-07-09 $76.08 $0.00 59.5% 7.0% 9.2% 22.3% 0.0% 7.9% -5.4% 20.7K -364.9K -812 0.00 185.05 N/A N/A 0 0 69 0 2021-07-12 $76.40 $0.00 78.4% 7.2% 9.3% 32.9% 0.0% 8.9% -5.7% 20.3K -374.9K -758 0.00 182.64 N/A N/A 0 0 69 0 2021-07-13 $76.35 $0.00 90.6% 7.3% 9.3% 39.8% 0.0% 8.9% -5.9% 20.3K -373.2K -752 0.00 182.64 N/A N/A 0 0 69 0 2021-07-14 $76.44 $0.00 25.8% 7.4% 9.3% 3.3% 0.0% 7.0% -6.1% 20.2K -376.3K -747 0.00 185.12 N/A N/A 69 0 69 0 2021-07-15 $76.10 $0.00 26.3% 7.5% 9.2% 3.5% 0.0% 24.9% -6.5% 19.7K -360.8K -777 0.00 187.19 N/A N/A 0 0 69 0 2021-07-16 $75.76 $0.00 26.7% 7.6% 9.5% 3.8% 0.0% 25.3% -7.0% 21.0K -353.8K -769 0.00 189.57 N/A N/A 0 0 69 0 2021-07-19 $74.40 $0.00 28.5% 8.2% 11.1% 4.8% 0.0% 24.7% -7.4% 0 0 0 0.00 189.46 N/A N/A 0 0 0 0 2021-07-20 $75.89 $0.00 28.3% 8.1% 12.7% 4.7% 0.0% 27.1% -7.9% 0 0 0 0.00 189.57 N/A N/A 0 0 0 0 2021-07-21 $76.25 $0.00 28.7% 8.2% 12.7% 4.9% 0.0% 26.4% -7.9% 0 0 0 0.00 185.91 N/A N/A 0 0 0 0 2021-07-22 $76.53 $0.00 28.9% 8.3% 12.7% 5.0% 0.0% 8.0% -8.7% 0 0 0 0.00 185.12 N/A N/A 0 0 0 0 2021-07-23 $77.43 $0.00 29.3% 8.4% 13.1% 5.2% 0.0% 10.4% -8.2% 0 0 0 0.00 178.12 N/A N/A 0 0 0 0 2021-07-26 $77.39 $0.00 31.0% 8.9% 13.1% 6.2% 0.0% 10.9% -9.3% 0 0 0 0.00 178.12 N/A N/A 0 0 0 0 2021-07-27 $76.97 $0.00 31.8% 9.1% 13.3% 6.6% 0.0% 9.9% -10.2% 0 0 0 0.00 182.43 N/A N/A 0 0 0 0 2021-07-28 $77.17 $0.00 32.4% 9.3% 13.3% 7.0% 0.0% 10.6% -10.5% 0 0 0 0.00 181.78 N/A N/A 0 0 0 0 2021-07-29 $77.50 $0.00 33.0% 9.5% 13.4% 7.3% 0.0% 11.9% -10.6% 0 0 0 0.00 178.12 N/A N/A 0 0 0 0 2021-07-30 $77.25 $0.00 33.9% 9.7% 13.4% 7.8% 0.0% 31.4% -11.4% 0 0 0 0.00 184.06 N/A N/A 0 0 0 0
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