SUSL Options History — August 2021 In August 2021, SUSL traded between $77.22 and $79.82. ATM implied volatility averaged 33.5%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 23.9% (HV 20d: 9.5%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2021-08-11 : Largest IV drop — 48.1% change2021-08-10 : Highest IV Rank — 16.1%2021-08-04 : Largest Expected Move — 11.1%Monthly Statistics Metric Avg Min Max Open Close Price $78.38 $77.22 $79.82 $77.22 $79.68 ATM IV 33.5% 25.2% 48.6% 36.6% 36.4% Expected Move 8.5% 6.7% 11.1% 10.5% 10.4% HV 20d 9.5% 6.7% 13.1% 13.1% 7.3% HV 60d 10.1% 9.2% 11.3% 11.2% 9.6% IV Rank 7.6% 3.0% 16.1% 9.4% 9.2% IV Percentile 14.3% 0.4% 30.6% 18.7% 23.4% Term Structure -11.2% -14.9% -8.0% -13.4% -14.0% Skew 25d 11.7% 7.5% 33.5% 33.5% 11.0% Skew 10d 21.5% 15.9% 38.6% 38.6% 24.2% Call IV 25d 30.5% 16.8% 43.8% 16.8% 40.8% Put IV 25d 42.2% 33.4% 54.2% 50.4% 51.8% Bid-Ask Spread % 151.76 143.09 184.06 184.06 147.24 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 (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 2021-08-02 $77.22 $0.00 36.6% 10.5% 13.1% 9.4% 0.0% 33.5% -13.4% 0 0 0 0.00 184.06 N/A N/A 0 0 0 0 2021-08-03 $77.64 $0.00 37.3% 10.7% 13.1% 9.8% 0.0% 10.6% -14.9% 0 0 0 0.00 179.69 N/A N/A 0 0 0 0 2021-08-04 $77.50 $0.00 38.7% 11.1% 13.1% 10.5% 0.0% 10.4% -14.6% 0 0 0 0.00 181.97 N/A N/A 0 0 0 0 2021-08-05 $77.83 $0.00 39.7% 6.7% 12.3% 11.1% 0.0% 7.5% -9.9% 0 0 0 0.00 148.89 N/A N/A 0 0 0 0 2021-08-06 $77.89 $0.00 41.1% 6.8% 11.8% 11.9% 0.0% 7.8% -10.0% 0 0 0 0.00 147.72 N/A N/A 0 0 0 0 2021-08-09 $77.92 $0.00 46.3% 7.1% 11.7% 14.8% 0.0% 8.0% -10.6% 0 0 0 0.00 148.70 N/A N/A 0 0 0 0 2021-08-10 $77.85 $0.00 48.6% 7.1% 11.7% 16.1% 0.0% 15.2% -11.1% 0 0 0 0.00 148.89 N/A N/A 0 0 0 0 2021-08-11 $78.07 $0.00 25.2% 7.2% 11.7% 3.0% 0.0% 8.6% -11.1% 0 0 0 0.00 147.39 N/A N/A 0 0 0 0 2021-08-12 $78.28 $0.00 25.5% 7.3% 11.6% 3.1% 0.0% 9.2% -8.5% 0 0 0 0.00 146.58 N/A N/A 0 0 0 0 2021-08-13 $78.50 $0.00 25.8% 7.4% 11.4% 3.3% 0.0% 9.8% -8.6% 0 0 0 0.00 146.03 N/A N/A 0 0 0 0 2021-08-16 $78.65 $0.00 26.8% 7.7% 8.6% 3.9% 0.0% 10.6% -12.7% 0 0 0 0.00 145.65 N/A N/A 0 0 0 0 2021-08-17 $77.95 $0.00 27.6% 7.9% 6.9% 4.3% 0.0% 9.1% -13.1% 0 0 0 0.00 148.70 N/A N/A 0 0 0 0 2021-08-18 $77.74 $0.00 28.1% 8.0% 6.9% 4.6% 0.0% 8.8% -14.1% 0 0 0 0.00 149.16 N/A N/A 0 0 0 0 2021-08-19 $77.76 $0.00 28.5% 8.2% 6.9% 4.8% 0.0% 9.0% -8.0% 0 0 0 0.00 148.89 N/A N/A 0 0 0 0 2021-08-20 $78.60 $0.00 28.7% 8.2% 6.7% 4.9% 0.0% 11.3% -8.4% 0 0 0 0.00 145.74 N/A N/A 0 0 0 0 2021-08-23 $79.24 $0.00 30.3% 8.7% 7.1% 5.8% 0.0% 13.7% -8.8% 0 0 0 0.00 143.09 N/A N/A 0 0 0 0 2021-08-24 $79.22 $0.00 30.9% 8.9% 6.7% 6.1% 0.0% 13.9% -9.3% 0 0 0 0.00 143.09 N/A N/A 0 0 0 0 2021-08-26 $78.92 $0.00 32.3% 9.3% 7.0% 7.0% 0.0% 10.6% -10.6% 0 0 0 0.00 147.30 N/A N/A 0 0 0 0 2021-08-27 $79.63 $0.00 32.7% 9.4% 7.4% 7.2% 0.0% 12.8% -11.3% 0 0 0 0.00 144.52 N/A N/A 0 0 0 0 2021-08-30 $79.82 $0.00 35.3% 10.1% 7.2% 8.6% 0.0% 14.5% -13.0% 0 0 0 0.00 143.60 N/A N/A 0 0 0 0 2021-08-31 $79.68 $0.00 36.4% 10.4% 7.3% 9.2% 0.0% 11.0% -14.0% 0 0 0 0.00 147.24 N/A N/A 0 0 0 0
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