SUSL Options History — September 2021

In September 2021, SUSL traded between $75.76 and $79.85. ATM implied volatility averaged 33.0%, placing in the 7.3% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 23.4% (HV 20d: 9.6%). Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 0 of 21 days.

Notable Days

  • 2021-09-08: Largest IV drop — 48.0% change
  • 2021-09-07: Highest IV Rank — 15.7%
  • 2021-09-30: Largest Expected Move — 11.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$78.34$75.76$79.85$79.75$75.76
ATM IV33.0%24.9%47.8%37.5%40.7%
Expected Move8.7%6.6%11.7%10.7%11.7%
HV 20d9.6%7.0%13.7%7.2%13.7%
HV 60d10.2%9.4%11.8%9.4%11.8%
IV Rank7.3%2.8%15.7%9.8%11.7%
IV Percentile18.7%0.4%38.9%25.0%38.9%
Term Structure-12.0%-18.9%-8.5%-14.8%-18.9%
Skew 25d16.4%-12.1%29.3%11.6%-12.1%
Skew 10d17.1%-13.8%29.3%25.2%-13.8%
Call IV 25d20.9%10.4%56.1%41.7%56.1%
Put IV 25d37.3%31.0%53.4%53.4%44.1%
Bid-Ask Spread %189.98146.57197.22146.57185.12
Gamma HHI1.001.001.001.001.00
Net GEX38040500
Net DEX-298-3.1K000
Net VEX-0-2000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI0.1430100

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$79.75$0.0037.5%10.7%7.2%9.8%0.0%11.6%-14.8%0000.00146.57N/AN/A0000
2021-09-02$79.69$0.0038.7%6.6%7.1%10.5%0.0%5.0%-8.5%0000.00188.99N/AN/A0000
2021-09-03$79.85$0.0040.0%6.6%7.0%11.3%0.0%5.7%-8.5%0000.00187.83N/AN/A0000
2021-09-07$79.36$0.0047.8%7.0%7.5%15.7%0.0%21.2%-9.0%0000.00190.97N/AN/A0000
2021-09-08$79.35$0.0024.9%7.1%7.5%2.8%0.0%21.2%-9.3%0000.00190.97N/AN/A0000
2021-09-09$79.15$0.0025.2%7.2%7.6%3.0%0.0%21.5%-9.8%0000.00192.46N/AN/A0000
2021-09-10$78.64$0.0025.7%7.4%8.0%3.2%0.0%21.1%-10.6%0000.00192.46N/AN/A0000
2021-09-13$78.58$0.0026.8%7.7%7.9%3.9%0.0%23.0%-11.7%0000.00194.44N/AN/A0000
2021-09-14$78.39$0.0027.5%7.9%7.9%4.2%0.0%23.2%-11.2%0000.00194.44N/AN/A0000
2021-09-15$79.19$0.0027.6%7.9%8.7%4.3%0.0%25.2%-11.7%405-3.1K-20.00195.24N/AN/A0010
2021-09-16$79.05$0.0028.1%8.1%8.0%4.6%0.0%25.3%-9.3%386-3.1K-20.00195.24N/AN/A0010
2021-09-17$78.32$0.0028.9%8.3%8.7%5.1%0.0%24.1%-9.5%0000.00194.44N/AN/A0010
2021-09-20$76.69$0.0031.1%8.9%11.6%6.3%0.0%15.6%-11.6%0000.00185.05N/AN/A0000
2021-09-21$77.20$0.0031.7%9.1%11.1%6.6%0.0%22.8%-11.5%0000.00190.97N/AN/A0000
2021-09-22$77.80$0.0032.0%9.2%11.1%6.8%0.0%25.3%-12.3%0000.00195.24N/AN/A0000
2021-09-23$78.68$0.0032.4%9.3%11.9%7.0%0.0%25.7%-12.9%0000.00197.22N/AN/A0000
2021-09-24$78.53$0.0033.1%9.5%11.8%7.4%0.0%28.8%-13.5%0000.00197.22N/AN/A0000
2021-09-27$78.14$0.0036.2%10.4%11.4%9.1%0.0%29.3%-14.9%0000.00197.22N/AN/A0000
2021-09-28$76.50$0.0038.0%10.9%13.4%10.2%0.0%-11.9%-15.5%0000.00187.83N/AN/A0000
2021-09-29$76.53$0.0039.0%11.2%13.4%10.7%0.0%-8.0%-17.9%0000.00189.57N/AN/A0000
2021-09-30$75.76$0.0040.7%11.7%13.7%11.7%0.0%-12.1%-18.9%0000.00185.12N/AN/A0000