SUSL Options History — October 2021 In October 2021, SUSL traded between $75.61 and $82.44. ATM implied volatility averaged 40.0%, placing in the 11.3% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 25.3% (HV 20d: 14.7%). Max pain ranged from $75.00 to $75.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2021-10-01 : Highest Volume — 2 contracts2021-10-13 : Largest IV drop — 71.6% change2021-10-12 : Highest IV Rank — 39.3%2021-10-01 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $78.86 $75.61 $82.44 $76.55 $82.44 Max Pain $75.00 $75.00 $75.00 $75.00 $75.00 ATM IV 40.0% 25.5% 89.8% 41.6% 31.6% Expected Move 7.9% 6.7% 11.9% 11.9% 9.1% HV 20d 14.7% 10.5% 17.3% 14.4% 10.5% HV 60d 11.8% 11.4% 12.3% 12.0% 11.5% IV Rank 11.3% 3.1% 39.3% 12.2% 6.5% IV Percentile 28.0% 1.6% 82.1% 41.3% 22.2% Term Structure -7.9% -20.3% -4.5% -20.3% -13.0% VWIV 45.4% 39.8% 52.0% 39.8% 52.0% Skew 25d 9.0% -19.0% 22.8% -8.4% 6.4% Skew 10d 13.8% -8.4% 22.8% -8.4% 15.1% Call IV 25d 26.6% 9.4% 56.9% 56.9% 36.2% Put IV 25d 35.7% 12.6% 48.5% 48.5% 42.6% Bid-Ask Spread % 177.63 163.59 189.57 189.57 164.71 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -585 -800 0 0 -637 Net DEX 3.7K 0 5.9K 0 1.5K Net VEX -13 -21 0 0 -6 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.857 0 2 2 2 Total OI 1.81 0 2 0 2
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 2021-10-01 $76.55 $0.00 41.6% 11.9% 14.4% 12.2% 0.0% -8.4% -20.3% 0 0 0 0.00 189.57 N/A N/A 0 2 0 0 2021-10-04 $75.61 $0.00 47.6% 6.7% 14.8% 15.5% 0.0% -19.0% -4.7% 0 0 0 0.00 178.12 N/A N/A 0 0 0 0 2021-10-05 $76.53 $75.00 49.3% 6.7% 15.6% 16.5% 0.0% 15.8% -4.8% -732 5.9K -21 0.00 183.13 N/A N/A 0 0 0 2 2021-10-06 $76.56 $75.00 51.9% 6.7% 15.6% 18.0% 0.0% 17.3% -4.9% -723 5.9K -20 0.00 182.02 N/A N/A 0 0 0 2 2021-10-07 $77.44 $75.00 54.8% 6.8% 16.3% 19.6% 0.0% 21.7% -4.5% -691 5.1K -20 0.00 183.13 N/A N/A 0 0 0 2 2021-10-08 $77.35 $75.00 58.6% 6.9% 16.2% 21.7% 0.0% 22.6% -4.7% -697 5.2K -19 0.00 184.97 N/A N/A 0 0 0 2 2021-10-11 $77.05 $75.00 77.7% 7.1% 16.2% 32.5% 0.0% 21.4% -5.4% -706 5.5K -19 0.00 186.46 N/A N/A 0 0 0 2 2021-10-12 $76.63 $75.00 89.8% 7.2% 16.3% 39.3% 0.0% 20.5% -5.8% -708 5.8K -19 0.00 183.13 N/A N/A 0 0 0 2 2021-10-13 $77.10 $75.00 25.6% 7.3% 16.0% 3.1% 0.0% 22.8% -5.7% -708 5.4K -18 0.00 186.46 N/A N/A 0 0 0 2 2021-10-14 $78.43 $75.00 25.5% 7.3% 17.3% 3.1% 0.0% -7.8% -6.9% -800 4.2K -15 0.00 178.65 N/A N/A 0 0 0 2 2021-10-15 $79.02 $75.00 25.6% 7.3% 17.2% 3.2% 0.0% 6.1% -6.0% -603 4.0K -15 0.00 184.06 N/A N/A 0 0 0 2 2021-10-18 $79.28 $75.00 26.7% 7.7% 15.2% 3.8% 0.0% 6.9% -6.5% -587 3.8K -15 0.00 180.85 N/A N/A 0 0 0 2 2021-10-19 $79.74 $75.00 26.9% 7.7% 15.1% 3.9% 0.0% 13.2% -7.1% -567 3.5K -14 0.00 178.20 N/A N/A 0 0 0 2 2021-10-20 $79.96 $75.00 27.8% 8.0% 15.0% 4.4% 39.8% 6.1% -7.0% -562 3.9K -14 0.00 175.35 N/A N/A 0 2 0 2 2021-10-21 $80.30 $75.00 27.7% 7.9% 14.6% 4.3% 40.6% 6.2% -7.2% -578 3.8K -14 0.00 172.55 N/A N/A 0 2 0 2 2021-10-22 $80.40 $75.00 28.1% 8.1% 14.5% 4.6% 41.3% 6.1% -7.7% -590 3.7K -13 0.00 171.43 N/A N/A 0 2 0 2 2021-10-25 $80.97 $75.00 30.1% 8.6% 14.5% 5.7% 44.5% 7.1% -11.9% -633 3.0K -11 0.00 167.81 N/A N/A 0 2 0 2 2021-10-26 $81.46 $75.00 29.8% 8.5% 11.7% 5.5% 45.6% 7.5% -11.4% -723 2.3K -8 0.00 163.59 N/A N/A 0 2 0 2 2021-10-27 $81.48 $75.00 31.3% 9.0% 11.7% 6.4% 50.0% 10.9% -7.4% -450 2.8K -11 0.00 167.02 N/A N/A 0 2 0 2 2021-10-28 $81.76 $75.00 31.9% 9.2% 10.6% 6.7% 49.4% 6.3% -12.5% -585 2.6K -9 0.00 169.06 N/A N/A 0 2 0 2 2021-10-29 $82.44 $75.00 31.6% 9.1% 10.5% 6.5% 52.0% 6.4% -13.0% -637 1.5K -6 0.00 164.71 N/A N/A 0 2 0 2
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