SUSL Options History — November 2021

In November 2021, SUSL traded between $81.42 and $84.26. ATM implied volatility averaged 33.1%, placing in the 7.5% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 25.2% (HV 20d: 7.9%). Max pain ranged from $75.00 to $75.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 2.00.

Notable Days

2021-11-03: Highest Volume — 3 contracts
2021-11-26: Largest IV spike — 108.4% change
2021-11-26: Highest IV Rank — 25.4%
2021-11-26: Largest Expected Move — 18.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$83.46	$81.42	$84.26	$82.60	$81.42
Max Pain	$75.00	$75.00	$75.00	$75.00	$75.00
ATM IV	33.1%	23.7%	63.7%	35.0%	35.6%
Expected Move	8.5%	6.3%	18.3%	10.0%	10.2%
HV 20d	7.9%	6.2%	12.8%	8.6%	12.8%
HV 60d	11.7%	11.4%	13.1%	11.5%	13.1%
IV Rank	7.5%	2.1%	25.4%	8.5%	9.1%
IV Percentile	24.5%	0.4%	71.4%	32.5%	38.9%
Term Structure	-12.5%	-24.7%	-6.0%	-13.1%	-15.2%
VWIV	52.1%	38.5%	60.4%	57.4%	38.5%
Skew 25d	8.2%	4.2%	35.5%	8.9%	35.5%
Skew 10d	19.4%	14.2%	49.7%	20.9%	49.7%
Call IV 25d	34.0%	16.7%	71.9%	39.8%	16.7%
Put IV 25d	42.2%	27.7%	91.0%	48.7%	52.2%
Bid-Ask Spread %	153.92	145.25	179.97	163.06	158.77
Gamma HHI	0.61	0.50	1.00	1.00	0.50
Net GEX	-39	-569	87	-495	0
Net DEX	-2.3K	-8.4K	2.3K	2.3K	0
Net VEX	-5	-11	0	-8	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.00	2.00	2.00	2.00	2.00
Total Volume	2.048	0	3	2	0
Total OI	2	0	3	2	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
2021-11-01	$82.60	$75.00	35.0%	10.0%	8.6%	8.5%	57.4%	8.9%	-13.1%	-495	2.3K	-8	0.00	163.06	N/A	N/A	0	2	0	2
2021-11-02	$83.02	$75.00	35.4%	10.2%	8.1%	8.7%	60.4%	9.3%	-13.6%	-473	1.8K	-6	0.00	164.41	N/A	N/A	0	2	0	2
2021-11-03	$83.47	$75.00	35.7%	10.2%	8.0%	8.9%	38.5%	7.0%	-16.6%	-569	692	-2	2.00	162.55	N/A	N/A	1	2	0	2
2021-11-04	$83.92	$0.00	36.8%	6.3%	7.6%	9.5%	0.0%	4.3%	-8.8%	87	-4.5K	-11	2.00	145.25	N/A	N/A	1	2	1	2
2021-11-05	$84.24	$0.00	38.0%	6.3%	7.3%	10.1%	0.0%	7.4%	-7.6%	83	-4.6K	-11	2.00	147.14	N/A	N/A	1	2	1	2
2021-11-08	$84.20	$0.00	42.9%	6.5%	6.9%	12.9%	0.0%	7.0%	-6.0%	82	-4.6K	-9	2.00	148.13	N/A	N/A	1	2	1	2
2021-11-09	$83.75	$0.00	45.1%	6.6%	6.9%	14.2%	0.0%	6.3%	-7.7%	67	-4.2K	-10	2.00	150.05	N/A	N/A	1	2	1	2
2021-11-10	$83.19	$0.00	23.7%	6.8%	7.9%	2.1%	0.0%	5.4%	-6.6%	41	-3.4K	-10	2.00	152.17	N/A	N/A	1	2	1	2
2021-11-11	$83.22	$0.00	24.0%	6.9%	6.3%	2.3%	0.0%	4.2%	-9.5%	45	-3.7K	-9	2.00	152.29	N/A	N/A	1	2	1	2
2021-11-12	$83.78	$0.00	24.7%	7.1%	6.2%	2.7%	0.0%	6.2%	-12.3%	65	-4.2K	-8	2.00	150.51	N/A	N/A	1	2	1	2
2021-11-15	$83.51	$0.00	26.0%	7.5%	6.6%	3.5%	0.0%	5.0%	-15.4%	59	-3.9K	-6	2.00	151.83	N/A	N/A	1	2	1	2
2021-11-16	$84.26	$0.00	25.5%	7.3%	6.8%	3.2%	0.0%	5.1%	-11.7%	71	-4.3K	-5	2.00	148.05	N/A	N/A	1	2	1	2
2021-11-17	$83.84	$0.00	26.6%	7.6%	7.4%	3.9%	0.0%	4.8%	-13.8%	63	-4.2K	-4	2.00	150.39	N/A	N/A	1	2	1	2
2021-11-18	$83.94	$0.00	27.0%	7.7%	7.4%	4.1%	0.0%	4.9%	-10.7%	58	-3.9K	-3	2.00	149.95	N/A	N/A	1	2	1	2
2021-11-19	$83.90	$0.00	27.5%	7.9%	7.4%	4.4%	0.0%	5.4%	-12.1%	0	-8.4K	0	2.00	150.08	N/A	N/A	1	2	1	2
2021-11-22	$84.08	$0.00	28.4%	8.2%	7.2%	4.9%	0.0%	7.3%	-11.7%	0	0	0	0.00	149.03	N/A	N/A	0	0	0	0
2021-11-23	$83.47	$0.00	29.3%	8.4%	7.7%	5.4%	0.0%	6.8%	-12.4%	0	0	0	0.00	152.66	N/A	N/A	0	0	0	0
2021-11-24	$83.69	$0.00	30.6%	8.8%	7.7%	6.2%	0.0%	6.3%	-15.4%	0	0	0	0.00	151.59	N/A	N/A	0	0	0	0
2021-11-26	$82.17	$0.00	63.7%	18.3%	10.3%	25.4%	0.0%	19.1%	-24.7%	0	0	0	0.00	179.97	N/A	N/A	0	0	0	0
2021-11-29	$83.06	$0.00	33.8%	9.7%	10.6%	8.0%	0.0%	6.0%	-18.5%	0	0	0	0.00	154.48	N/A	N/A	0	0	0	0
2021-11-30	$81.42	$0.00	35.6%	10.2%	12.8%	9.1%	0.0%	35.5%	-15.2%	0	0	0	0.00	158.77	N/A	N/A	0	0	0	0