SUSL Options History — December 2021 In December 2021, SUSL traded between $80.32 and $84.95. ATM implied volatility averaged 38.2%, placing in the 10.6% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 21.4% (HV 20d: 16.8%). Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2021-12-03 : Highest Volume — 1 contracts2021-12-15 : Largest IV drop — 71.3% change2021-12-14 : Highest IV Rank — 37.3%2021-12-03 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $82.80 $80.32 $84.95 $81.14 $84.64 ATM IV 38.2% 19.6% 84.3% 36.8% 31.6% Expected Move 7.8% 5.6% 11.7% 10.5% 9.1% HV 20d 16.8% 12.7% 20.1% 12.7% 17.1% HV 60d 13.8% 13.0% 14.5% 13.0% 13.4% IV Rank 10.6% 0.0% 37.3% 9.7% 7.0% IV Percentile 35.1% 0.0% 88.5% 41.7% 31.3% Term Structure -11.7% -25.6% -2.6% -16.9% -20.3% Skew 25d 20.3% -7.9% 44.1% 40.0% 7.7% Skew 10d 22.0% -6.3% 56.6% 56.6% 9.0% Call IV 25d 19.7% 9.8% 56.7% 16.5% 36.9% Put IV 25d 40.1% 30.1% 67.3% 56.5% 44.5% Bid-Ask Spread % 176.54 153.57 196.76 157.91 177.96 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 179 0 243 0 236 Net DEX -3.8K -5.5K 0 0 -5.4K Net VEX -17 -23 0 0 -21 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 0.818 0 1 0 1 Total OI 0.773 0 1 0 1
Daily Data (22 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 2021-12-01 $81.14 $0.00 36.8% 10.5% 12.7% 9.7% 0.0% 40.0% -16.9% 0 0 0 0.00 157.91 N/A N/A 0 0 0 0 2021-12-02 $81.83 $0.00 38.6% 11.1% 12.9% 10.8% 0.0% 44.1% -24.6% 0 0 0 0.00 158.91 N/A N/A 0 0 0 0 2021-12-03 $80.57 $0.00 40.8% 11.7% 13.7% 12.1% 0.0% 10.6% -25.6% 0 0 0 0.00 159.63 N/A N/A 1 0 0 0 2021-12-06 $81.58 $0.00 45.4% 6.2% 14.5% 14.8% 0.0% 21.5% -4.0% 213 -4.4K -23 0.00 173.17 N/A N/A 1 0 1 0 2021-12-07 $83.16 $0.00 45.3% 6.1% 16.2% 14.7% 0.0% 17.4% -6.8% 224 -4.9K -23 0.00 178.10 N/A N/A 1 0 1 0 2021-12-08 $83.45 $0.00 47.7% 6.2% 16.2% 16.1% 0.0% 24.2% -5.3% 234 -5.0K -23 0.00 179.20 N/A N/A 1 0 1 0 2021-12-09 $82.99 $0.00 51.8% 6.4% 16.1% 18.4% 0.0% 23.5% -5.2% 238 -4.8K -23 0.00 179.54 N/A N/A 1 0 1 0 2021-12-10 $83.42 $0.00 54.3% 6.4% 16.3% 19.9% 0.0% 24.8% -6.7% 243 -4.9K -23 0.00 196.40 N/A N/A 1 0 1 0 2021-12-13 $82.74 $0.00 72.1% 6.8% 16.3% 30.3% 0.0% 21.3% -10.3% 0 0 0 0.00 196.76 N/A N/A 0 0 0 0 2021-12-14 $81.82 $0.00 84.3% 6.9% 16.7% 37.3% 0.0% 23.8% -7.1% 239 -4.4K -23 0.00 179.79 N/A N/A 1 0 1 0 2021-12-15 $82.78 $0.00 24.1% 6.9% 17.0% 2.4% 0.0% 26.0% -7.9% 234 -4.8K -23 0.00 180.47 N/A N/A 1 0 1 0 2021-12-16 $82.38 $0.00 24.7% 7.1% 17.0% 2.7% 0.0% 26.5% -3.9% 227 -4.7K -23 0.00 181.87 N/A N/A 1 0 1 0 2021-12-17 $81.59 $0.00 25.1% 7.2% 17.2% 3.0% 0.0% 24.7% -8.0% 232 -4.4K -23 0.00 180.91 N/A N/A 1 0 1 0 2021-12-20 $80.32 $0.00 27.1% 7.8% 17.9% 4.1% 0.0% 24.1% -2.6% 233 -4.0K -22 0.00 175.91 N/A N/A 1 0 1 0 2021-12-21 $81.77 $0.00 26.6% 7.6% 19.3% 3.9% 0.0% 25.5% -9.2% 233 -4.5K -23 0.00 180.91 N/A N/A 1 0 1 0 2021-12-22 $82.72 $0.00 19.6% 5.6% 19.7% 0.0% 0.0% 0.0% -7.2% 0 0 0 0.00 153.57 N/A N/A 0 0 0 0 2021-12-23 $83.72 $0.00 27.2% 7.8% 20.1% 4.4% 0.0% 26.3% -16.3% 237 -5.1K -22 0.00 183.26 N/A N/A 1 0 1 0 2021-12-27 $84.61 $0.00 26.9% 7.7% 19.2% 4.2% 0.0% -7.9% -19.5% 224 -5.4K -21 0.00 178.70 N/A N/A 1 0 1 0 2021-12-28 $84.66 $0.00 29.4% 8.4% 18.9% 5.7% 0.0% 8.1% -15.5% 225 -5.4K -21 0.00 177.71 N/A N/A 1 0 1 0 2021-12-29 $84.95 $0.00 29.9% 8.6% 17.2% 6.0% 0.0% 7.6% -15.8% 226 -5.5K -21 0.00 175.35 N/A N/A 1 0 1 0 2021-12-30 $84.84 $0.00 30.8% 8.8% 17.2% 6.5% 0.0% 7.3% -18.5% 229 -5.5K -21 0.00 177.96 N/A N/A 1 0 1 0 2021-12-31 $84.64 $0.00 31.6% 9.1% 17.1% 7.0% 0.0% 7.7% -20.3% 236 -5.4K -21 0.00 177.96 N/A N/A 1 0 1 0
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