SUSL Options History — January 2022 In January 2022, SUSL traded between $76.30 and $84.65. ATM implied volatility averaged 47.7%, placing in the 16.3% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 32.7% (HV 20d: 15.0%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2022-01-03 : Highest Volume — 1 contracts2022-01-21 : Largest IV drop — 83.9% change2022-01-20 : Highest IV Rank — 76.6%2022-01-14 : Largest Expected Move — 16.0%Monthly Statistics Metric Avg Min Max Open Close Price $80.24 $76.30 $84.65 $84.65 $78.74 ATM IV 47.7% 23.5% 151.9% 34.2% 23.5% Expected Move 9.6% 5.6% 16.0% 9.8% 6.7% HV 20d 15.0% 12.0% 16.7% 15.8% 16.0% HV 60d 14.3% 13.3% 15.6% 13.3% 15.6% IV Rank 16.3% 2.3% 76.6% 8.5% 2.3% IV Percentile 44.2% 0.8% 98.8% 40.1% 0.8% Term Structure -13.8% -37.1% 3.7% -22.4% -1.5% Skew 25d 11.3% -8.9% 47.4% 8.9% 5.7% Skew 10d 12.6% -11.2% 47.4% 10.2% 1.5% Call IV 25d 33.5% 15.0% 76.0% 39.6% 32.3% Put IV 25d 44.8% 25.8% 67.4% 48.4% 38.0% Bid-Ask Spread % 168.20 143.87 191.37 179.12 156.87 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 241 203 262 242 262 Net DEX -4.0K -5.4K -2.7K -5.4K -3.3K Net VEX -20 -22 -17 -21 -19 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 1 1 1 1 1 Total OI 1 1 1 1 1
Daily Data (20 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 2022-01-03 $84.65 $0.00 34.2% 9.8% 15.8% 8.5% 0.0% 8.9% -22.4% 242 -5.4K -21 0.00 179.12 N/A N/A 1 0 1 0 2022-01-04 $84.55 $0.00 35.2% 10.1% 15.4% 9.1% 0.0% 9.6% -23.2% 240 -5.4K -21 0.00 179.12 N/A N/A 1 0 1 0 2022-01-05 $82.84 $0.00 36.1% 10.3% 15.9% 9.6% 0.0% 35.4% -19.9% 249 -4.8K -22 0.00 189.17 N/A N/A 1 0 1 0 2022-01-06 $82.65 $0.00 38.3% 11.0% 15.9% 10.9% 0.0% 31.5% -27.4% 250 -4.7K -21 0.00 187.68 N/A N/A 1 0 1 0 2022-01-07 $82.14 $0.00 39.4% 11.3% 15.9% 11.5% 0.0% 35.4% -21.7% 255 -4.6K -21 0.00 188.17 N/A N/A 1 0 1 0 2022-01-10 $81.56 $0.00 45.5% 13.0% 15.9% 15.0% 0.0% -6.7% -33.6% 256 -4.4K -21 0.00 184.54 N/A N/A 1 0 1 0 2022-01-11 $82.35 $0.00 45.6% 13.1% 16.1% 15.1% 0.0% -7.7% -34.6% 252 -4.7K -21 0.00 191.37 N/A N/A 1 0 1 0 2022-01-12 $82.73 $0.00 48.6% 13.9% 15.7% 16.8% 0.0% 46.6% -32.2% 250 -4.8K -21 0.00 188.17 N/A N/A 1 0 1 0 2022-01-13 $81.54 $0.00 51.7% 14.8% 15.9% 18.6% 0.0% 47.4% -31.9% 259 -4.4K -21 0.00 187.31 N/A N/A 1 0 1 0 2022-01-14 $81.41 $0.00 55.6% 16.0% 15.9% 20.9% 0.0% -8.9% -37.1% 256 -4.3K -21 0.00 187.61 N/A N/A 1 0 1 0 2022-01-18 $79.97 $0.00 86.1% 5.7% 16.7% 38.5% 0.0% 8.4% 3.3% 241 -3.9K -20 0.00 154.84 N/A N/A 1 0 1 0 2022-01-19 $79.75 $0.00 107.2% 5.6% 15.8% 50.7% 0.0% -0.3% 1.8% 240 -3.8K -20 0.00 154.87 N/A N/A 1 0 1 0 2022-01-20 $78.98 $0.00 151.9% 5.8% 14.6% 76.6% 0.0% 1.9% 3.7% 242 -3.5K -20 0.00 153.75 N/A N/A 1 0 1 0 2022-01-21 $77.64 $0.00 24.4% 7.0% 14.7% 2.8% 0.0% 1.3% 1.0% 227 -3.1K -19 0.00 148.42 N/A N/A 1 0 1 0 2022-01-24 $77.00 $0.00 25.7% 7.4% 13.6% 3.5% 0.0% 3.1% -1.2% 225 -2.9K -19 0.00 143.87 N/A N/A 1 0 1 0 2022-01-25 $76.61 $0.00 25.6% 7.3% 12.5% 3.5% 0.0% 4.7% -0.2% 213 -3.0K -18 0.00 147.55 N/A N/A 1 0 1 0 2022-01-26 $76.35 $0.00 27.3% 7.8% 12.3% 4.5% 0.0% 3.4% 2.2% 203 -2.7K -17 0.00 144.37 N/A N/A 1 0 1 0 2022-01-27 $76.30 $0.00 26.1% 7.5% 12.0% 3.8% 0.0% 2.2% 0.4% 223 -2.7K -18 0.00 146.24 N/A N/A 1 0 1 0 2022-01-28 $77.13 $0.00 25.5% 7.3% 13.3% 3.4% 0.0% 5.1% -1.5% 234 -2.9K -18 0.00 151.01 N/A N/A 1 0 1 0 2022-01-31 $78.74 $0.00 23.5% 6.7% 16.0% 2.3% 0.0% 5.7% -1.5% 262 -3.3K -19 0.00 156.87 N/A N/A 1 0 1 0
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