SUSL Options History — February 2022 In February 2022, SUSL traded between $73.90 and $80.64. ATM implied volatility averaged 30.2%, placing in the 6.2% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 10.3% (HV 20d: 19.9%). Net GEX was positive for 18 of 18 trading days. Term structure was in contango for 0 of 18 days. Put/call ratio averaged 0.00.
Notable Days 2022-02-01 : Highest Volume — 1 contracts2022-02-24 : Largest IV spike — 103.8% change2022-02-24 : Highest IV Rank — 28.9%2022-02-24 : Largest Expected Move — 19.9%Monthly Statistics Metric Avg Min Max Open Close Price $77.61 $73.90 $80.64 $79.46 $76.07 ATM IV 30.2% 22.8% 69.5% 22.8% 37.8% Expected Move 8.7% 6.5% 19.9% 6.5% 10.8% HV 20d 19.9% 16.6% 23.6% 16.6% 23.6% HV 60d 17.4% 15.7% 19.0% 15.7% 18.6% IV Rank 6.2% 1.9% 28.9% 1.9% 10.6% IV Percentile 24.0% 0.8% 85.3% 0.8% 55.2% Term Structure -7.1% -29.5% -1.4% -2.2% -11.5% Skew 25d 3.5% -20.0% 28.8% 8.2% 8.9% Skew 10d 4.5% -24.8% 33.6% 8.5% -0.5% Call IV 25d 40.7% 12.3% 95.1% 32.5% 53.0% Put IV 25d 44.2% 29.8% 75.1% 40.7% 62.0% Bid-Ask Spread % 160.17 151.94 181.70 160.57 159.19 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 247 136 288 260 242 Net DEX -3.1K -4.1K -2.0K -3.7K -2.5K Net VEX -17 -19 -14 -19 -15 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 (18 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 2022-02-01 $79.46 $0.00 22.8% 6.5% 16.6% 1.9% 0.0% 8.2% -2.2% 260 -3.7K -19 0.00 160.57 N/A N/A 1 0 1 0 2022-02-02 $80.64 $0.00 23.0% 6.6% 17.8% 2.0% 0.0% 17.3% -7.4% 273 -4.1K -19 0.00 161.20 N/A N/A 1 0 1 0 2022-02-03 $79.00 $0.00 23.4% 6.7% 17.8% 2.2% 0.0% 3.4% -1.4% 260 -3.5K -19 0.00 157.43 N/A N/A 1 0 1 0 2022-02-04 $79.20 $0.00 24.6% 7.0% 17.9% 2.9% 0.0% 4.9% -2.7% 264 -3.6K -19 0.00 159.47 N/A N/A 1 0 1 0 2022-02-07 $78.56 $0.00 24.7% 7.1% 18.0% 3.0% 0.0% 9.0% -6.2% 272 -3.4K -18 0.00 159.61 N/A N/A 1 0 1 0 2022-02-08 $79.06 $0.00 24.6% 7.1% 18.1% 2.9% 0.0% 9.7% -2.7% 274 -3.4K -18 0.00 163.14 N/A N/A 1 0 1 0 2022-02-09 $80.25 $0.00 24.6% 7.0% 18.6% 2.9% 0.0% 28.8% -3.5% 288 -3.9K -19 0.00 161.04 N/A N/A 1 0 1 0 2022-02-10 $78.75 $0.00 26.9% 7.7% 19.5% 4.2% 0.0% 1.5% -9.3% 282 -3.4K -18 0.00 159.76 N/A N/A 1 0 1 0 2022-02-11 $77.12 $0.00 26.8% 7.7% 20.2% 4.2% 0.0% 6.0% -2.4% 248 -2.8K -17 0.00 155.00 N/A N/A 1 0 1 0 2022-02-14 $76.94 $0.00 27.5% 7.9% 20.1% 4.6% 0.0% 0.9% -7.1% 226 -2.7K -16 0.00 155.88 N/A N/A 1 0 1 0 2022-02-15 $78.18 $0.00 27.9% 8.0% 20.4% 4.8% 0.0% 8.7% -5.1% 258 -3.3K -17 0.00 160.79 N/A N/A 1 0 1 0 2022-02-17 $76.87 $0.00 28.9% 8.3% 21.1% 5.4% 0.0% 5.3% -6.7% 261 -2.7K -17 0.00 160.53 N/A N/A 1 0 1 0 2022-02-18 $76.25 $0.00 29.8% 8.5% 21.1% 5.9% 0.0% 0.9% -5.4% 241 -2.6K -16 0.00 158.89 N/A N/A 1 0 1 0 2022-02-22 $75.37 $0.00 33.5% 9.6% 20.6% 8.1% 0.0% -15.8% -5.4% 206 -2.2K -15 0.00 155.76 N/A N/A 1 0 1 0 2022-02-23 $73.90 $0.00 34.1% 9.8% 21.5% 8.4% 0.0% -11.6% -8.6% 209 -2.0K -14 0.00 151.94 N/A N/A 1 0 1 0 2022-02-24 $74.90 $0.00 69.5% 19.9% 22.1% 28.9% 0.0% -20.0% -29.5% 136 -2.8K -16 0.00 181.70 N/A N/A 1 0 1 0 2022-02-25 $76.51 $0.00 34.0% 9.8% 23.5% 8.4% 0.0% -2.2% -11.0% 246 -2.7K -16 0.00 161.12 N/A N/A 1 0 1 0 2022-02-28 $76.07 $0.00 37.8% 10.8% 23.6% 10.6% 0.0% 8.9% -11.5% 242 -2.5K -15 0.00 159.19 N/A N/A 1 0 1 0
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