SUSL Options History — March 2022 In March 2022, SUSL traded between $72.84 and $80.87. ATM implied volatility averaged 33.4%, placing in the 8.0% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 5.9% (HV 20d: 27.5%). Max pain ranged from $81.00 to $81.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2022-03-01 : Highest Volume — 1 contracts2022-03-08 : Largest IV drop — 22.7% change2022-03-04 : Highest IV Rank — 13.0%2022-03-11 : Largest Expected Move — 18.3%Monthly Statistics Metric Avg Min Max Open Close Price $76.61 $72.84 $80.87 $75.10 $80.16 Max Pain $81.00 $81.00 $81.00 $81.00 $81.00 ATM IV 33.4% 26.8% 42.0% 39.5% 38.6% Expected Move 9.1% 5.7% 18.3% 11.3% 6.0% HV 20d 27.5% 23.6% 29.3% 23.6% 27.2% HV 60d 21.3% 18.8% 22.2% 18.8% 22.1% IV Rank 8.0% 4.2% 13.0% 11.5% 11.0% IV Percentile 44.1% 15.5% 65.1% 59.5% 63.1% Term Structure -8.7% -21.5% 4.4% -11.2% -17.4% VWIV 27.8% 23.7% 31.4% 31.4% 23.7% Skew 25d 12.8% -3.6% 33.6% 3.7% 15.1% Skew 10d 16.6% -8.0% 34.8% -8.0% 29.9% Call IV 25d 32.6% 13.4% 55.6% 55.6% 38.6% Put IV 25d 45.3% 34.0% 59.3% 59.3% 53.8% Bid-Ask Spread % 148.10 90.46 198.46 156.06 152.93 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 265 168 372 213 372 Net DEX -2.6K -4.4K -1.5K -2.2K -3.7K Net VEX -14 -16 -11 -14 -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 (19 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 2022-03-01 $75.10 $0.00 39.5% 11.3% 23.6% 11.5% 0.0% 3.7% -11.2% 213 -2.2K -14 0.00 156.06 N/A N/A 1 0 1 0 2022-03-02 $76.88 $0.00 39.6% 11.4% 24.0% 11.6% 0.0% 7.8% 0.3% 252 -2.8K -16 0.00 161.59 N/A N/A 1 0 1 0 2022-03-04 $75.39 $0.00 42.0% 12.1% 24.5% 13.0% 0.0% 15.3% 2.0% 239 -2.2K -14 0.00 160.82 N/A N/A 1 0 1 0 2022-03-08 $72.95 $0.00 32.5% 13.5% 25.8% 7.5% 0.0% 0.0% -2.1% 168 -1.5K -11 0.00 90.46 N/A N/A 1 0 1 0 2022-03-09 $75.13 $0.00 26.8% 15.6% 27.9% 4.2% 0.0% 23.4% -4.0% 198 -2.2K -14 0.00 198.46 N/A N/A 1 0 1 0 2022-03-10 $74.19 $0.00 27.3% 13.1% 28.0% 4.5% 0.0% 0.0% -1.3% 193 -1.7K -12 0.00 97.03 N/A N/A 1 0 1 0 2022-03-11 $73.46 $0.00 29.0% 18.3% 28.1% 5.5% 0.0% 23.2% 4.4% 197 -1.6K -12 0.00 155.93 N/A N/A 1 0 1 0 2022-03-14 $72.84 $81.00 31.6% 8.2% 27.9% 6.9% 31.4% 3.5% 1.3% 183 -1.7K -12 0.00 126.05 N/A N/A 1 0 1 0 2022-03-15 $74.56 $81.00 29.9% 7.6% 28.8% 6.0% 28.3% 15.1% -7.9% 228 -1.9K -13 0.00 130.56 N/A N/A 1 0 1 0 2022-03-16 $75.76 $81.00 30.7% 7.1% 29.0% 6.5% 23.7% 33.4% -5.6% 226 -2.2K -13 0.00 134.86 N/A N/A 1 0 1 0 2022-03-17 $77.10 $0.00 29.3% 6.4% 28.9% 5.7% 0.0% 33.6% -9.4% 302 -2.6K -14 0.00 151.59 N/A N/A 1 0 1 0 2022-03-18 $78.19 $0.00 29.5% 6.0% 29.3% 5.8% 0.0% 6.3% -10.0% 297 -3.1K -15 0.00 153.57 N/A N/A 1 0 1 0 2022-03-21 $77.77 $0.00 32.0% 6.3% 28.8% 7.2% 0.0% 5.5% -13.3% 325 -2.9K -14 0.00 158.46 N/A N/A 1 0 1 0 2022-03-22 $79.00 $0.00 32.0% 5.7% 28.6% 7.2% 0.0% -1.1% -18.4% 303 -3.2K -15 0.00 156.81 N/A N/A 1 0 1 0 2022-03-23 $78.00 $0.00 33.2% 5.8% 28.9% 7.9% 0.0% -3.6% -18.8% 310 -2.7K -14 0.00 162.79 N/A N/A 1 0 1 0 2022-03-25 $78.65 $0.00 34.9% 5.9% 28.6% 8.9% 0.0% 6.6% -18.1% 335 -3.6K -15 0.00 160.36 N/A N/A 1 0 1 0 2022-03-28 $79.62 $0.00 37.4% 6.0% 27.6% 10.4% 0.0% 7.8% -21.5% 338 -3.9K -15 0.00 156.53 N/A N/A 1 0 1 0 2022-03-29 $80.87 $0.00 38.3% 5.9% 27.7% 10.8% 0.0% 21.7% -13.5% 361 -4.4K -15 0.00 149.03 N/A N/A 1 0 1 0 2022-03-30 $80.16 $0.00 38.6% 6.0% 27.2% 11.0% 0.0% 15.1% -17.4% 372 -3.7K -15 0.00 152.93 N/A N/A 1 0 1 0
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