SUSL Options History — April 2022 In April 2022, SUSL traded between $72.72 and $80.05. ATM implied volatility averaged 44.2%, placing in the 14.4% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 22.3% (HV 20d: 21.9%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2022-04-04 : Highest Volume — 1 contracts2022-04-13 : Largest IV drop — 77.2% change2022-04-12 : Highest IV Rank — 53.4%2022-04-28 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $76.38 $72.72 $80.05 $80.05 $72.72 ATM IV 44.2% 25.5% 111.9% 47.3% 35.8% Expected Move 8.0% 6.3% 10.3% 6.3% 10.3% HV 20d 21.9% 19.6% 27.1% 27.1% 21.9% HV 60d 22.9% 22.1% 24.4% 22.1% 24.4% IV Rank 14.4% 3.5% 53.4% 16.1% 12.3% IV Percentile 54.8% 9.5% 97.6% 75.4% 60.7% Term Structure -7.1% -14.2% -2.5% -7.4% -6.0% Skew 25d 12.9% -9.0% 31.3% -1.1% -6.8% Skew 10d 18.2% -17.7% 34.1% 4.9% -14.1% Call IV 25d 27.6% 10.7% 51.0% 32.1% 51.0% Put IV 25d 40.5% 30.9% 46.0% 30.9% 44.2% Bid-Ask Spread % 166.22 99.18 194.22 177.92 175.40 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 270 174 342 330 177 Net DEX -2.4K -3.8K -1.1K -3.8K -1.1K Net VEX -11 -14 -6 -14 -6 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 0.947 0 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 2022-04-04 $80.05 $0.00 47.3% 6.3% 27.1% 16.1% 0.0% -1.1% -7.4% 330 -3.8K -14 0.00 177.92 N/A N/A 1 0 1 0 2022-04-05 $79.01 $0.00 51.0% 6.5% 27.1% 18.2% 0.0% 10.1% -4.3% 323 -3.8K -14 0.00 163.82 N/A N/A 1 0 1 0 2022-04-06 $78.09 $0.00 54.2% 6.6% 26.4% 20.1% 0.0% 26.9% -2.5% 339 -3.2K -13 0.00 166.38 N/A N/A 1 0 1 0 2022-04-07 $78.73 $0.00 57.3% 6.8% 25.3% 21.9% 0.0% 31.3% -8.1% 321 -3.6K -14 0.00 166.35 N/A N/A 1 0 1 0 2022-04-08 $78.30 $0.00 62.5% 6.8% 21.9% 24.8% 0.0% 25.2% -4.0% 298 -3.0K -13 0.00 194.22 N/A N/A 1 0 1 0 2022-04-11 $76.94 $0.00 90.4% 7.1% 20.9% 41.0% 0.0% 18.9% -5.3% 260 -2.5K -12 0.00 193.42 N/A N/A 1 0 1 0 2022-04-12 $75.98 $0.00 111.9% 7.3% 20.9% 53.4% 0.0% 8.0% -5.3% 262 -2.4K -11 0.00 167.68 N/A N/A 1 0 1 0 2022-04-13 $77.11 $0.00 25.5% 7.3% 21.0% 3.5% 0.0% 31.2% -8.6% 319 -3.0K -12 0.00 168.63 N/A N/A 1 0 1 0 2022-04-14 $76.34 $0.00 26.6% 7.6% 21.1% 4.1% 0.0% 26.9% -3.1% 285 -1.9K -10 0.00 170.10 N/A N/A 1 0 1 0 2022-04-18 $75.68 $0.00 28.4% 8.1% 19.9% 5.1% 0.0% 5.1% -10.0% 252 -2.2K -11 0.00 170.53 N/A N/A 1 0 1 0 2022-04-19 $77.28 $0.00 27.4% 7.9% 20.5% 4.5% 0.0% 4.0% -13.5% 325 -3.2K -12 0.00 173.06 N/A N/A 1 0 1 0 2022-04-20 $77.68 $0.00 28.9% 8.3% 19.6% 5.4% 0.0% 26.2% -14.2% 342 -3.3K -12 0.00 172.41 N/A N/A 1 0 1 0 2022-04-21 $76.46 $0.00 29.6% 8.5% 19.7% 5.8% 0.0% 19.1% -7.1% 268 -2.4K -11 0.00 171.76 N/A N/A 1 0 1 0 2022-04-22 $74.98 $0.00 30.6% 8.8% 20.7% 6.4% 0.0% 2.9% -5.0% 233 -1.5K -8 0.00 166.82 N/A N/A 1 0 1 0 2022-04-25 $74.73 $0.00 32.4% 9.3% 19.7% 7.4% 0.0% 0.4% -10.0% 220 -1.5K -8 0.00 167.06 N/A N/A 1 0 1 0 2022-04-26 $73.06 $0.00 29.5% 8.4% 20.6% 5.7% 0.0% 0.0% 0.0% 174 -1.1K -6 0.00 99.18 N/A N/A 1 0 1 0 2022-04-27 $73.22 $0.00 34.2% 9.8% 20.3% 8.4% 0.0% -9.0% -5.9% 178 -1.1K -6 0.00 162.79 N/A N/A 0 0 1 0 2022-04-28 $74.77 $0.00 35.9% 10.3% 21.4% 9.4% 0.0% 0.0% -7.3% 220 -1.5K -8 0.00 130.65 N/A N/A 1 0 1 0 2022-04-29 $72.72 $0.00 35.8% 10.3% 21.9% 12.3% 0.0% -6.8% -6.0% 177 -1.1K -6 0.00 175.40 N/A N/A 1 0 1 0
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