SUSL Options History — May 2022 In May 2022, SUSL traded between $67.50 and $74.95. ATM implied volatility averaged 37.8%, placing in the 13.8% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 7.0% (HV 20d: 30.8%). Max pain ranged from $81.00 to $81.00. Net GEX was positive for 18 of 18 trading days. Term structure was in contango for 5 of 18 days. Put/call ratio averaged 0.00.
Notable Days 2022-05-02 : Highest Volume — 1 contracts2022-05-11 : Largest IV drop — 42.7% change2022-05-10 : Highest IV Rank — 27.3%2022-05-26 : Largest Expected Move — 12.6%Monthly Statistics Metric Avg Min Max Open Close Price $70.29 $67.50 $74.95 $72.38 $71.98 Max Pain $81.00 $81.00 $81.00 $81.00 $81.00 ATM IV 37.8% 26.4% 55.7% 36.4% 40.8% Expected Move 9.7% 7.6% 12.6% 10.4% 11.7% HV 20d 30.8% 21.9% 34.5% 21.9% 34.4% HV 60d 27.0% 24.4% 28.2% 24.4% 28.1% IV Rank 13.8% 5.2% 27.3% 12.7% 16.1% IV Percentile 61.9% 13.9% 90.5% 62.3% 77.8% Term Structure -6.7% -21.7% 2.9% -21.7% -16.5% VWIV 55.8% 40.1% 69.0% 40.1% 67.5% Skew 25d -4.2% -11.2% 3.1% -0.3% 3.1% Skew 10d -13.7% -21.0% -6.8% -7.8% -7.5% Call IV 25d 46.5% 37.9% 58.1% 57.8% 58.1% Put IV 25d 42.3% 30.4% 61.2% 57.5% 61.2% Bid-Ask Spread % 143.97 83.61 198.79 104.41 151.52 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 112 1 225 155 151 Net DEX -741 -1.8K -2 -1.0K -986 Net VEX -4 -8 0 -6 -3 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 2022-05-02 $72.38 $0.00 36.4% 10.4% 21.9% 12.7% 0.0% 0.0% 0.0% 155 -1.0K -6 0.00 104.41 N/A N/A 1 0 1 0 2022-05-04 $74.95 $0.00 40.7% 11.7% 26.1% 16.0% 0.0% -0.3% -21.7% 225 -1.8K -8 0.00 168.62 N/A N/A 1 0 1 0 2022-05-05 $72.10 $81.00 43.8% 8.6% 28.8% 18.3% 40.1% -4.5% 2.9% 177 -1.5K -7 0.00 140.36 N/A N/A 1 0 1 0 2022-05-06 $71.70 $81.00 44.3% 8.2% 28.7% 18.7% 41.5% -2.4% 2.8% 168 -1.3K -6 0.00 140.24 N/A N/A 1 0 1 0 2022-05-09 $69.66 $81.00 51.0% 8.8% 29.5% 23.8% 49.7% -9.8% -2.4% 102 -614 -4 0.00 132.75 N/A N/A 1 0 1 0 2022-05-10 $69.64 $81.00 55.7% 8.9% 29.6% 27.3% 48.1% -5.8% 1.7% 126 -843 -5 0.00 138.41 N/A N/A 1 0 1 0 2022-05-11 $68.69 $81.00 31.9% 9.2% 29.4% 9.3% 50.9% -5.9% 2.0% 108 -700 -4 0.00 136.28 N/A N/A 1 0 1 0 2022-05-12 $68.15 $81.00 30.1% 8.6% 29.4% 8.0% 53.2% -9.1% 1.8% 96 -601 -3 0.00 136.98 N/A N/A 1 0 1 0 2022-05-13 $70.23 $81.00 29.5% 8.5% 31.2% 7.5% 50.3% 2.2% -0.9% 120 -754 -4 0.00 144.26 N/A N/A 1 0 1 0 2022-05-17 $71.05 $81.00 26.4% 7.6% 31.6% 5.2% 0.0% 0.0% -6.8% 34 -73 -1 0.00 87.50 N/A N/A 1 0 1 0 2022-05-18 $68.35 $81.00 32.5% 9.3% 34.0% 9.8% 60.0% -9.4% -10.2% 89 -594 -3 0.00 197.85 N/A N/A 1 0 1 0 2022-05-19 $68.21 $81.00 33.6% 9.6% 32.6% 10.6% 59.4% -4.8% -6.5% 95 -600 -3 0.00 141.60 N/A N/A 1 0 1 0 2022-05-20 $67.50 $81.00 34.9% 10.0% 32.4% 11.6% 64.3% -11.2% -7.6% 52 -236 -1 0.00 138.30 N/A N/A 1 0 1 0 2022-05-24 $68.63 $81.00 33.3% 9.6% 33.2% 10.4% 0.0% 0.0% -8.2% 1 -2 0 0.00 83.61 N/A N/A 1 0 1 0 2022-05-25 $69.13 $81.00 35.9% 10.3% 33.1% 12.4% 69.0% -4.2% -12.8% 70 -353 -2 0.00 198.79 N/A N/A 1 0 1 0 2022-05-26 $70.65 $81.00 43.9% 12.6% 34.3% 18.4% 65.8% -2.4% -17.6% 92 -449 -2 0.00 198.79 N/A N/A 1 0 1 0 2022-05-27 $72.13 $81.00 36.2% 10.4% 34.5% 12.6% 61.3% 1.5% -14.0% 148 -1.0K -4 0.00 151.28 N/A N/A 1 0 1 0 2022-05-31 $71.98 $81.00 40.8% 11.7% 34.4% 16.1% 67.5% 3.1% -16.5% 151 -986 -3 0.00 151.52 N/A N/A 1 0 1 0
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