SUSL Options History — June 2022

In June 2022, SUSL traded between $63.94 and $72.47. ATM implied volatility averaged 39.3%, placing in the 14.9% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 8.6% (HV 20d: 30.6%). Max pain ranged from $81.00 to $81.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2022-06-01: Highest Volume — 1 contracts
2022-06-08: Largest IV drop — 46.1% change
2022-06-07: Highest IV Rank — 24.6%
2022-06-30: Largest Expected Move — 13.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$68.10	$63.94	$72.47	$71.61	$66.17
Max Pain	$81.00	$81.00	$81.00	$81.00	$81.00
ATM IV	39.3%	28.1%	52.2%	42.9%	46.8%
Expected Move	10.1%	7.2%	13.4%	12.3%	13.4%
HV 20d	30.6%	26.3%	33.5%	33.5%	31.1%
HV 60d	28.1%	27.0%	28.9%	27.9%	28.7%
IV Rank	14.9%	6.5%	24.6%	17.7%	20.6%
IV Percentile	67.3%	26.6%	90.5%	80.6%	84.5%
Term Structure	-9.8%	-27.4%	2.0%	-22.2%	-18.2%
VWIV	74.3%	74.3%	74.3%	74.3%	74.3%
Skew 25d	4.1%	-12.2%	43.3%	-2.6%	1.0%
Skew 10d	4.6%	-17.3%	45.2%	-12.3%	-3.6%
Call IV 25d	45.4%	16.0%	67.2%	60.2%	67.2%
Put IV 25d	49.5%	37.1%	68.2%	57.7%	68.2%
Bid-Ask Spread %	168.76	151.66	180.54	151.66	173.47
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	47	0	138	117	0
Net DEX	-238	-793	0	-654	0
Net VEX	-1	-3	0	-2	0
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	0.619	0	1	1	0
Total OI	0.619	0	1	1	0

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2022-06-01	$71.61	$81.00	42.9%	12.3%	33.5%	17.7%	74.3%	-2.6%	-22.2%	117	-654	-2	151.66	N/A	N/A	1	1
2022-06-02	$72.47	$0.00	42.4%	7.2%	32.4%	17.2%	0.0%	-4.3%	-1.3%	107	-445	-2	180.54	N/A	N/A	1	1
2022-06-03	$71.36	$0.00	45.5%	7.4%	32.8%	19.6%	0.0%	5.1%	-1.5%	132	-778	-3	170.94	N/A	N/A	1	1
2022-06-06	$71.65	$0.00	51.3%	7.6%	30.1%	24.0%	0.0%	5.9%	-5.2%	138	-793	-2	169.25	N/A	N/A	1	1
2022-06-07	$72.27	$0.00	52.2%	7.7%	27.0%	24.6%	0.0%	6.1%	-5.5%	117	-534	-2	168.53	N/A	N/A	1	1
2022-06-08	$71.69	$0.00	28.1%	8.1%	27.1%	6.5%	0.0%	7.0%	-8.6%	133	-697	-2	172.45	N/A	N/A	1	1
2022-06-09	$70.11	$0.00	29.0%	8.3%	26.3%	7.1%	0.0%	8.9%	-2.0%	104	-553	-2	174.66	N/A	N/A	1	1
2022-06-10	$68.18	$0.00	30.4%	8.7%	28.1%	8.2%	0.0%	26.0%	-1.1%	40	-160	-1	174.91	N/A	N/A	1	1
2022-06-13	$65.15	$0.00	33.7%	9.7%	32.0%	10.7%	0.0%	-10.0%	-0.5%	30	-106	0	152.13	N/A	N/A	1	1
2022-06-14	$65.10	$0.00	33.8%	9.7%	31.9%	10.8%	0.0%	-7.6%	2.0%	26	-95	0	161.68	N/A	N/A	1	1
2022-06-15	$66.25	$0.00	33.9%	9.7%	30.5%	10.8%	0.0%	-0.4%	-2.4%	26	-94	0	165.84	N/A	N/A	1	1
2022-06-16	$63.94	$0.00	34.5%	9.9%	32.1%	11.3%	0.0%	-12.2%	-0.3%	23	-98	0	156.82	N/A	N/A	1	1
2022-06-17	$64.57	$0.00	34.8%	10.0%	29.9%	11.5%	0.0%	-11.4%	-12.0%	0	0	0	162.17	N/A	N/A	1	1
2022-06-21	$66.04	$0.00	37.4%	10.7%	31.3%	13.5%	0.0%	2.1%	-10.9%	0	0	0	169.67	N/A	N/A	0	0
2022-06-22	$66.04	$0.00	37.9%	10.9%	31.1%	13.9%	0.0%	0.3%	-13.0%	0	0	0	169.61	N/A	N/A	0	0
2022-06-23	$66.69	$0.00	39.0%	11.2%	30.7%	14.7%	0.0%	4.2%	-18.9%	0	0	0	170.53	N/A	N/A	0	0
2022-06-24	$68.62	$0.00	39.0%	11.2%	32.3%	14.7%	0.0%	36.6%	-22.1%	0	0	0	174.19	N/A	N/A	0	0
2022-06-27	$68.50	$0.00	42.3%	12.1%	31.3%	17.2%	0.0%	43.3%	-13.9%	0	0	0	175.27	N/A	N/A	0	0
2022-06-28	$66.91	$0.00	44.4%	12.7%	31.0%	18.8%	0.0%	-9.8%	-27.4%	0	0	0	174.55	N/A	N/A	0	0
2022-06-29	$66.82	$0.00	45.4%	13.0%	31.0%	19.5%	0.0%	-1.8%	-21.7%	0	0	0	175.11	N/A	N/A	0	0
2022-06-30	$66.17	$0.00	46.8%	13.4%	31.1%	20.6%	0.0%	1.0%	-18.2%	0	0	0	173.47	N/A	N/A	0	0