SUSL Options History — July 2022 In July 2022, SUSL traded between $66.18 and $71.87. ATM implied volatility averaged 46.0%, placing in the 20.0% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 21.9% (HV 20d: 24.1%). Max pain ranged from $70.00 to $70.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2022-07-19 : Highest Volume — 1 contracts2022-07-13 : Largest IV drop — 72.0% change2022-07-12 : Highest IV Rank — 63.9%2022-07-01 : Largest Expected Move — 14.0%Monthly Statistics Metric Avg Min Max Open Close Price $68.21 $66.18 $71.87 $66.90 $71.87 Max Pain $70.00 $70.00 $70.00 $70.00 $70.00 ATM IV 46.0% 29.1% 104.2% 48.8% 37.2% Expected Move 9.3% 7.6% 14.0% 14.0% 10.7% HV 20d 24.1% 17.5% 31.2% 31.0% 18.6% HV 60d 28.6% 28.2% 28.9% 28.5% 28.5% IV Rank 20.0% 7.2% 63.9% 22.1% 13.3% IV Percentile 65.6% 31.3% 98.8% 86.9% 65.9% Term Structure -9.7% -28.6% -1.5% -28.6% -19.6% VWIV 37.3% 34.1% 40.3% 35.9% 34.1% Skew 25d 1.2% -26.3% 10.4% -3.8% -26.3% Skew 10d -3.8% -26.3% 11.9% -8.8% -26.3% Call IV 25d 45.6% 30.4% 89.1% 68.0% 43.5% Put IV 25d 46.7% 17.2% 92.8% 64.2% 17.2% Bid-Ask Spread % 185.95 170.44 196.70 176.34 181.95 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 126 0 468 0 468 Net DEX -1.4K -4.5K 0 0 -4.5K Net VEX -3 -8 0 0 -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 0.45 0 1 0 1 Total OI 0.4 0 1 0 1
Daily Data (20 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 2022-07-01 $66.90 $0.00 48.8% 14.0% 31.0% 22.1% 0.0% -3.8% -28.6% 0 0 0 0.00 176.34 N/A N/A 0 0 0 0 2022-07-05 $66.98 $0.00 57.6% 7.9% 30.8% 28.8% 0.0% -5.2% -4.4% 0 0 0 0.00 170.44 N/A N/A 0 0 0 0 2022-07-06 $67.87 $0.00 60.1% 7.6% 31.2% 30.7% 0.0% -4.7% -1.7% 0 0 0 0.00 182.28 N/A N/A 0 0 0 0 2022-07-07 $68.41 $0.00 63.3% 7.9% 31.2% 33.1% 0.0% 8.0% -1.5% 0 0 0 0.00 191.14 N/A N/A 0 0 0 0 2022-07-08 $68.43 $0.00 66.3% 7.9% 31.2% 35.3% 0.0% 3.7% -4.4% 0 0 0 0.00 192.46 N/A N/A 0 0 0 0 2022-07-11 $67.57 $0.00 88.2% 8.1% 30.5% 51.9% 0.0% 6.9% -5.1% 0 0 0 0.00 187.84 N/A N/A 0 0 0 0 2022-07-12 $66.47 $0.00 104.2% 8.7% 29.5% 63.9% 0.0% -0.5% -9.4% 0 0 0 0.00 171.10 N/A N/A 0 0 0 0 2022-07-13 $66.42 $0.00 29.1% 8.3% 24.4% 7.2% 0.0% 4.0% -11.8% 0 0 0 0.00 174.90 N/A N/A 0 0 0 0 2022-07-14 $66.18 $0.00 31.0% 8.9% 24.5% 8.6% 0.0% -2.4% -10.8% 0 0 0 0.00 172.42 N/A N/A 0 0 0 0 2022-07-15 $67.10 $0.00 29.7% 8.5% 24.2% 7.6% 0.0% 1.6% -1.9% 0 0 0 0.00 187.18 N/A N/A 0 0 0 0 2022-07-18 $66.95 $0.00 31.3% 9.0% 20.1% 8.9% 0.0% -1.4% -8.4% 0 0 0 0.00 178.06 N/A N/A 0 0 0 0 2022-07-19 $68.45 $0.00 32.4% 9.3% 21.2% 9.7% 35.9% 4.2% -4.6% 0 0 0 0.00 196.04 N/A N/A 1 0 0 0 2022-07-20 $68.79 $70.00 31.8% 9.1% 19.9% 9.2% 36.6% 10.1% -9.5% 269 -3.2K -8 0.00 196.04 N/A N/A 1 0 1 0 2022-07-21 $69.34 $70.00 32.2% 9.2% 20.0% 9.6% 36.9% 2.1% -11.0% 277 -3.2K -8 0.00 196.04 N/A N/A 1 0 1 0 2022-07-22 $68.68 $70.00 33.6% 9.6% 20.2% 10.6% 37.7% 2.2% -13.5% 279 -2.9K -7 0.00 196.70 N/A N/A 1 0 1 0 2022-07-25 $68.58 $70.00 34.7% 9.9% 17.5% 11.5% 37.3% 2.2% -9.5% 282 -3.4K -7 0.00 196.70 N/A N/A 1 0 1 0 2022-07-26 $68.01 $70.00 36.6% 10.5% 17.8% 12.9% 40.3% 2.2% -9.0% 270 -3.2K -7 0.00 196.70 N/A N/A 1 0 1 0 2022-07-27 $70.04 $70.00 36.2% 10.4% 18.6% 12.6% 39.7% 10.4% -16.6% 305 -3.4K -7 0.00 191.80 N/A N/A 1 0 1 0 2022-07-28 $71.09 $70.00 36.0% 10.3% 19.0% 12.4% 37.3% 10.0% -13.2% 379 -3.8K -7 0.00 182.94 N/A N/A 1 0 1 0 2022-07-29 $71.87 $70.00 37.2% 10.7% 18.6% 13.3% 34.1% -26.3% -19.6% 468 -4.5K -6 0.00 181.95 N/A N/A 1 0 1 0
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