SUSL Options History — August 2022

In August 2022, SUSL traded between $68.58 and $75.92. ATM implied volatility averaged 38.4%, placing in the 14.3% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 18.8% (HV 20d: 19.7%). Max pain ranged from $70.00 to $70.00. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.00.

Notable Days

2022-08-01: Highest Volume — 1 contracts
2022-08-29: Largest IV spike — 117.7% change
2022-08-29: Highest IV Rank — 46.6%
2022-08-29: Largest Expected Move — 23.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$72.26	$68.58	$75.92	$71.59	$68.58
Max Pain	$70.00	$70.00	$70.00	$70.00	$70.00
ATM IV	38.4%	27.0%	81.2%	40.5%	44.2%
Expected Move	9.9%	7.4%	23.3%	11.6%	12.7%
HV 20d	19.7%	17.1%	24.4%	18.6%	24.4%
HV 60d	25.1%	23.6%	28.0%	28.0%	25.3%
IV Rank	14.3%	5.6%	46.6%	15.8%	18.7%
IV Percentile	57.0%	17.5%	96.4%	74.6%	79.0%
Term Structure	-11.3%	-34.2%	-1.6%	-20.9%	-24.2%
VWIV	37.5%	35.9%	39.0%	35.9%	37.7%
Skew 25d	-2.5%	-34.7%	8.0%	-24.3%	0.5%
Skew 10d	0.1%	-34.7%	11.7%	-24.3%	-6.6%
Call IV 25d	47.5%	36.7%	111.9%	46.0%	62.0%
Put IV 25d	45.1%	16.1%	112.6%	21.7%	62.6%
Bid-Ask Spread %	160.30	151.48	184.74	181.79	154.75
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	173	0	392	392	0
Net DEX	-3.4K	-7.3K	0	-4.3K	0
Net VEX	-2	-6	0	-6	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	0.261	0	1	1	0
Total OI	0.652	0	1	1	0

Daily Data (23 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
2022-08-01	$71.59	$70.00	40.5%	11.6%	18.6%	15.8%	35.9%	-24.3%	-20.9%	392	-4.3K	-6	181.79	N/A	N/A	1	1
2022-08-02	$71.29	$70.00	40.8%	11.7%	18.8%	16.0%	39.0%	-34.7%	-19.1%	374	-4.1K	-6	184.74	N/A	N/A	1	1
2022-08-03	$72.33	$70.00	41.5%	11.9%	18.9%	16.6%	37.7%	-32.5%	-16.9%	256	-4.5K	-6	183.07	N/A	N/A	1	1
2022-08-04	$72.23	$0.00	43.2%	7.4%	18.9%	17.9%	0.0%	8.0%	-1.6%	268	-4.6K	-5	151.48	N/A	N/A	1	1
2022-08-05	$71.83	$0.00	45.4%	7.4%	19.1%	19.5%	0.0%	4.3%	-2.5%	283	-4.4K	-5	153.34	N/A	N/A	1	1
2022-08-08	$71.83	$0.00	50.1%	7.6%	18.3%	23.1%	0.0%	2.4%	-2.2%	252	-4.7K	-5	153.54	N/A	N/A	1	1
2022-08-09	$71.39	$0.00	53.1%	7.8%	17.1%	25.4%	0.0%	2.1%	-3.1%	314	-4.3K	-5	154.75	N/A	N/A	0	1
2022-08-10	$73.03	$0.00	27.0%	7.7%	18.3%	5.6%	0.0%	1.9%	-4.2%	291	-5.1K	-4	155.65	N/A	N/A	0	1
2022-08-11	$72.80	$0.00	27.4%	7.9%	18.3%	5.9%	0.0%	2.0%	-6.2%	288	-5.0K	-4	155.80	N/A	N/A	0	1
2022-08-12	$74.06	$0.00	27.4%	7.8%	18.6%	5.9%	0.0%	1.8%	-4.8%	267	-5.6K	-3	155.62	N/A	N/A	0	1
2022-08-15	$74.62	$0.00	28.3%	8.1%	18.4%	6.6%	0.0%	1.8%	-6.7%	261	-6.0K	-2	155.48	N/A	N/A	0	1
2022-08-16	$74.80	$0.00	28.7%	8.2%	17.3%	6.9%	0.0%	1.9%	-7.4%	253	-6.0K	-2	155.75	N/A	N/A	0	1
2022-08-17	$75.92	$0.00	28.8%	8.3%	17.7%	7.0%	0.0%	1.9%	-8.6%	216	-6.6K	-1	156.22	N/A	N/A	0	1
2022-08-18	$74.39	$0.00	29.9%	8.6%	19.8%	7.9%	0.0%	1.8%	-9.1%	259	-5.7K	-1	156.91	N/A	N/A	0	1
2022-08-19	$73.31	$0.00	30.9%	8.9%	20.3%	8.6%	0.0%	1.1%	-9.8%	0	-7.3K	0	157.03	N/A	N/A	0	1
2022-08-22	$71.69	$0.00	33.3%	9.6%	22.2%	10.4%	0.0%	0.5%	-10.1%	0	0	0	155.19	N/A	N/A	0	0
2022-08-23	$71.57	$0.00	34.0%	9.8%	21.9%	10.9%	0.0%	0.4%	-12.7%	0	0	0	156.37	N/A	N/A	0	0
2022-08-24	$71.83	$0.00	34.7%	10.0%	19.5%	11.5%	0.0%	0.4%	-12.9%	0	0	0	157.94	N/A	N/A	0	0
2022-08-25	$72.42	$0.00	35.3%	10.1%	19.0%	11.9%	0.0%	0.4%	-12.6%	0	0	0	157.60	N/A	N/A	0	0
2022-08-26	$70.10	$0.00	37.3%	10.7%	22.0%	13.4%	0.0%	0.4%	-12.0%	0	0	0	155.97	N/A	N/A	0	0
2022-08-29	$69.64	$0.00	81.2%	23.3%	22.1%	46.6%	0.0%	0.7%	-34.2%	0	0	0	181.59	N/A	N/A	0	0
2022-08-30	$70.70	$0.00	41.0%	11.8%	22.8%	16.2%	0.0%	0.5%	-17.9%	0	0	0	156.34	N/A	N/A	0	0
2022-08-31	$68.58	$0.00	44.2%	12.7%	24.4%	18.7%	0.0%	0.5%	-24.2%	0	0	0	154.75	N/A	N/A	0	0