SUSL Options History — September 2022 In September 2022, SUSL traded between $62.13 and $70.74. ATM implied volatility averaged 48.5%, placing in the 21.9% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 20.1% (HV 20d: 28.4%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2022-09-23 : Largest IV spike — 110.8% change2022-09-13 : Highest IV Rank — 61.9%2022-09-23 : Largest Expected Move — 20.5%Monthly Statistics Metric Avg Min Max Open Close Price $66.47 $62.13 $70.74 $68.03 $62.13 ATM IV 48.5% 30.3% 101.5% 45.5% 43.1% Expected Move 10.3% 7.6% 20.5% 13.0% 12.4% HV 20d 28.4% 24.5% 30.8% 24.5% 29.8% HV 60d 24.1% 22.8% 25.3% 25.3% 24.9% IV Rank 21.9% 8.1% 61.9% 19.6% 17.8% IV Percentile 69.8% 33.7% 98.4% 82.5% 74.2% Term Structure -9.4% -21.8% -0.1% -20.3% -12.1% Skew 25d -6.8% -28.1% 1.5% 0.6% -5.6% Skew 10d -12.4% -34.1% 26.9% -8.1% -18.8% Call IV 25d 50.6% 36.7% 97.8% 63.8% 60.2% Put IV 25d 43.8% 30.6% 69.7% 64.4% 54.6% Bid-Ask Spread % 156.74 145.39 171.89 155.52 148.52 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2022-09-01 $68.03 $0.00 45.5% 13.0% 24.5% 19.6% 0.0% 0.6% -20.3% 0 0 0 0.00 155.52 N/A N/A 0 0 0 0 2022-09-02 $67.40 $0.00 47.6% 13.6% 24.6% 21.2% 0.0% 0.7% -21.0% 0 0 0 0.00 154.75 N/A N/A 0 0 0 0 2022-09-06 $67.39 $0.00 56.2% 7.9% 24.6% 27.7% 0.0% -3.5% -0.1% 0 0 0 0.00 157.44 N/A N/A 0 0 0 0 2022-09-07 $68.89 $0.00 59.2% 7.6% 26.1% 30.0% 0.0% -0.7% -3.0% 0 0 0 0.00 161.99 N/A N/A 0 0 0 0 2022-09-08 $68.90 $0.00 61.4% 7.6% 24.5% 31.6% 0.0% -2.7% -2.2% 0 0 0 0.00 166.16 N/A N/A 0 0 0 0 2022-09-09 $70.40 $0.00 64.4% 7.6% 26.0% 33.9% 0.0% 0.8% -2.5% 0 0 0 0.00 167.08 N/A N/A 0 0 0 0 2022-09-12 $70.74 $0.00 84.4% 7.8% 25.2% 49.0% 0.0% 0.8% -5.6% 0 0 0 0.00 168.63 N/A N/A 0 0 0 0 2022-09-13 $67.80 $0.00 101.5% 8.2% 28.6% 61.9% 0.0% -10.6% -7.4% 0 0 0 0.00 159.47 N/A N/A 0 0 0 0 2022-09-14 $69.55 $0.00 30.3% 8.7% 30.5% 8.1% 0.0% -1.9% -5.4% 0 0 0 0.00 163.14 N/A N/A 0 0 0 0 2022-09-15 $68.84 $0.00 31.7% 9.1% 29.7% 9.2% 0.0% -4.9% -7.7% 0 0 0 0.00 158.75 N/A N/A 0 0 0 0 2022-09-16 $66.66 $0.00 30.4% 8.7% 30.8% 8.2% 0.0% -7.5% -7.9% 0 0 0 0.00 154.03 N/A N/A 0 0 0 0 2022-09-19 $66.96 $0.00 31.7% 9.1% 30.8% 9.2% 0.0% -9.7% -9.0% 0 0 0 0.00 158.93 N/A N/A 0 0 0 0 2022-09-20 $66.32 $0.00 32.6% 9.3% 30.2% 9.9% 0.0% -12.4% -5.8% 0 0 0 0.00 153.70 N/A N/A 0 0 0 0 2022-09-21 $65.22 $0.00 33.3% 9.6% 30.5% 10.4% 0.0% -18.2% -10.5% 0 0 0 0.00 147.11 N/A N/A 0 0 0 0 2022-09-22 $65.07 $0.00 33.9% 9.7% 30.4% 10.9% 0.0% -18.1% -11.0% 0 0 0 0.00 146.26 N/A N/A 0 0 0 0 2022-09-23 $63.58 $0.00 71.5% 20.5% 30.6% 39.3% 0.0% -28.1% -21.8% 0 0 0 0.00 171.89 N/A N/A 0 0 0 0 2022-09-26 $62.74 $0.00 38.5% 11.0% 29.2% 14.3% 0.0% -13.8% -11.3% 0 0 0 0.00 149.12 N/A N/A 0 0 0 0 2022-09-27 $62.43 $0.00 40.6% 11.6% 29.2% 15.9% 0.0% -7.8% -8.0% 0 0 0 0.00 145.39 N/A N/A 0 0 0 0 2022-09-28 $64.11 $0.00 39.5% 11.3% 30.5% 15.1% 0.0% 1.5% -12.4% 0 0 0 0.00 153.97 N/A N/A 0 0 0 0 2022-09-29 $62.64 $0.00 40.6% 11.6% 29.8% 15.9% 0.0% -2.2% -12.0% 0 0 0 0.00 149.60 N/A N/A 0 0 0 0 2022-09-30 $62.13 $0.00 43.1% 12.4% 29.8% 17.8% 0.0% -5.6% -12.1% 0 0 0 0.00 148.52 N/A N/A 0 0 0 0
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