SUSL Options History — October 2022 In October 2022, SUSL traded between $61.41 and $66.77. ATM implied volatility averaged 41.2%, placing in the 16.4% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 12.4% (HV 20d: 28.8%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days.
Notable Days 2022-10-12 : Largest IV drop — 50.3% change2022-10-11 : Highest IV Rank — 33.5%2022-10-05 : Largest Expected Move — 13.2%Monthly Statistics Metric Avg Min Max Open Close Price $63.78 $61.41 $66.77 $63.31 $66.48 ATM IV 41.2% 31.7% 63.8% 45.6% 43.9% Expected Move 10.5% 8.4% 13.2% 13.1% 12.6% HV 20d 28.8% 26.1% 32.4% 30.8% 26.6% HV 60d 26.5% 25.2% 27.3% 25.2% 27.3% IV Rank 16.4% 9.2% 33.5% 19.7% 18.4% IV Percentile 64.7% 36.1% 92.9% 80.2% 75.0% Term Structure -8.2% -21.9% 3.9% -18.1% -13.1% Skew 25d 1.2% -17.5% 33.1% -2.1% 33.1% Skew 10d -0.7% -20.0% 39.9% -16.5% 39.9% Call IV 25d 48.5% 24.0% 67.7% 64.3% 28.3% Put IV 25d 49.6% 34.0% 63.9% 62.2% 61.3% Bid-Ask Spread % 163.20 154.14 174.00 154.14 174.00 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 2022-10-03 $63.31 $0.00 45.6% 13.1% 30.8% 19.7% 0.0% -2.1% -18.1% 0 0 0 0.00 154.14 N/A N/A 0 0 0 0 2022-10-04 $64.88 $0.00 44.8% 12.8% 32.4% 19.0% 0.0% -1.4% -18.4% 0 0 0 0.00 157.73 N/A N/A 0 0 0 0 2022-10-05 $65.11 $0.00 46.1% 13.2% 31.2% 20.1% 0.0% -4.2% -21.7% 0 0 0 0.00 158.43 N/A N/A 0 0 0 0 2022-10-06 $64.30 $0.00 48.3% 8.4% 31.3% 21.7% 0.0% 21.8% 1.4% 0 0 0 0.00 163.30 N/A N/A 0 0 0 0 2022-10-07 $62.25 $0.00 51.5% 8.6% 31.5% 24.2% 0.0% -9.4% -1.7% 0 0 0 0.00 159.45 N/A N/A 0 0 0 0 2022-10-10 $61.94 $0.00 58.3% 8.9% 31.2% 29.3% 0.0% -12.0% -3.7% 0 0 0 0.00 157.14 N/A N/A 0 0 0 0 2022-10-11 $61.41 $0.00 63.8% 9.4% 28.3% 33.5% 0.0% -5.9% 3.9% 0 0 0 0.00 155.54 N/A N/A 0 0 0 0 2022-10-12 $61.56 $0.00 31.7% 9.1% 26.1% 9.2% 0.0% -5.6% -0.2% 0 0 0 0.00 155.43 N/A N/A 0 0 0 0 2022-10-13 $62.84 $0.00 31.7% 9.1% 27.7% 9.2% 0.0% -5.6% -4.1% 0 0 0 0.00 160.60 N/A N/A 0 0 0 0 2022-10-14 $61.49 $0.00 34.1% 9.8% 26.5% 11.0% 0.0% -6.0% 1.6% 0 0 0 0.00 156.76 N/A N/A 0 0 0 0 2022-10-17 $63.09 $0.00 34.3% 9.8% 28.4% 11.1% 0.0% -0.2% -4.7% 0 0 0 0.00 164.17 N/A N/A 0 0 0 0 2022-10-18 $63.58 $0.00 33.6% 9.6% 28.5% 10.6% 0.0% -2.4% -4.2% 0 0 0 0.00 164.82 N/A N/A 0 0 0 0 2022-10-19 $62.93 $0.00 34.6% 9.9% 28.2% 11.4% 0.0% -0.8% -5.2% 0 0 0 0.00 165.09 N/A N/A 0 0 0 0 2022-10-20 $62.33 $0.00 36.8% 10.6% 28.3% 13.1% 0.0% -2.3% -0.0% 0 0 0 0.00 161.78 N/A N/A 0 0 0 0 2022-10-21 $63.88 $0.00 35.9% 10.3% 28.7% 12.4% 0.0% 0.1% -10.3% 0 0 0 0.00 168.09 N/A N/A 0 0 0 0 2022-10-24 $64.78 $0.00 36.9% 10.6% 28.6% 13.1% 0.0% 29.5% -10.1% 0 0 0 0.00 168.81 N/A N/A 0 0 0 0 2022-10-25 $65.88 $0.00 37.1% 10.6% 29.0% 13.2% 0.0% -1.2% -11.2% 0 0 0 0.00 170.37 N/A N/A 0 0 0 0 2022-10-26 $65.27 $0.00 39.2% 11.2% 27.9% 14.9% 0.0% 27.4% -10.2% 0 0 0 0.00 169.00 N/A N/A 0 0 0 0 2022-10-27 $65.27 $0.00 38.7% 11.1% 26.4% 14.5% 0.0% -17.5% -19.9% 0 0 0 0.00 170.44 N/A N/A 0 0 0 0 2022-10-28 $66.77 $0.00 38.7% 11.1% 27.0% 14.5% 0.0% -10.7% -21.9% 0 0 0 0.00 172.04 N/A N/A 0 0 0 0 2022-10-31 $66.48 $0.00 43.9% 12.6% 26.6% 18.4% 0.0% 33.1% -13.1% 0 0 0 0.00 174.00 N/A N/A 0 0 0 0
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