SUSL Options History — November 2022 In November 2022, SUSL traded between $63.87 and $70.34. ATM implied volatility averaged 55.7%, placing in the 26.3% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 29.2% (HV 20d: 26.5%). Max pain ranged from $67.00 to $67.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 7 of 21 days.
Notable Days 2022-11-23 : Highest Volume — 5 contracts2022-11-18 : Largest IV drop — 87.2% change2022-11-17 : Highest IV Rank — 100.0%2022-11-11 : Largest Expected Move — 19.2%Monthly Statistics Metric Avg Min Max Open Close Price $67.41 $63.87 $70.34 $66.08 $70.34 Max Pain $67.00 $67.00 $67.00 $67.00 $67.00 ATM IV 55.7% 22.6% 175.7% 44.0% 24.0% Expected Move 10.6% 6.4% 19.2% 12.6% 6.9% HV 20d 26.5% 23.9% 30.3% 25.4% 27.2% HV 60d 28.1% 27.2% 29.5% 27.3% 28.2% IV Rank 26.3% 1.9% 100.0% 18.5% 2.8% IV Percentile 57.0% 0.4% 100.0% 75.4% 4.0% Term Structure -13.8% -48.4% 3.3% -20.7% -0.7% VWIV 37.2% 37.2% 37.2% 37.2% 37.2% Skew 25d 7.7% -7.3% 45.9% 42.8% -2.1% Skew 10d 11.4% -11.2% 47.9% 43.9% -2.1% Call IV 25d 40.7% 16.5% 91.8% 21.3% 25.0% Put IV 25d 48.4% 22.8% 97.6% 64.1% 22.8% Bid-Ask Spread % 168.37 133.25 180.68 174.90 170.06 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -240 -1.3K 0 0 -1.3K Net DEX 2.1K 0 11.8K 0 9.6K Net VEX -9 -47 0 0 -43 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.238 0 5 0 0 Total OI 0.952 0 5 0 5
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 2022-11-01 $66.08 $0.00 44.0% 12.6% 25.4% 18.5% 0.0% 42.8% -20.7% 0 0 0 0.00 174.90 N/A N/A 0 0 0 0 2022-11-02 $64.64 $0.00 46.1% 13.2% 26.6% 20.0% 0.0% 45.9% -19.9% 0 0 0 0.00 174.57 N/A N/A 0 0 0 0 2022-11-03 $63.87 $0.00 49.0% 14.0% 26.6% 22.2% 0.0% -6.4% -26.4% 0 0 0 0.00 174.08 N/A N/A 0 0 0 0 2022-11-04 $64.48 $0.00 50.3% 14.4% 23.9% 23.3% 0.0% -4.6% -23.8% 0 0 0 0.00 174.75 N/A N/A 0 0 0 0 2022-11-07 $65.40 $0.00 55.1% 15.8% 24.2% 26.9% 0.0% -5.2% -34.8% 0 0 0 0.00 177.47 N/A N/A 0 0 0 0 2022-11-08 $65.92 $0.00 58.7% 16.8% 23.9% 29.6% 0.0% 41.2% -46.5% 0 0 0 0.00 178.54 N/A N/A 0 0 0 0 2022-11-09 $64.50 $0.00 62.1% 17.8% 25.5% 32.1% 0.0% -7.3% -33.0% 0 0 0 0.00 176.32 N/A N/A 0 0 0 0 2022-11-10 $67.90 $0.00 63.5% 18.2% 30.3% 33.2% 0.0% 8.8% -44.4% 0 0 0 0.00 176.61 N/A N/A 0 0 0 0 2022-11-11 $68.74 $0.00 67.1% 19.2% 28.9% 35.9% 0.0% 17.4% -48.4% 0 0 0 0.00 171.87 N/A N/A 0 0 0 0 2022-11-14 $68.46 $0.00 87.6% 6.8% 28.0% 51.4% 0.0% 4.7% -2.9% 0 0 0 0.00 136.57 N/A N/A 0 0 0 0 2022-11-15 $68.63 $0.00 100.3% 6.8% 28.0% 61.0% 0.0% 13.5% 0.3% 0 0 0 0.00 133.25 N/A N/A 0 0 0 0 2022-11-16 $68.13 $0.00 124.2% 6.8% 27.8% 79.1% 0.0% 13.7% 1.0% 0 0 0 0.00 134.56 N/A N/A 0 0 0 0 2022-11-17 $67.66 $0.00 175.7% 6.4% 27.7% 100.0% 0.0% -2.3% -0.6% 0 0 0 0.00 176.35 N/A N/A 0 0 0 0 2022-11-18 $68.16 $0.00 22.6% 6.5% 26.6% 1.9% 0.0% -3.2% 1.7% 0 0 0 0.00 177.74 N/A N/A 0 0 0 0 2022-11-21 $67.98 $0.00 23.2% 6.6% 26.4% 2.3% 0.0% -1.2% 3.1% 0 0 0 0.00 180.68 N/A N/A 0 0 0 0 2022-11-22 $68.88 $0.00 22.7% 6.5% 26.2% 2.0% 0.0% -0.3% -0.5% 0 0 0 0.00 179.53 N/A N/A 0 0 0 0 2022-11-23 $69.47 $0.00 23.3% 6.7% 25.9% 2.4% 37.2% 9.3% 0.5% 0 0 0 0.00 173.05 N/A N/A 0 5 0 0 2022-11-25 $69.58 $67.00 22.9% 6.6% 25.9% 2.2% 0.0% 0.9% -0.3% -1.2K 10.1K -47 0.00 166.80 N/A N/A 0 0 0 5 2022-11-28 $68.46 $67.00 24.0% 6.9% 25.7% 2.9% 0.0% -2.3% 2.0% -1.3K 11.7K -47 0.00 164.08 N/A N/A 0 0 0 5 2022-11-29 $68.33 $67.00 24.3% 7.0% 25.6% 3.0% 0.0% -1.8% 3.3% -1.3K 11.8K -47 0.00 163.92 N/A N/A 0 0 0 5 2022-11-30 $70.34 $67.00 24.0% 6.9% 27.2% 2.8% 0.0% -2.1% -0.7% -1.3K 9.6K -43 0.00 170.06 N/A N/A 0 0 0 5
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