SUSL Options History — December 2022 In December 2022, SUSL traded between $65.27 and $70.92. ATM implied volatility averaged 29.9%, placing in the 6.6% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 8.8% (HV 20d: 21.1%). 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 1 of 21 days.
Notable Days 2022-12-30 : Largest IV spike — 24.0% change2022-12-30 : Highest IV Rank — 12.9%2022-12-30 : Largest Expected Move — 11.4%Monthly Statistics Metric Avg Min Max Open Close Price $67.71 $65.27 $70.92 $70.92 $66.06 Max Pain $67.00 $67.00 $67.00 $67.00 $67.00 ATM IV 29.9% 24.0% 39.6% 24.0% 39.6% Expected Move 8.6% 6.9% 11.4% 6.9% 11.4% HV 20d 21.1% 17.4% 26.7% 25.6% 18.1% HV 60d 25.6% 23.9% 27.9% 27.9% 24.0% IV Rank 6.6% 2.8% 12.9% 2.8% 12.9% IV Percentile 28.3% 4.0% 66.7% 4.0% 66.7% Term Structure -6.4% -14.0% 0.6% -2.5% -14.0% Skew 25d -0.4% -11.6% 36.6% 0.7% -5.2% Skew 10d 9.7% -11.6% 40.8% -0.1% 30.3% Call IV 25d 33.7% 10.9% 53.8% 23.7% 53.8% Put IV 25d 33.3% 22.4% 49.5% 24.4% 48.6% Bid-Ask Spread % 169.05 162.99 182.14 165.68 172.50 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -1.4K -1.7K -1.2K -1.2K -1.4K Net DEX 13.3K 8.6K 19.1K 8.8K 17.6K Net VEX -38 -43 -31 -40 -32 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 5 5 5 5 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 2022-12-01 $70.92 $67.00 24.0% 6.9% 25.6% 2.8% 0.0% 0.7% -2.5% -1.2K 8.8K -40 0.00 165.68 N/A N/A 0 0 0 5 2022-12-02 $70.61 $67.00 24.3% 7.0% 25.1% 3.0% 0.0% -3.5% -5.2% -1.3K 8.6K -40 0.00 174.04 N/A N/A 0 0 0 5 2022-12-05 $69.25 $67.00 25.5% 7.3% 26.5% 3.8% 0.0% -3.9% -2.2% -1.3K 10.1K -42 0.00 168.06 N/A N/A 0 0 0 5 2022-12-06 $68.46 $67.00 26.1% 7.5% 26.7% 4.2% 0.0% -5.0% -0.0% -1.3K 11.4K -43 0.00 164.76 N/A N/A 0 0 0 5 2022-12-07 $68.34 $67.00 26.4% 7.6% 26.6% 4.4% 0.0% -5.6% -0.4% -1.3K 11.5K -43 0.00 163.90 N/A N/A 0 0 0 5 2022-12-08 $68.77 $67.00 26.6% 7.6% 25.1% 4.5% 0.0% -5.9% -1.9% -1.4K 10.9K -42 0.00 168.83 N/A N/A 0 0 0 5 2022-12-09 $68.50 $67.00 27.0% 7.7% 17.6% 4.8% 0.0% -6.3% 0.6% -1.4K 11.3K -42 0.00 167.09 N/A N/A 0 0 0 5 2022-12-12 $69.14 $67.00 27.8% 8.0% 17.4% 5.3% 0.0% -4.9% -1.8% -1.3K 10.2K -39 0.00 171.45 N/A N/A 0 0 0 5 2022-12-13 $69.64 $67.00 27.9% 8.0% 17.5% 5.4% 0.0% -11.6% -9.4% -1.7K 10.2K -38 0.00 179.43 N/A N/A 0 0 0 5 2022-12-14 $69.09 $67.00 28.5% 8.2% 17.7% 5.7% 0.0% -11.1% -5.8% -1.6K 10.4K -38 0.00 182.14 N/A N/A 0 0 0 5 2022-12-15 $67.42 $67.00 27.2% 7.8% 19.7% 4.9% 0.0% -10.2% -4.6% -1.5K 12.4K -40 0.00 162.99 N/A N/A 0 0 0 5 2022-12-16 $66.81 $67.00 29.6% 8.5% 19.8% 6.5% 0.0% 23.2% -11.0% -1.4K 14.3K -41 0.00 165.86 N/A N/A 0 0 0 5 2022-12-19 $65.92 $67.00 32.1% 9.2% 20.0% 8.1% 0.0% -4.7% -9.0% -1.3K 17.5K -39 0.00 165.89 N/A N/A 0 0 0 5 2022-12-20 $66.19 $67.00 32.6% 9.3% 20.1% 8.3% 0.0% -6.5% -9.1% -1.4K 17.1K -38 0.00 166.31 N/A N/A 0 0 0 5 2022-12-21 $66.90 $67.00 27.6% 7.9% 19.9% 5.1% 0.0% 31.9% -5.4% -1.7K 12.6K -36 0.00 169.77 N/A N/A 0 0 0 5 2022-12-22 $65.73 $67.00 33.8% 9.7% 20.3% 9.1% 0.0% -9.2% -10.2% -1.4K 18.0K -36 0.00 164.65 N/A N/A 0 0 0 5 2022-12-23 $66.20 $67.00 34.3% 9.8% 20.6% 9.4% 0.0% 4.3% -10.2% -1.4K 17.1K -36 0.00 170.41 N/A N/A 0 0 0 5 2022-12-27 $66.06 $67.00 37.0% 10.6% 19.9% 11.2% 0.0% -4.5% -12.2% -1.5K 17.7K -34 0.00 169.10 N/A N/A 0 0 0 5 2022-12-28 $65.27 $67.00 38.3% 11.0% 20.3% 12.0% 0.0% -7.8% -12.7% -1.4K 19.1K -32 0.00 166.13 N/A N/A 0 0 0 5 2022-12-29 $66.56 $67.00 31.9% 9.2% 18.5% 7.9% 0.0% 36.6% -8.0% -1.7K 12.8K -31 0.00 171.07 N/A N/A 0 0 0 5 2022-12-30 $66.06 $67.00 39.6% 11.4% 18.1% 12.9% 0.0% -5.2% -14.0% -1.4K 17.6K -32 0.00 172.50 N/A N/A 0 0 0 5
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