SUSL Options History — January 2023 In January 2023, SUSL traded between $65.64 and $70.55. ATM implied volatility averaged 36.5%, placing in the 9.4% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 19.1% (HV 20d: 17.4%). Max pain ranged from $67.00 to $68.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-01-20 : Highest Volume — 5 contracts2023-01-11 : Largest IV drop — 26.5% change2023-01-05 : Highest IV Rank — 17.6%2023-01-04 : Largest Expected Move — 13.0%Monthly Statistics Metric Avg Min Max Open Close Price $68.33 $65.64 $70.55 $65.97 $70.23 Max Pain $67.78 $67.00 $68.00 $67.00 $68.00 ATM IV 36.5% 28.9% 47.0% 44.1% 41.5% Expected Move 9.7% 7.9% 13.0% 12.6% 11.9% HV 20d 17.4% 15.3% 19.2% 18.1% 15.3% HV 60d 21.9% 20.6% 23.8% 23.8% 20.6% IV Rank 9.4% 4.1% 17.6% 15.7% 12.4% IV Percentile 51.5% 20.6% 79.8% 74.2% 70.6% Term Structure -10.2% -18.3% -4.2% -17.4% -17.3% VWIV 25.1% 25.1% 25.1% 25.1% 25.1% Skew 25d 6.9% -14.5% 33.6% -5.4% 0.9% Skew 10d 12.8% -20.1% 34.4% 33.6% 17.6% Call IV 25d 35.7% 11.7% 62.0% 59.0% 44.9% Put IV 25d 42.6% 25.9% 55.5% 53.6% 45.8% Bid-Ask Spread % 176.94 167.48 188.17 171.56 172.36 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -1.7K -2.4K 0 -1.5K -2.0K Net DEX 11.6K 0 18.8K 18.0K 10.6K Net VEX -22 -33 0 -28 -26 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.35 0 5 0 0 Total OI 4.8 3 5 5 5
Daily Data (20 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 2023-01-03 $65.97 $67.00 44.1% 12.6% 18.1% 15.7% 0.0% -5.4% -17.4% -1.5K 18.0K -28 0.00 171.56 N/A N/A 0 0 0 5 2023-01-04 $66.05 $67.00 45.4% 13.0% 17.2% 16.5% 0.0% -6.5% -18.3% -1.4K 17.7K -28 0.00 174.14 N/A N/A 0 0 0 5 2023-01-05 $65.64 $0.00 47.0% 8.0% 16.9% 17.6% 0.0% 12.9% -6.6% -1.6K 18.8K -26 0.00 178.77 N/A N/A 0 0 0 5 2023-01-06 $67.17 $0.00 35.5% 7.9% 19.1% 10.2% 0.0% 25.1% -4.2% -2.0K 11.0K -24 0.00 183.48 N/A N/A 0 0 0 5 2023-01-09 $67.25 $0.00 41.0% 8.2% 19.0% 12.0% 0.0% 2.3% -4.7% -2.0K 11.6K -22 0.00 181.40 N/A N/A 0 0 0 5 2023-01-10 $67.47 $0.00 39.3% 8.3% 19.0% 10.9% 0.0% 27.9% -4.7% -2.1K 10.0K -19 0.00 182.02 N/A N/A 0 0 0 5 2023-01-11 $68.31 $0.00 28.9% 8.3% 19.2% 4.1% 0.0% 5.8% -5.0% -1.9K 12.5K -20 0.00 183.41 N/A N/A 0 0 0 5 2023-01-12 $68.65 $0.00 29.0% 8.3% 19.1% 4.2% 0.0% 6.3% -7.8% -2.2K 10.8K -18 0.00 181.97 N/A N/A 0 0 0 5 2023-01-13 $69.05 $0.00 29.3% 8.4% 19.1% 4.4% 0.0% 7.2% -7.7% -1.5K 11.9K -18 0.00 180.85 N/A N/A 0 0 0 5 2023-01-17 $69.00 $0.00 31.2% 8.9% 16.7% 5.6% 0.0% 7.5% -8.9% -1.5K 12.1K -12 0.00 180.85 N/A N/A 0 0 0 5 2023-01-18 $67.99 $0.00 32.2% 9.2% 17.3% 6.3% 0.0% 5.4% -9.4% -1.5K 14.1K -10 0.00 185.59 N/A N/A 0 2 0 5 2023-01-19 $67.52 $0.00 32.8% 9.4% 16.8% 6.7% 0.0% 33.6% -10.2% -1.5K 8.7K -4 0.00 188.17 N/A N/A 0 0 0 3 2023-01-20 $68.56 $0.00 32.9% 9.4% 17.5% 6.7% 25.1% 6.2% -9.6% 0 0 0 0.00 174.77 N/A N/A 0 5 0 3 2023-01-23 $69.42 $68.00 34.4% 9.9% 17.6% 7.8% 0.0% 9.2% -8.8% -1.6K 11.5K -33 0.00 167.48 N/A N/A 0 0 0 5 2023-01-24 $69.16 $68.00 35.3% 10.1% 16.2% 8.3% 0.0% 8.6% -9.4% -1.6K 11.9K -32 0.00 169.06 N/A N/A 0 0 0 5 2023-01-25 $69.20 $68.00 35.9% 10.3% 16.1% 8.7% 0.0% 8.7% -9.1% -1.7K 11.0K -31 0.00 168.66 N/A N/A 0 0 0 5 2023-01-26 $69.90 $68.00 36.5% 10.5% 16.3% 9.1% 0.0% -3.5% -12.8% -2.1K 10.2K -30 0.00 171.29 N/A N/A 0 0 0 5 2023-01-27 $70.55 $68.00 36.9% 10.6% 15.4% 9.4% 0.0% -14.5% -16.1% -2.4K 9.1K -26 0.00 168.62 N/A N/A 0 0 0 5 2023-01-30 $69.56 $68.00 40.4% 11.6% 15.5% 11.7% 0.0% -0.9% -16.2% -2.3K 11.0K -27 0.00 174.38 N/A N/A 0 0 0 5 2023-01-31 $70.23 $68.00 41.5% 11.9% 15.3% 12.4% 0.0% 0.9% -17.3% -2.0K 10.6K -26 0.00 172.36 N/A N/A 0 0 0 5
« Dec 2022 | All History | Feb 2023 » Home SUSL History January 2023