SUSL Options History — February 2023

In February 2023, SUSL traded between $68.64 and $72.21. ATM implied volatility averaged 36.9%, placing in the 9.3% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 20.2% (HV 20d: 16.7%). Max pain ranged from $68.00 to $68.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.

Notable Days

  • 2023-02-08: Largest IV drop — 47.5% change
  • 2023-02-07: Highest IV Rank — 19.6%
  • 2023-02-28: Largest Expected Move — 12.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$70.63$68.64$72.21$71.70$68.92
Max Pain$68.00$68.00$68.00$68.00$68.00
ATM IV36.9%27.6%52.6%41.9%42.2%
Expected Move9.3%7.3%12.1%12.0%12.1%
HV 20d16.7%15.5%17.6%16.4%16.7%
HV 60d18.5%17.0%20.8%20.8%17.0%
IV Rank9.3%3.3%19.6%12.6%12.8%
IV Percentile50.3%16.3%86.9%71.0%71.0%
Term Structure-11.5%-18.3%-4.0%-18.3%-18.0%
Skew 25d7.3%0.4%31.5%2.6%0.5%
Skew 10d17.6%6.9%43.5%6.9%10.6%
Call IV 25d37.8%11.5%59.1%43.2%59.1%
Put IV 25d45.1%35.8%59.6%45.8%59.6%
Bid-Ask Spread %162.13158.64166.61162.48166.61
Gamma HHI1.001.001.001.001.00
Net GEX-1.2K-2.8K0-2.5K0
Net DEX4.6K010.8K6.5K0
Net VEX-8-180-170
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI3.4210550

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-02-01$71.70$68.0041.9%12.0%16.4%12.6%0.0%2.6%-18.3%-2.5K6.5K-170.00162.48N/AN/A0005
2023-02-02$72.21$0.0043.1%7.3%16.4%13.4%0.0%3.4%-6.8%-2.6K1.7K-60.00158.64N/AN/A0005
2023-02-03$71.49$0.0044.9%7.4%16.8%14.6%0.0%2.2%-4.0%-1.6K6.5K-180.00159.39N/AN/A0005
2023-02-06$71.17$0.0050.9%7.7%15.5%18.5%0.0%1.6%-7.6%-2.0K6.8K-160.00160.63N/AN/A0005
2023-02-07$72.16$0.0052.6%7.7%15.9%19.6%0.0%3.4%-7.8%-1.6K5.6K-140.00159.78N/AN/A0005
2023-02-08$71.42$0.0027.6%7.9%16.7%3.3%0.0%2.1%-9.2%-2.8K5.3K-110.00159.67N/AN/A0005
2023-02-09$70.75$0.0028.2%8.1%16.8%3.7%0.0%28.4%-8.6%-1.4K10.8K-180.00160.05N/AN/A0005
2023-02-10$70.63$0.0028.6%8.2%16.8%3.9%0.0%28.0%-10.6%-1.8K9.2K-160.00160.81N/AN/A0005
2023-02-13$71.48$0.0029.7%8.5%17.2%4.6%0.0%2.3%-10.7%-1.6K6.7K-100.00160.72N/AN/A0005
2023-02-14$71.76$0.0029.9%8.6%17.2%4.8%0.0%2.9%-11.6%-1.3K9.2K-100.00160.43N/AN/A0005
2023-02-15$71.64$0.0030.5%8.7%16.1%5.2%0.0%2.6%-12.4%-1.3K9.3K-90.00162.19N/AN/A0005
2023-02-16$70.86$0.0031.4%9.0%16.4%5.8%0.0%31.5%-10.2%-1.4K10.7K-70.00162.37N/AN/A0005
2023-02-17$70.51$0.0032.0%9.2%15.9%6.2%0.0%24.2%-11.0%0000.00163.61N/AN/A0005
2023-02-21$69.25$0.0035.4%10.1%16.7%8.4%0.0%0.4%-12.3%0000.00163.48N/AN/A0000
2023-02-22$68.79$0.0036.3%10.4%16.9%9.0%0.0%0.4%-13.5%0000.00164.11N/AN/A0000
2023-02-23$69.59$0.0036.6%10.5%17.4%9.2%0.0%0.4%-14.2%0000.00164.45N/AN/A0000
2023-02-24$68.64$0.0038.0%10.9%17.6%10.1%0.0%0.5%-15.1%0000.00164.80N/AN/A0000
2023-02-27$69.03$0.0041.0%11.7%17.4%12.0%0.0%0.5%-16.8%0000.00166.18N/AN/A0000
2023-02-28$68.92$0.0042.2%12.1%16.7%12.8%0.0%0.5%-18.0%0000.00166.61N/AN/A0000