SUSL Options History — March 2023 In March 2023, SUSL traded between $66.56 and $71.14. ATM implied volatility averaged 52.1%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 34.9% (HV 20d: 17.2%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2023-03-13 : Largest IV spike — 164.6% change2023-03-13 : Highest IV Rank — 100.0%2023-03-20 : Largest Expected Move — 17.8%Monthly Statistics Metric Avg Min Max Open Close Price $68.85 $66.56 $71.14 $68.64 $71.14 ATM IV 52.1% 29.1% 179.7% 43.5% 36.8% Expected Move 10.5% 7.3% 17.8% 12.5% 10.5% HV 20d 17.2% 14.6% 18.9% 16.3% 18.7% HV 60d 17.1% 16.5% 17.6% 16.9% 17.0% IV Rank 19.0% 4.1% 100.0% 13.7% 9.0% IV Percentile 63.4% 16.7% 100.0% 73.4% 52.0% Term Structure -12.0% -21.7% -4.6% -19.7% -12.9% Skew 25d 21.1% -11.7% 45.6% 0.6% 9.5% Skew 10d 25.4% 2.8% 45.6% 9.8% 14.1% Call IV 25d 25.1% 10.7% 64.1% 61.3% 42.1% Put IV 25d 46.2% 26.9% 71.6% 61.9% 51.6% Bid-Ask Spread % 183.33 165.40 200.00 165.67 181.97 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 (23 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 2023-03-01 $68.64 $0.00 43.5% 12.5% 16.3% 13.7% 0.0% 0.6% -19.7% 0 0 0 0.00 165.67 N/A N/A 0 0 0 0 2023-03-02 $69.22 $0.00 44.8% 12.8% 14.6% 14.5% 0.0% 0.6% -19.6% 0 0 0 0.00 165.43 N/A N/A 0 0 0 0 2023-03-03 $70.11 $0.00 45.8% 13.1% 15.2% 15.2% 0.0% 0.6% -20.9% 0 0 0 0.00 165.40 N/A N/A 0 0 0 0 2023-03-06 $70.16 $0.00 51.6% 7.3% 14.9% 19.0% 0.0% 2.8% -6.8% 0 0 0 0.00 188.18 N/A N/A 0 0 0 0 2023-03-07 $69.10 $0.00 55.0% 7.4% 15.7% 21.2% 0.0% 21.2% -7.1% 0 0 0 0.00 188.18 N/A N/A 0 0 0 0 2023-03-08 $69.14 $0.00 57.9% 7.5% 14.7% 23.1% 0.0% 21.6% -7.3% 0 0 0 0.00 188.18 N/A N/A 0 0 0 0 2023-03-09 $67.86 $0.00 62.5% 7.7% 15.6% 26.1% 0.0% 9.6% -6.7% 0 0 0 0.00 179.40 N/A N/A 0 0 0 0 2023-03-10 $66.56 $0.00 67.9% 8.0% 16.5% 29.6% 0.0% -11.7% -6.8% 0 0 0 0.00 166.84 N/A N/A 0 0 0 0 2023-03-13 $66.83 $0.00 179.7% 16.6% 16.7% 100.0% 0.0% 35.8% -21.2% 0 0 0 0.00 195.98 N/A N/A 0 0 0 0 2023-03-14 $67.47 $0.00 102.6% 8.3% 16.4% 50.9% 0.0% -0.1% -4.6% 0 0 0 0.00 178.08 N/A N/A 0 0 0 0 2023-03-15 $67.31 $0.00 59.1% 17.0% 16.2% 23.3% 0.0% 38.8% -21.7% 0 0 0 0.00 197.92 N/A N/A 0 0 0 0 2023-03-16 $68.93 $0.00 29.1% 8.3% 18.9% 4.1% 0.0% 25.5% -7.8% 0 0 0 0.00 182.02 N/A N/A 0 0 0 0 2023-03-17 $68.27 $0.00 29.8% 8.5% 18.8% 4.6% 0.0% 22.1% -5.6% 0 0 0 0.00 181.92 N/A N/A 0 0 0 0 2023-03-20 $68.64 $0.00 62.0% 17.8% 18.9% 25.1% 0.0% 45.6% -17.5% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2023-03-21 $69.72 $0.00 30.9% 8.9% 18.7% 5.3% 0.0% 31.2% -11.4% 0 0 0 0.00 186.09 N/A N/A 0 0 0 0 2023-03-22 $69.15 $0.00 31.8% 9.1% 18.8% 5.9% 0.0% 29.5% -9.3% 0 0 0 0.00 186.46 N/A N/A 0 0 0 0 2023-03-23 $68.64 $0.00 32.3% 9.3% 18.5% 6.2% 0.0% 28.4% -9.9% 0 0 0 0.00 183.13 N/A N/A 0 0 0 0 2023-03-24 $68.90 $0.00 32.9% 9.4% 17.9% 6.5% 0.0% 30.8% -10.1% 0 0 0 0.00 186.46 N/A N/A 0 0 0 0 2023-03-27 $69.11 $0.00 34.7% 9.9% 17.8% 7.7% 0.0% 34.0% -11.2% 0 0 0 0.00 186.46 N/A N/A 0 0 0 0 2023-03-28 $68.70 $0.00 35.5% 10.2% 18.0% 8.2% 0.0% 33.6% -12.2% 0 0 0 0.00 187.30 N/A N/A 0 0 0 0 2023-03-29 $69.83 $0.00 35.7% 10.2% 18.8% 8.4% 0.0% 37.8% -12.4% 0 0 0 0.00 188.79 N/A N/A 0 0 0 0 2023-03-30 $70.19 $0.00 36.4% 10.4% 18.7% 8.8% 0.0% 37.5% -12.5% 0 0 0 0.00 186.71 N/A N/A 0 0 0 0 2023-03-31 $71.14 $0.00 36.8% 10.5% 18.7% 9.0% 0.0% 9.5% -12.9% 0 0 0 0.00 181.97 N/A N/A 0 0 0 0
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