SUSL Options History — April 2023 In April 2023, SUSL traded between $69.96 and $71.91. ATM implied volatility averaged 36.0%, placing in the 8.5% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 22.3% (HV 20d: 13.7%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2023-04-12 : Largest IV drop — 47.8% change2023-04-11 : Highest IV Rank — 19.5%2023-04-05 : Largest Expected Move — 12.1%Monthly Statistics Metric Avg Min Max Open Close Price $71.16 $69.96 $71.91 $71.36 $71.91 ATM IV 36.0% 27.8% 53.2% 39.6% 36.3% Expected Move 9.3% 7.4% 12.1% 11.4% 10.4% HV 20d 13.7% 10.5% 18.7% 18.7% 12.6% HV 60d 16.0% 15.4% 16.9% 16.9% 15.4% IV Rank 8.5% 3.3% 19.5% 10.9% 8.8% IV Percentile 42.6% 10.3% 84.5% 61.1% 51.2% Term Structure -9.8% -17.7% -5.4% -14.7% -12.5% Skew 25d 12.9% 8.1% 36.4% 10.8% 11.8% Skew 10d 17.8% -18.7% 41.2% 16.6% 22.3% Call IV 25d 32.6% 12.5% 50.1% 44.7% 39.3% Put IV 25d 45.5% 36.3% 59.3% 55.5% 51.1% Bid-Ask Spread % 175.30 166.64 186.98 181.97 172.71 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 (19 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 2023-04-03 $71.36 $0.00 39.6% 11.4% 18.7% 10.9% 0.0% 10.8% -14.7% 0 0 0 0.00 181.97 N/A N/A 0 0 0 0 2023-04-04 $70.73 $0.00 41.0% 11.8% 18.1% 11.7% 0.0% 8.9% -16.6% 0 0 0 0.00 186.98 N/A N/A 0 0 0 0 2023-04-05 $70.71 $0.00 42.3% 12.1% 18.2% 12.5% 0.0% 9.1% -17.7% 0 0 0 0.00 186.98 N/A N/A 0 0 0 0 2023-04-06 $71.07 $0.00 43.5% 7.4% 16.6% 13.4% 0.0% 9.4% -5.4% 0 0 0 0.00 170.51 N/A N/A 0 0 0 0 2023-04-10 $71.06 $0.00 50.9% 7.7% 14.6% 18.0% 0.0% 9.7% -6.1% 0 0 0 0.00 172.00 N/A N/A 0 0 0 0 2023-04-11 $71.23 $0.00 53.2% 7.8% 14.6% 19.5% 0.0% 10.2% -6.2% 0 0 0 0.00 170.16 N/A N/A 0 0 0 0 2023-04-12 $70.89 $0.00 27.8% 8.0% 14.6% 3.3% 0.0% 9.5% -6.6% 0 0 0 0.00 173.16 N/A N/A 0 0 0 0 2023-04-13 $71.75 $0.00 27.8% 8.0% 14.9% 3.3% 0.0% 11.7% -6.8% 0 0 0 0.00 166.64 N/A N/A 0 0 0 0 2023-04-14 $71.50 $0.00 28.3% 8.1% 12.9% 3.7% 0.0% 11.2% -6.6% 0 0 0 0.00 170.16 N/A N/A 0 0 0 0 2023-04-17 $71.58 $0.00 29.5% 8.5% 12.2% 4.4% 0.0% 11.8% -8.0% 0 0 0 0.00 170.16 N/A N/A 0 0 0 0 2023-04-18 $71.69 $0.00 29.9% 8.6% 12.1% 4.7% 0.0% 12.2% -8.2% 0 0 0 0.00 169.30 N/A N/A 0 0 0 0 2023-04-19 $71.58 $0.00 30.4% 8.7% 11.1% 5.0% 0.0% 12.1% -8.6% 0 0 0 0.00 170.16 N/A N/A 0 0 0 0 2023-04-20 $71.03 $0.00 31.3% 9.0% 11.0% 5.6% 0.0% 8.1% -8.7% 0 0 0 0.00 177.14 N/A N/A 0 0 0 0 2023-04-21 $71.19 $0.00 31.8% 9.1% 10.5% 5.9% 0.0% 8.1% -9.1% 0 0 0 0.00 176.15 N/A N/A 0 0 0 0 2023-04-24 $71.23 $0.00 33.7% 9.7% 10.5% 7.1% 0.0% 8.9% -10.3% 0 0 0 0.00 177.14 N/A N/A 0 0 0 0 2023-04-25 $70.19 $0.00 34.9% 10.0% 12.0% 7.8% 0.0% 35.6% -10.9% 0 0 0 0.00 181.13 N/A N/A 0 0 0 0 2023-04-26 $69.96 $0.00 35.7% 10.2% 11.8% 8.4% 0.0% 36.4% -11.6% 0 0 0 0.00 182.12 N/A N/A 0 0 0 0 2023-04-27 $71.33 $0.00 35.9% 10.3% 12.4% 8.5% 0.0% 9.8% -11.6% 0 0 0 0.00 176.15 N/A N/A 0 0 0 0 2023-04-28 $71.91 $0.00 36.3% 10.4% 12.6% 8.8% 0.0% 11.8% -12.5% 0 0 0 0.00 172.71 N/A N/A 0 0 0 0
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