SUSL Options History — May 2023 In May 2023, SUSL traded between $70.36 and $73.50. ATM implied volatility averaged 36.5%, placing in the 8.9% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 22.8% (HV 20d: 13.7%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2023-05-10 : Largest IV drop — 48.3% change2023-05-09 : Highest IV Rank — 19.5%2023-05-03 : Largest Expected Move — 12.1%Monthly Statistics Metric Avg Min Max Open Close Price $72.07 $70.36 $73.50 $72.09 $73.06 ATM IV 36.5% 27.5% 53.1% 39.2% 41.1% Expected Move 9.3% 7.4% 12.1% 11.2% 11.8% HV 20d 13.7% 11.7% 14.4% 11.7% 13.7% HV 60d 15.1% 14.3% 15.5% 15.3% 15.0% IV Rank 8.9% 3.1% 19.5% 10.6% 11.8% IV Percentile 44.8% 7.9% 85.7% 59.9% 66.3% Term Structure -12.7% -18.9% -5.9% -14.4% -18.9% Skew 25d 11.2% 5.6% 18.2% 13.3% 13.3% Skew 10d 22.7% 15.6% 32.7% 25.2% 27.8% Call IV 25d 35.1% 28.6% 49.1% 41.8% 44.8% Put IV 25d 46.3% 36.9% 59.3% 55.1% 58.1% Bid-Ask Spread % 161.61 151.66 177.14 171.58 160.00 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 (22 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 2023-05-01 $72.09 $0.00 39.2% 11.2% 11.7% 10.6% 0.0% 13.3% -14.4% 0 0 0 0.00 171.58 N/A N/A 0 0 0 0 2023-05-02 $71.19 $0.00 40.8% 11.7% 12.6% 11.6% 0.0% 10.6% -15.3% 0 0 0 0.00 177.14 N/A N/A 0 0 0 0 2023-05-03 $70.97 $0.00 42.2% 12.1% 12.2% 12.5% 0.0% 10.2% -16.6% 0 0 0 0.00 177.14 N/A N/A 0 0 0 0 2023-05-04 $70.36 $0.00 44.0% 7.5% 12.6% 13.7% 0.0% 5.6% -5.9% 0 0 0 0.00 165.00 N/A N/A 0 0 0 0 2023-05-05 $71.65 $0.00 44.5% 7.4% 14.1% 14.0% 0.0% 8.3% -8.1% 0 0 0 0.00 159.50 N/A N/A 0 0 0 0 2023-05-08 $71.68 $0.00 50.2% 7.7% 14.1% 17.6% 0.0% 8.5% -9.0% 0 0 0 0.00 161.15 N/A N/A 0 0 0 0 2023-05-09 $71.37 $0.00 53.1% 7.8% 14.2% 19.5% 0.0% 8.0% -7.1% 0 0 0 0.00 162.22 N/A N/A 0 0 0 0 2023-05-10 $71.89 $0.00 27.5% 7.9% 14.3% 3.1% 0.0% 9.3% -9.9% 0 0 0 0.00 159.03 N/A N/A 0 0 0 0 2023-05-11 $71.59 $0.00 27.9% 8.0% 13.7% 3.4% 0.0% 8.6% -13.2% 0 0 0 0.00 162.11 N/A N/A 0 0 0 0 2023-05-12 $71.56 $0.00 28.3% 8.1% 13.7% 3.6% 0.0% 8.6% -12.3% 0 0 0 0.00 162.11 N/A N/A 0 0 0 0 2023-05-15 $71.75 $0.00 29.5% 8.5% 13.7% 4.4% 0.0% 9.4% -14.5% 0 0 0 0.00 161.53 N/A N/A 0 0 0 0 2023-05-16 $71.58 $0.00 30.0% 8.6% 13.7% 4.8% 0.0% 9.2% -15.2% 0 0 0 0.00 162.11 N/A N/A 0 0 0 0 2023-05-17 $72.31 $0.00 30.4% 8.7% 14.2% 5.0% 0.0% 11.2% -13.1% 0 0 0 0.00 158.18 N/A N/A 0 0 0 0 2023-05-18 $73.02 $0.00 30.6% 8.8% 14.2% 5.1% 0.0% 13.3% -10.6% 0 0 0 0.00 154.45 N/A N/A 0 0 0 0 2023-05-19 $72.94 $0.00 31.1% 8.9% 14.2% 5.5% 0.0% 13.4% -11.1% 0 0 0 0.00 155.09 N/A N/A 0 0 0 0 2023-05-22 $73.11 $0.00 32.9% 9.4% 14.2% 6.6% 0.0% 14.6% -12.2% 0 0 0 0.00 154.01 N/A N/A 0 0 0 0 2023-05-23 $72.28 $0.00 34.0% 9.7% 13.7% 7.3% 0.0% 12.3% -12.7% 0 0 0 0.00 158.46 N/A N/A 0 0 0 0 2023-05-24 $71.44 $0.00 35.1% 10.1% 14.4% 8.0% 0.0% 9.9% -13.2% 0 0 0 0.00 164.53 N/A N/A 0 0 0 0 2023-05-25 $72.73 $0.00 35.1% 10.1% 14.2% 8.0% 0.0% 13.4% -14.4% 0 0 0 0.00 164.53 N/A N/A 0 0 0 0 2023-05-26 $73.50 $0.00 35.7% 10.2% 14.4% 8.4% 0.0% 17.1% -13.9% 0 0 0 0.00 151.66 N/A N/A 0 0 0 0 2023-05-30 $73.42 $0.00 39.7% 11.4% 14.4% 10.9% 0.0% 18.2% -17.1% 0 0 0 0.00 153.79 N/A N/A 0 0 0 0 2023-05-31 $73.06 $0.00 41.1% 11.8% 13.7% 11.8% 0.0% 13.3% -18.9% 0 0 0 0.00 160.00 N/A N/A 0 0 0 0
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