SUSL Options History — June 2023 In June 2023, SUSL traded between $73.48 and $77.48. ATM implied volatility averaged 42.1%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 28.6% (HV 20d: 13.5%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2023-06-14 : Largest IV drop — 71.5% change2023-06-13 : Highest IV Rank — 43.5%2023-06-02 : Largest Expected Move — 12.3%Monthly Statistics Metric Avg Min Max Open Close Price $75.69 $73.48 $77.48 $73.48 $77.48 ATM IV 42.1% 25.8% 90.9% 42.3% 33.8% Expected Move 8.4% 6.8% 12.3% 12.1% 9.7% HV 20d 13.5% 12.5% 14.8% 13.7% 13.2% HV 60d 13.4% 12.8% 15.1% 14.7% 12.9% IV Rank 12.4% 2.1% 43.5% 12.5% 7.1% IV Percentile 48.3% 4.4% 97.2% 68.7% 39.7% Term Structure -10.6% -19.6% -6.6% -19.2% -11.6% Skew 25d 9.5% -10.4% 24.1% 15.2% 13.1% Skew 10d 15.1% -17.1% 34.2% 30.2% 24.3% Call IV 25d 30.7% 16.6% 44.5% 44.5% 34.6% Put IV 25d 40.2% 16.2% 59.9% 59.7% 47.7% Bid-Ask Spread % 174.43 156.72 183.48 156.72 168.12 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 (21 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 2023-06-01 $73.48 $0.00 42.3% 12.1% 13.7% 12.5% 0.0% 15.2% -19.2% 0 0 0 0.00 156.72 N/A N/A 0 0 0 0 2023-06-02 $74.77 $0.00 43.0% 12.3% 14.2% 13.0% 0.0% 19.8% -19.6% 0 0 0 0.00 156.72 N/A N/A 0 0 0 0 2023-06-05 $74.70 $0.00 48.3% 6.8% 13.0% 16.4% 0.0% 7.5% -8.8% 0 0 0 0.00 181.78 N/A N/A 0 0 0 0 2023-06-06 $74.77 $0.00 50.6% 6.9% 13.0% 17.8% 0.0% 7.6% -8.9% 0 0 0 0.00 182.43 N/A N/A 0 0 0 0 2023-06-07 $74.00 $0.00 54.0% 7.0% 13.6% 20.0% 0.0% 6.6% -7.2% 0 0 0 0.00 183.48 N/A N/A 0 0 0 0 2023-06-08 $74.47 $0.00 56.9% 7.0% 13.5% 21.9% 0.0% 7.5% -7.0% 0 0 0 0.00 182.43 N/A N/A 0 0 0 0 2023-06-09 $74.68 $0.00 60.4% 7.1% 13.4% 24.1% 0.0% -10.4% -9.4% 0 0 0 0.00 181.78 N/A N/A 0 0 0 0 2023-06-12 $75.27 $0.00 79.6% 7.3% 13.5% 36.3% 0.0% 9.6% -7.9% 0 0 0 0.00 176.79 N/A N/A 0 0 0 0 2023-06-13 $75.92 $0.00 90.9% 7.2% 13.6% 43.5% 0.0% 2.3% -15.1% 0 0 0 0.00 169.24 N/A N/A 0 0 0 0 2023-06-14 $76.11 $0.00 25.9% 7.4% 13.5% 2.1% 0.0% 9.4% -10.1% 0 0 0 0.00 173.16 N/A N/A 0 0 0 0 2023-06-15 $77.39 $0.00 25.8% 7.4% 14.1% 2.1% 0.0% 12.8% -6.6% 0 0 0 0.00 163.06 N/A N/A 0 0 0 0 2023-06-16 $77.16 $0.00 26.2% 7.5% 14.1% 2.3% 0.0% 9.7% -6.9% 0 0 0 0.00 168.74 N/A N/A 0 0 0 0 2023-06-20 $76.77 $0.00 28.0% 8.0% 14.3% 3.4% 0.0% 12.3% -8.3% 0 0 0 0.00 172.42 N/A N/A 0 0 0 0 2023-06-21 $76.16 $0.00 28.7% 8.2% 14.8% 3.9% 0.0% 10.4% -8.3% 0 0 0 0.00 175.68 N/A N/A 0 0 0 0 2023-06-22 $76.35 $0.00 29.1% 8.4% 13.9% 4.2% 0.0% 8.4% -8.5% 0 0 0 0.00 176.15 N/A N/A 0 0 0 0 2023-06-23 $75.86 $0.00 29.8% 8.5% 13.3% 4.6% 0.0% 6.9% -9.3% 0 0 0 0.00 179.85 N/A N/A 0 0 0 0 2023-06-26 $75.36 $0.00 31.4% 9.0% 12.5% 5.6% 0.0% 24.1% -16.5% 0 0 0 0.00 181.72 N/A N/A 0 0 0 0 2023-06-27 $76.28 $0.00 32.1% 9.2% 12.6% 6.1% 0.0% 8.8% -10.5% 0 0 0 0.00 177.14 N/A N/A 0 0 0 0 2023-06-28 $76.09 $0.00 32.8% 9.4% 12.7% 6.5% 0.0% 8.4% -11.1% 0 0 0 0.00 178.99 N/A N/A 0 0 0 0 2023-06-29 $76.35 $0.00 33.5% 9.6% 12.5% 6.9% 0.0% 9.4% -11.3% 0 0 0 0.00 176.72 N/A N/A 0 0 0 0 2023-06-30 $77.48 $0.00 33.8% 9.7% 13.2% 7.1% 0.0% 13.1% -11.6% 0 0 0 0.00 168.12 N/A N/A 0 0 0 0
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