SUSL Options History — July 2023 In July 2023, SUSL traded between $76.62 and $79.96. ATM implied volatility averaged 32.9%, placing in the 6.6% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 21.3% (HV 20d: 11.7%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-07-12 : Largest IV drop — 48.6% change2023-07-11 : Highest IV Rank — 16.9%2023-07-05 : Largest Expected Move — 11.0%Monthly Statistics Metric Avg Min Max Open Close Price $78.64 $76.62 $79.96 $77.50 $79.83 ATM IV 32.9% 25.2% 49.1% 36.3% 35.3% Expected Move 8.3% 6.8% 11.0% 10.4% 10.1% HV 20d 11.7% 10.4% 12.6% 12.0% 10.8% HV 60d 12.9% 12.4% 13.4% 12.9% 12.4% IV Rank 6.6% 1.7% 16.9% 8.8% 8.1% IV Percentile 33.8% 4.0% 81.3% 51.6% 48.0% Term Structure -9.2% -16.4% -5.7% -13.4% -13.9% Skew 25d 10.1% 6.0% 18.7% 14.0% 11.1% Skew 10d 14.6% 6.0% 27.8% 26.1% 17.8% Call IV 25d 30.1% 10.8% 39.6% 37.3% 38.4% Put IV 25d 40.1% 29.5% 54.6% 51.2% 49.5% Bid-Ask Spread % 180.00 167.39 190.95 168.74 179.29 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 (20 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 2023-07-03 $77.50 $0.00 36.3% 10.4% 12.0% 8.8% 0.0% 14.0% -13.4% 0 0 0 0.00 168.74 N/A N/A 0 0 0 0 2023-07-05 $77.53 $0.00 38.5% 11.0% 12.0% 10.1% 0.0% 15.0% -16.4% 0 0 0 0.00 167.39 N/A N/A 0 0 0 0 2023-07-06 $76.82 $0.00 40.2% 6.8% 12.6% 11.2% 0.0% 6.3% -5.7% 0 0 0 0.00 189.17 N/A N/A 0 0 0 0 2023-07-07 $76.75 $0.00 41.6% 6.9% 11.8% 12.1% 0.0% 6.0% -5.9% 0 0 0 0.00 190.95 N/A N/A 0 0 0 0 2023-07-10 $76.62 $0.00 47.0% 7.2% 11.8% 15.5% 0.0% 18.7% -6.5% 0 0 0 0.00 185.24 N/A N/A 0 0 0 0 2023-07-11 $77.17 $0.00 49.1% 7.2% 12.0% 16.9% 0.0% 8.1% -6.3% 0 0 0 0.00 189.17 N/A N/A 0 0 0 0 2023-07-12 $77.94 $0.00 25.2% 7.2% 12.1% 1.7% 0.0% 11.0% -6.6% 0 0 0 0.00 182.06 N/A N/A 0 0 0 0 2023-07-13 $78.90 $0.00 25.3% 7.2% 12.5% 1.7% 0.0% 11.0% -6.7% 0 0 0 0.00 178.74 N/A N/A 0 0 0 0 2023-07-14 $78.81 $0.00 25.6% 7.4% 12.5% 2.0% 0.0% 8.4% -7.0% 0 0 0 0.00 181.78 N/A N/A 0 0 0 0 2023-07-17 $79.11 $0.00 26.8% 7.7% 11.2% 2.7% 0.0% 9.6% -7.5% 0 0 0 0.00 178.60 N/A N/A 0 0 0 0 2023-07-18 $79.94 $0.00 26.9% 7.7% 11.6% 2.8% 0.0% 11.8% -7.8% 0 0 0 0.00 172.99 N/A N/A 0 0 0 0 2023-07-19 $79.91 $0.00 27.3% 7.8% 11.3% 3.0% 0.0% 9.2% -8.1% 0 0 0 0.00 176.76 N/A N/A 0 0 0 0 2023-07-20 $79.01 $0.00 28.1% 8.1% 11.8% 3.6% 0.0% 7.1% -8.5% 0 0 0 0.00 180.99 N/A N/A 0 0 0 0 2023-07-21 $79.09 $0.00 28.6% 8.2% 11.8% 3.9% 0.0% 7.4% -8.7% 0 0 0 0.00 181.97 N/A N/A 0 0 0 0 2023-07-24 $79.43 $0.00 30.2% 8.6% 11.4% 4.8% 0.0% 8.7% -9.5% 0 0 0 0.00 179.69 N/A N/A 0 0 0 0 2023-07-25 $79.79 $0.00 30.6% 8.8% 10.9% 5.1% 0.0% 9.9% -10.4% 0 0 0 0.00 176.36 N/A N/A 0 0 0 0 2023-07-26 $79.69 $0.00 31.3% 9.0% 10.4% 5.5% 0.0% 9.6% -11.0% 0 0 0 0.00 179.69 N/A N/A 0 0 0 0 2023-07-27 $78.96 $0.00 32.3% 9.3% 11.1% 6.2% 0.0% 7.8% -11.4% 0 0 0 0.00 184.06 N/A N/A 0 0 0 0 2023-07-28 $79.96 $0.00 32.7% 9.4% 11.7% 6.4% 0.0% 10.9% -11.8% 0 0 0 0.00 176.36 N/A N/A 0 0 0 0 2023-07-31 $79.83 $0.00 35.3% 10.1% 10.8% 8.1% 0.0% 11.1% -13.9% 0 0 0 0.00 179.29 N/A N/A 0 0 0 0
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