SUSL Options History — August 2023 In August 2023, SUSL traded between $76.79 and $79.91. ATM implied volatility averaged 33.7%, placing in the 7.1% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 22.2% (HV 20d: 11.5%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2023-08-09 : Largest IV drop — 47.7% change2023-08-08 : Highest IV Rank — 16.2%2023-08-31 : Largest Expected Move — 11.1%Monthly Statistics Metric Avg Min Max Open Close Price $78.31 $76.79 $79.91 $79.85 $79.91 ATM IV 33.7% 25.1% 48.0% 36.3% 38.7% Expected Move 8.7% 6.6% 11.1% 10.4% 11.1% HV 20d 11.5% 10.6% 13.2% 10.8% 12.0% HV 60d 12.2% 11.7% 12.6% 12.2% 11.9% IV Rank 7.1% 1.6% 16.2% 8.8% 10.3% IV Percentile 39.2% 4.0% 81.0% 52.8% 61.5% Term Structure -11.7% -17.7% -6.6% -14.7% -17.7% Skew 25d 9.1% 2.9% 40.0% 11.5% 12.9% Skew 10d 19.3% 13.4% 44.3% 18.4% 26.7% Call IV 25d 33.7% 10.3% 44.1% 39.5% 41.9% Put IV 25d 42.8% 32.9% 54.8% 50.9% 54.8% Bid-Ask Spread % 159.48 152.47 186.98 179.69 152.47 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 2023-08-01 $79.85 $0.00 36.3% 10.4% 10.8% 8.8% 0.0% 11.5% -14.7% 0 0 0 0.00 179.69 N/A N/A 0 0 0 0 2023-08-02 $78.67 $0.00 38.0% 10.9% 12.3% 9.8% 0.0% 40.0% -16.0% 0 0 0 0.00 186.98 N/A N/A 0 0 0 0 2023-08-03 $78.58 $0.00 39.2% 6.6% 11.8% 10.6% 0.0% 5.9% -7.2% 0 0 0 0.00 154.64 N/A N/A 0 0 0 0 2023-08-04 $78.22 $0.00 40.9% 6.8% 11.9% 11.7% 0.0% 5.3% -6.7% 0 0 0 0.00 153.94 N/A N/A 0 0 0 0 2023-08-07 $78.97 $0.00 45.7% 7.0% 12.2% 14.7% 0.0% 6.8% -8.9% 0 0 0 0.00 153.28 N/A N/A 0 0 0 0 2023-08-08 $78.86 $0.00 48.0% 7.1% 12.1% 16.2% 0.0% 6.7% -6.6% 0 0 0 0.00 153.77 N/A N/A 0 0 0 0 2023-08-09 $78.41 $0.00 25.1% 7.2% 11.8% 1.6% 0.0% 5.8% -7.6% 0 0 0 0.00 156.08 N/A N/A 0 0 0 0 2023-08-10 $78.18 $0.00 25.5% 7.3% 11.0% 1.9% 0.0% 5.5% -9.6% 0 0 0 0.00 155.92 N/A N/A 0 0 0 0 2023-08-11 $78.13 $0.00 25.9% 7.4% 11.0% 2.1% 0.0% 5.4% -10.0% 0 0 0 0.00 156.82 N/A N/A 0 0 0 0 2023-08-14 $78.57 $0.00 26.9% 7.7% 11.1% 2.7% 0.0% 6.3% -13.0% 0 0 0 0.00 157.27 N/A N/A 0 0 0 0 2023-08-15 $77.88 $0.00 27.6% 7.9% 10.7% 3.2% 0.0% 5.0% -11.7% 0 0 0 0.00 158.00 N/A N/A 0 0 0 0 2023-08-16 $77.53 $0.00 28.1% 8.1% 10.8% 3.5% 0.0% 4.3% -14.0% 0 0 0 0.00 159.71 N/A N/A 0 0 0 0 2023-08-17 $76.79 $0.00 28.9% 8.3% 10.6% 4.0% 0.0% 2.9% -9.6% 0 0 0 0.00 160.42 N/A N/A 0 0 0 0 2023-08-18 $76.89 $0.00 29.4% 8.4% 10.6% 4.4% 0.0% 30.9% -9.9% 0 0 0 0.00 161.58 N/A N/A 0 0 0 0 2023-08-21 $77.52 $0.00 30.8% 8.8% 11.0% 5.2% 0.0% 4.4% -11.4% 0 0 0 0.00 161.52 N/A N/A 0 0 0 0 2023-08-22 $77.17 $0.00 31.7% 9.1% 10.8% 5.8% 0.0% 3.9% -11.3% 0 0 0 0.00 160.26 N/A N/A 0 0 0 0 2023-08-23 $78.25 $0.00 31.9% 9.2% 12.1% 6.0% 0.0% 6.3% -11.5% 0 0 0 0.00 159.30 N/A N/A 0 0 0 0 2023-08-24 $77.42 $0.00 33.0% 9.5% 12.3% 6.6% 0.0% 4.6% -12.0% 0 0 0 0.00 160.41 N/A N/A 0 0 0 0 2023-08-25 $77.89 $0.00 33.5% 9.6% 11.5% 7.0% 0.0% 5.6% -13.1% 0 0 0 0.00 159.08 N/A N/A 0 0 0 0 2023-08-28 $78.20 $0.00 36.1% 10.4% 11.7% 8.6% 0.0% 6.9% -14.8% 0 0 0 0.00 159.30 N/A N/A 0 0 0 0 2023-08-29 $79.48 $0.00 36.6% 10.5% 13.2% 8.9% 0.0% 10.9% -14.9% 0 0 0 0.00 154.21 N/A N/A 0 0 0 0 2023-08-30 $79.75 $0.00 37.5% 10.7% 12.0% 9.5% 0.0% 12.0% -16.9% 0 0 0 0.00 153.46 N/A N/A 0 0 0 0 2023-08-31 $79.91 $0.00 38.7% 11.1% 12.0% 10.3% 0.0% 12.9% -17.7% 0 0 0 0.00 152.47 N/A N/A 0 0 0 0
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