SUSL Options History — September 2023

In September 2023, SUSL traded between $74.81 and $79.87. ATM implied volatility averaged 39.7%, placing in the 10.9% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 27.7% (HV 20d: 12.0%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.

Notable Days

  • 2023-09-13: Largest IV drop — 71.4% change
  • 2023-09-12: Highest IV Rank — 41.2%
  • 2023-09-01: Largest Expected Move — 11.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$77.85$74.81$79.87$79.70$75.31
ATM IV39.7%24.9%87.3%40.1%34.7%
Expected Move8.1%6.4%11.5%11.5%10.0%
HV 20d12.0%11.1%13.1%11.9%11.5%
HV 60d11.7%11.3%12.1%11.7%11.9%
IV Rank10.9%1.5%41.2%11.1%7.7%
IV Percentile46.1%4.0%96.8%65.5%49.2%
Term Structure-9.5%-19.2%-6.8%-19.2%-12.1%
Skew 25d10.9%-12.2%26.6%12.7%-7.8%
Skew 10d11.2%-14.6%27.2%27.2%-9.5%
Call IV 25d23.8%7.7%48.0%44.2%48.0%
Put IV 25d34.7%30.5%56.9%56.9%40.2%
Bid-Ask Spread %186.83151.62197.22151.62181.97
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-09-01$79.70$0.0040.1%11.5%11.9%11.1%0.0%12.7%-19.2%0000.00151.62N/AN/A0000
2023-09-05$79.63$0.0047.4%6.4%11.5%15.8%0.0%6.6%-8.5%0000.00188.99N/AN/A0000
2023-09-06$79.03$0.0050.5%6.6%11.8%17.8%0.0%22.8%-6.9%0000.00192.46N/AN/A0000
2023-09-07$79.03$0.0053.6%6.6%11.6%19.7%0.0%23.0%-7.1%0000.00192.46N/AN/A0000
2023-09-08$79.00$0.0057.3%6.7%11.6%22.1%0.0%23.3%-8.9%0000.00192.46N/AN/A0000
2023-09-11$79.64$0.0074.9%6.9%11.9%33.3%0.0%6.8%-9.7%0000.00188.99N/AN/A0000
2023-09-12$79.13$0.0087.3%7.1%12.0%41.2%0.0%24.9%-8.1%0000.00192.46N/AN/A0000
2023-09-13$79.17$0.0024.9%7.2%11.5%1.5%0.0%25.6%-9.9%0000.00192.46N/AN/A0000
2023-09-14$79.87$0.0025.0%7.2%11.7%1.6%0.0%7.9%-6.8%0000.00188.99N/AN/A0000
2023-09-15$78.70$0.0025.7%7.4%12.4%2.0%0.0%25.5%-7.2%0000.00197.22N/AN/A0000
2023-09-18$78.56$0.0026.9%7.7%12.5%2.8%0.0%26.3%-8.1%0000.00194.44N/AN/A0000
2023-09-19$78.47$0.0027.5%7.9%12.2%3.2%0.0%26.6%-7.8%0000.00194.44N/AN/A0000
2023-09-20$77.76$0.0028.1%8.1%12.6%3.6%0.0%24.8%-8.6%0000.00197.22N/AN/A0000
2023-09-21$76.53$0.0029.0%8.3%12.8%4.1%0.0%19.6%-9.3%0000.00185.05N/AN/A0000
2023-09-22$76.21$0.0029.8%8.5%12.3%4.6%0.0%-10.3%-7.2%0000.00182.64N/AN/A0000
2023-09-25$76.11$0.0031.6%9.1%12.1%5.7%0.0%-11.5%-10.4%0000.00182.64N/AN/A0000
2023-09-26$74.86$0.0032.6%9.4%13.1%6.4%0.0%-12.2%-11.0%0000.00176.79N/AN/A0000
2023-09-27$74.81$0.0033.3%9.6%11.1%6.9%0.0%-9.2%-11.6%0000.00179.29N/AN/A0000
2023-09-28$75.42$0.0033.9%9.7%11.6%7.2%0.0%-7.1%-11.4%0000.00184.06N/AN/A0000
2023-09-29$75.31$0.0034.7%10.0%11.5%7.7%0.0%-7.8%-12.1%0000.00181.97N/AN/A0000