SUSL Options History — October 2023 In October 2023, SUSL traded between $71.99 and $77.29. ATM implied volatility averaged 34.9%, placing in the 7.8% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 20.1% (HV 20d: 14.8%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2023-10-11 : Largest IV drop — 48.3% change2023-10-10 : Highest IV Rank — 17.0%2023-10-04 : Largest Expected Move — 11.4%Monthly Statistics Metric Avg Min Max Open Close Price $75.09 $71.99 $77.29 $75.30 $73.38 ATM IV 34.9% 25.5% 49.2% 37.5% 39.6% Expected Move 8.9% 6.9% 11.4% 10.8% 11.3% HV 20d 14.8% 11.5% 17.4% 11.5% 16.7% HV 60d 12.8% 11.9% 13.9% 11.9% 13.7% IV Rank 7.8% 1.8% 17.0% 9.5% 10.8% IV Percentile 46.6% 6.0% 84.5% 61.5% 67.5% Term Structure -9.9% -16.1% -4.2% -14.1% -15.1% Skew 25d 5.8% -14.9% 30.0% -8.6% -9.0% Skew 10d 5.3% -22.5% 30.4% -10.5% -15.8% Call IV 25d 32.0% 8.8% 54.9% 51.8% 54.9% Put IV 25d 37.9% 30.6% 49.3% 43.3% 45.9% Bid-Ask Spread % 177.33 162.37 184.26 181.97 174.22 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 2023-10-02 $75.30 $0.00 37.5% 10.8% 11.5% 9.5% 0.0% -8.6% -14.1% 0 0 0 0.00 181.97 N/A N/A 0 0 0 0 2023-10-03 $74.21 $0.00 39.2% 11.2% 12.2% 10.6% 0.0% -13.5% -12.8% 0 0 0 0.00 173.43 N/A N/A 0 0 0 0 2023-10-04 $75.16 $0.00 39.9% 11.4% 13.4% 11.0% 0.0% 30.0% -16.1% 0 0 0 0.00 181.94 N/A N/A 0 0 0 0 2023-10-05 $75.12 $0.00 41.2% 7.0% 13.4% 11.9% 0.0% -3.2% -5.7% 0 0 0 0.00 176.92 N/A N/A 0 0 0 0 2023-10-06 $76.18 $0.00 42.0% 6.9% 14.6% 12.4% 0.0% 23.6% -5.7% 0 0 0 0.00 178.56 N/A N/A 0 0 0 0 2023-10-09 $76.28 $0.00 47.4% 7.2% 14.2% 15.8% 0.0% 0.6% -4.2% 0 0 0 0.00 182.69 N/A N/A 0 0 0 0 2023-10-10 $76.89 $0.00 49.2% 7.2% 14.5% 17.0% 0.0% 25.9% -6.5% 0 0 0 0.00 182.41 N/A N/A 0 0 0 0 2023-10-11 $77.29 $0.00 25.5% 7.3% 14.7% 1.8% 0.0% 26.3% -6.4% 0 0 0 0.00 183.03 N/A N/A 0 0 0 0 2023-10-12 $76.74 $0.00 25.9% 7.4% 14.4% 2.1% 0.0% 26.7% -7.0% 0 0 0 0.00 184.02 N/A N/A 0 0 0 0 2023-10-13 $76.08 $0.00 26.6% 7.6% 13.8% 2.6% 0.0% 25.9% -7.1% 0 0 0 0.00 179.73 N/A N/A 0 0 0 0 2023-10-16 $77.20 $0.00 27.4% 7.9% 15.0% 3.1% 0.0% 28.5% -7.6% 0 0 0 0.00 179.76 N/A N/A 0 0 0 0 2023-10-17 $76.97 $0.00 27.9% 8.0% 15.0% 3.4% 0.0% 28.9% -8.1% 0 0 0 0.00 184.26 N/A N/A 0 0 0 0 2023-10-18 $75.75 $0.00 28.8% 8.3% 15.7% 4.0% 0.0% 19.6% -8.7% 0 0 0 0.00 181.09 N/A N/A 0 0 0 0 2023-10-19 $74.92 $0.00 29.6% 8.5% 15.1% 4.5% 0.0% -4.3% -9.0% 0 0 0 0.00 181.09 N/A N/A 0 0 0 0 2023-10-20 $74.18 $0.00 30.5% 8.7% 15.4% 5.1% 0.0% -7.2% -9.2% 0 0 0 0.00 176.10 N/A N/A 0 0 0 0 2023-10-23 $74.25 $0.00 32.3% 9.2% 15.4% 6.2% 0.0% -7.6% -10.3% 0 0 0 0.00 174.80 N/A N/A 0 0 0 0 2023-10-24 $74.81 $0.00 32.6% 9.3% 14.6% 6.4% 0.0% -5.5% -11.1% 0 0 0 0.00 177.60 N/A N/A 0 0 0 0 2023-10-25 $73.62 $0.00 33.8% 9.7% 15.7% 7.1% 0.0% -10.3% -11.9% 0 0 0 0.00 171.58 N/A N/A 0 0 0 0 2023-10-26 $72.58 $0.00 35.0% 10.0% 16.0% 7.9% 0.0% -14.9% -12.7% 0 0 0 0.00 162.37 N/A N/A 0 0 0 0 2023-10-27 $71.99 $0.00 36.3% 10.4% 16.2% 8.7% 0.0% -13.7% -13.0% 0 0 0 0.00 163.22 N/A N/A 0 0 0 0 2023-10-30 $73.13 $0.00 38.6% 11.1% 17.4% 10.2% 0.0% -9.9% -14.7% 0 0 0 0.00 170.45 N/A N/A 0 0 0 0 2023-10-31 $73.38 $0.00 39.6% 11.3% 16.7% 10.8% 0.0% -9.0% -15.1% 0 0 0 0.00 174.22 N/A N/A 0 0 0 0
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