SUSL Options History — November 2023 In November 2023, SUSL traded between $74.31 and $80.81. ATM implied volatility averaged 33.5%, placing in the 6.8% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 17.0% (HV 20d: 16.5%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2023-11-08 : Largest IV drop — 48.1% change2023-11-07 : Highest IV Rank — 16.9%2023-11-01 : Largest Expected Move — 11.5%Monthly Statistics Metric Avg Min Max Open Close Price $78.73 $74.31 $80.81 $74.31 $80.81 ATM IV 33.5% 25.5% 49.1% 40.3% 38.2% Expected Move 8.5% 6.9% 11.5% 11.5% 11.0% HV 20d 16.5% 12.5% 19.2% 16.7% 12.5% HV 60d 14.9% 14.0% 15.5% 14.0% 14.8% IV Rank 6.8% 1.8% 16.9% 11.3% 9.1% IV Percentile 42.7% 6.3% 84.9% 69.8% 67.5% Term Structure -11.9% -17.4% -7.4% -16.0% -17.4% Skew 25d 12.9% -0.4% 27.7% -0.4% 12.4% Skew 10d 22.3% -10.0% 36.8% -10.0% 26.0% Call IV 25d 28.7% 8.1% 50.8% 50.8% 41.7% Put IV 25d 41.6% 33.6% 54.1% 50.4% 54.1% Bid-Ask Spread % 162.30 153.91 179.42 179.42 157.20 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 2023-11-01 $74.31 $0.00 40.3% 11.5% 16.7% 11.3% 0.0% -0.4% -16.0% 0 0 0 0.00 179.42 N/A N/A 0 0 0 0 2023-11-02 $75.72 $0.00 40.7% 6.9% 18.1% 11.5% 0.0% 0.7% -7.4% 0 0 0 0.00 168.54 N/A N/A 0 0 0 0 2023-11-03 $76.71 $0.00 41.6% 6.9% 18.0% 12.1% 0.0% 25.6% -7.5% 0 0 0 0.00 167.42 N/A N/A 0 0 0 0 2023-11-06 $76.68 $0.00 47.0% 7.1% 18.0% 15.5% 0.0% 26.5% -10.7% 0 0 0 0.00 168.14 N/A N/A 0 0 0 0 2023-11-07 $77.19 $0.00 49.1% 7.2% 17.9% 16.9% 0.0% 26.9% -9.0% 0 0 0 0.00 167.83 N/A N/A 0 0 0 0 2023-11-08 $77.31 $0.00 25.5% 7.3% 17.8% 1.8% 0.0% 26.9% -9.1% 0 0 0 0.00 168.78 N/A N/A 0 0 0 0 2023-11-09 $76.52 $0.00 26.0% 7.4% 18.0% 2.2% 0.0% 27.7% -11.8% 0 0 0 0.00 169.65 N/A N/A 0 0 0 0 2023-11-10 $77.73 $0.00 26.0% 7.4% 18.6% 2.2% 0.0% 4.4% -13.1% 0 0 0 0.00 165.83 N/A N/A 0 0 0 0 2023-11-13 $77.81 $0.00 27.2% 7.8% 17.9% 2.9% 0.0% 4.7% -12.6% 0 0 0 0.00 166.66 N/A N/A 0 0 0 0 2023-11-14 $79.44 $0.00 27.1% 7.8% 19.2% 2.9% 0.0% 8.3% -10.6% 0 0 0 0.00 160.00 N/A N/A 0 0 0 0 2023-11-15 $79.56 $0.00 27.4% 7.8% 18.0% 3.1% 0.0% 8.7% -13.4% 0 0 0 0.00 159.08 N/A N/A 0 0 0 0 2023-11-16 $79.78 $0.00 27.8% 8.0% 17.3% 3.3% 0.0% 9.3% -9.1% 0 0 0 0.00 158.55 N/A N/A 0 0 0 0 2023-11-17 $79.62 $0.00 28.3% 8.1% 16.7% 3.7% 0.0% 9.1% -9.6% 0 0 0 0.00 159.65 N/A N/A 0 0 0 0 2023-11-20 $80.52 $0.00 29.6% 8.5% 16.9% 4.5% 0.0% 12.1% -10.8% 0 0 0 0.00 154.07 N/A N/A 0 0 0 0 2023-11-21 $80.29 $0.00 30.5% 8.7% 17.1% 5.0% 0.0% 11.6% -10.5% 0 0 0 0.00 155.38 N/A N/A 0 0 0 0 2023-11-22 $80.64 $0.00 30.9% 8.9% 15.4% 5.2% 0.0% 12.8% -11.7% 0 0 0 0.00 153.91 N/A N/A 0 0 0 0 2023-11-24 $80.59 $0.00 32.2% 9.2% 13.9% 6.1% 0.0% 10.0% -12.7% 0 0 0 0.00 157.20 N/A N/A 0 0 0 0 2023-11-27 $80.68 $0.00 34.9% 10.0% 13.1% 7.6% 0.0% 11.1% -14.9% 0 0 0 0.00 157.20 N/A N/A 0 0 0 0 2023-11-28 $80.64 $0.00 35.9% 10.3% 12.7% 8.3% 0.0% 11.3% -15.8% 0 0 0 0.00 157.20 N/A N/A 0 0 0 0 2023-11-29 $80.78 $0.00 37.0% 10.6% 12.7% 8.4% 0.0% 12.0% -16.5% 0 0 0 0.00 156.65 N/A N/A 0 0 0 0 2023-11-30 $80.81 $0.00 38.2% 11.0% 12.5% 9.1% 0.0% 12.4% -17.4% 0 0 0 0.00 157.20 N/A N/A 0 0 0 0
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