SUSL Options History — December 2023

In December 2023, SUSL traded between $80.66 and $84.55. ATM implied volatility averaged 38.4%, placing in the 9.2% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 29.2% (HV 20d: 9.1%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.

Notable Days

  • 2023-12-13: Largest IV drop — 71.7% change
  • 2023-12-12: Highest IV Rank — 38.2%
  • 2023-12-01: Largest Expected Move — 11.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$82.82$80.66$84.55$81.45$84.31
ATM IV38.4%23.8%84.1%39.3%31.0%
Expected Move7.5%6.3%11.3%11.3%8.9%
HV 20d9.1%6.8%11.5%11.3%8.8%
HV 60d14.2%13.2%14.9%14.8%13.2%
IV Rank9.2%0.0%38.2%9.9%4.6%
IV Percentile43.4%0.0%98.4%70.6%35.3%
Term Structure-8.8%-17.3%-6.4%-17.3%-10.8%
Skew 25d9.1%6.3%15.1%15.1%8.6%
Skew 10d14.5%6.3%29.2%29.2%18.6%
Call IV 25d27.6%23.1%40.6%40.6%34.9%
Put IV 25d36.7%30.8%55.7%55.7%43.5%
Bid-Ask Spread %175.46153.49187.83153.49174.42
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
2023-12-01$81.45$0.0039.3%11.3%11.3%9.9%0.0%15.1%-17.3%0000.00153.49N/AN/A0000
2023-12-04$80.91$0.0044.6%6.3%11.3%13.2%0.0%7.3%-6.5%0000.00185.05N/AN/A0000
2023-12-05$80.88$0.0046.8%6.3%11.3%14.5%0.0%7.2%-6.7%0000.00185.05N/AN/A0000
2023-12-06$80.66$0.0049.3%6.4%11.4%15.8%0.0%6.3%-8.6%0000.00187.83N/AN/A0000
2023-12-07$81.28$0.0052.1%6.5%11.5%17.6%0.0%8.2%-6.8%0000.00182.64N/AN/A0000
2023-12-08$81.59$0.0055.3%6.5%10.5%19.6%0.0%8.9%-8.9%0000.00180.66N/AN/A0000
2023-12-11$81.77$0.0073.0%6.7%9.4%31.1%0.0%9.5%-9.5%0000.00179.50N/AN/A0000
2023-12-12$82.16$0.0084.1%6.8%9.4%38.2%0.0%8.3%-9.4%0000.00179.40N/AN/A0000
2023-12-13$83.06$0.0023.8%6.8%7.3%0.0%0.0%10.3%-9.6%0000.00172.99N/AN/A0000
2023-12-14$83.27$0.0024.1%6.9%7.3%0.2%0.0%10.9%-6.4%0000.00170.60N/AN/A0000
2023-12-15$83.19$0.0024.4%7.0%7.4%0.4%0.0%6.4%-6.6%0000.00177.14N/AN/A0000
2023-12-18$83.86$0.0025.3%7.3%7.5%1.0%0.0%8.1%-7.5%0000.00173.48N/AN/A0000
2023-12-19$84.14$0.0025.7%7.4%6.8%1.2%0.0%8.8%-7.5%0000.00171.58N/AN/A0000
2023-12-20$83.13$0.0026.3%7.5%8.3%1.6%0.0%7.1%-7.7%0000.00176.15N/AN/A0000
2023-12-21$83.70$0.0026.5%7.6%8.5%1.7%0.0%8.2%-8.2%0000.00178.99N/AN/A0000
2023-12-22$83.92$0.0026.9%7.7%8.4%2.0%0.0%9.2%-8.3%0000.00171.58N/AN/A0000
2023-12-26$84.38$0.0029.0%8.3%8.5%3.3%0.0%11.1%-9.3%0000.00169.01N/AN/A0000
2023-12-27$84.26$0.0029.6%8.5%8.6%3.7%0.0%10.9%-9.9%0000.00170.59N/AN/A0000
2023-12-28$84.55$0.0030.1%8.6%8.6%4.0%0.0%11.9%-11.0%0000.00169.01N/AN/A0000
2023-12-29$84.31$0.0031.0%8.9%8.8%4.6%0.0%8.6%-10.8%0000.00174.42N/AN/A0000