SUSL Options History — January 2024 In January 2024, SUSL traded between $82.97 and $87.83. ATM implied volatility averaged 31.1%, placing in the 4.9% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 21.3% (HV 20d: 9.8%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2024-01-10 : Largest IV drop — 48.5% change2024-01-09 : Highest IV Rank — 13.6%2024-01-03 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $85.29 $82.97 $87.83 $83.53 $86.25 ATM IV 31.1% 23.2% 45.0% 34.6% 34.7% Expected Move 7.9% 6.3% 10.3% 9.9% 10.0% HV 20d 9.8% 9.1% 11.3% 9.4% 11.3% HV 60d 12.1% 10.3% 13.5% 13.4% 10.6% IV Rank 4.9% 0.0% 13.6% 7.0% 7.4% IV Percentile 33.8% 0.0% 82.9% 50.4% 53.2% Term Structure -9.0% -14.6% -5.2% -14.4% -13.9% Skew 25d 10.4% 6.2% 22.4% 7.2% 6.3% Skew 10d 15.5% 7.8% 25.3% 15.8% 14.0% Call IV 25d 28.3% 7.5% 44.3% 41.6% 42.3% Put IV 25d 38.6% 29.8% 50.4% 48.8% 48.6% Bid-Ask Spread % 177.36 167.16 188.18 177.32 179.42 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 2024-01-02 $83.53 $0.00 34.6% 9.9% 9.4% 7.0% 0.0% 7.2% -14.4% 0 0 0 0.00 177.32 N/A N/A 0 0 0 0 2024-01-03 $83.13 $0.00 36.0% 10.3% 9.2% 7.8% 0.0% 6.2% -14.6% 0 0 0 0.00 179.42 N/A N/A 0 0 0 0 2024-01-04 $83.12 $0.00 37.2% 6.3% 9.2% 8.6% 0.0% 22.1% -5.2% 0 0 0 0.00 188.18 N/A N/A 0 0 0 0 2024-01-05 $82.97 $0.00 38.6% 6.4% 9.1% 9.5% 0.0% 22.4% -5.4% 0 0 0 0.00 188.18 N/A N/A 0 0 0 0 2024-01-08 $84.27 $0.00 42.9% 6.5% 10.2% 12.2% 0.0% 6.5% -5.6% 0 0 0 0.00 183.42 N/A N/A 0 0 0 0 2024-01-09 $84.22 $0.00 45.0% 6.6% 10.2% 13.6% 0.0% 6.5% -5.8% 0 0 0 0.00 183.42 N/A N/A 0 0 0 0 2024-01-10 $84.75 $0.00 23.2% 6.6% 10.3% 0.0% 0.0% 7.7% -6.2% 0 0 0 0.00 179.40 N/A N/A 0 0 0 0 2024-01-11 $84.78 $0.00 23.5% 6.7% 10.3% 0.2% 0.0% 7.8% -6.4% 0 0 0 0.00 179.40 N/A N/A 0 0 0 0 2024-01-12 $84.97 $0.00 23.8% 6.8% 9.7% 0.4% 0.0% 8.3% -6.4% 0 0 0 0.00 179.40 N/A N/A 0 0 0 0 2024-01-16 $84.81 $0.00 25.3% 7.3% 9.7% 1.4% 0.0% 8.3% -7.5% 0 0 0 0.00 179.40 N/A N/A 0 0 0 0 2024-01-17 $84.37 $0.00 25.9% 7.4% 10.0% 1.7% 0.0% 7.4% -7.4% 0 0 0 0.00 185.12 N/A N/A 0 0 0 0 2024-01-18 $85.03 $0.00 26.2% 7.5% 9.9% 1.9% 0.0% 9.1% -7.9% 0 0 0 0.00 179.40 N/A N/A 0 0 0 0 2024-01-19 $86.13 $0.00 26.3% 7.5% 10.8% 2.0% 0.0% 12.1% -8.0% 0 0 0 0.00 169.33 N/A N/A 0 0 0 0 2024-01-22 $86.41 $0.00 27.7% 7.9% 9.6% 2.9% 0.0% 10.7% -8.7% 0 0 0 0.00 171.65 N/A N/A 0 0 0 0 2024-01-23 $86.46 $0.00 28.3% 8.1% 9.4% 3.3% 0.0% 11.0% -9.1% 0 0 0 0.00 172.00 N/A N/A 0 0 0 0 2024-01-24 $86.74 $0.00 28.7% 8.2% 9.5% 3.5% 0.0% 11.9% -10.1% 0 0 0 0.00 170.16 N/A N/A 0 0 0 0 2024-01-25 $86.88 $0.00 29.4% 8.4% 9.3% 4.0% 0.0% 9.7% -10.4% 0 0 0 0.00 172.97 N/A N/A 0 0 0 0 2024-01-26 $86.84 $0.00 30.0% 8.6% 9.3% 4.4% 0.0% 9.8% -10.9% 0 0 0 0.00 172.71 N/A N/A 0 0 0 0 2024-01-29 $87.63 $0.00 32.1% 9.2% 9.7% 5.7% 0.0% 12.9% -12.9% 0 0 0 0.00 167.16 N/A N/A 0 0 0 0 2024-01-30 $87.83 $0.00 33.0% 9.5% 9.5% 6.3% 0.0% 13.8% -13.4% 0 0 0 0.00 167.16 N/A N/A 0 0 0 0 2024-01-31 $86.25 $0.00 34.7% 10.0% 11.3% 7.4% 0.0% 6.3% -13.9% 0 0 0 0.00 179.42 N/A N/A 0 0 0 0
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