SUSL Options History — February 2024 In February 2024, SUSL traded between $87.31 and $90.95. ATM implied volatility averaged 29.4%, placing in the 4.5% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 16.0% (HV 20d: 13.4%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-02-07 : Largest IV drop — 48.6% change2024-02-06 : Highest IV Rank — 12.7%2024-02-29 : Largest Expected Move — 9.8%Monthly Statistics Metric Avg Min Max Open Close Price $89.26 $87.31 $90.95 $87.31 $90.95 ATM IV 29.4% 22.1% 43.1% 35.4% 34.0% Expected Move 7.4% 6.0% 9.8% 6.0% 9.8% HV 20d 13.4% 10.9% 16.6% 11.6% 14.9% HV 60d 10.8% 9.5% 11.9% 10.6% 11.9% IV Rank 4.5% 0.0% 12.7% 7.8% 7.6% IV Percentile 29.6% 0.0% 79.8% 56.7% 55.2% Term Structure -9.9% -15.5% -5.2% -5.2% -15.5% Skew 25d 8.7% 5.0% 12.8% 6.6% 11.6% Skew 10d 18.1% 13.9% 23.6% 14.3% 23.6% Call IV 25d 28.1% 21.5% 37.5% 23.1% 36.7% Put IV 25d 36.9% 29.6% 48.2% 29.6% 48.2% Bid-Ask Spread % 144.22 139.43 149.74 147.30 142.86 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 (20 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 2024-02-01 $87.31 $0.00 35.4% 6.0% 11.6% 7.8% 0.0% 6.6% -5.2% 0 0 0 0.00 147.30 N/A N/A 0 0 0 0 2024-02-02 $88.06 $0.00 36.4% 6.0% 11.8% 8.4% 0.0% 8.1% -7.3% 0 0 0 0.00 143.29 N/A N/A 0 0 0 0 2024-02-05 $87.84 $0.00 41.0% 6.2% 11.8% 11.4% 0.0% 7.9% -8.2% 0 0 0 0.00 144.83 N/A N/A 0 0 0 0 2024-02-06 $87.78 $0.00 43.1% 6.3% 10.9% 12.7% 0.0% 7.8% -7.7% 0 0 0 0.00 145.33 N/A N/A 0 0 0 0 2024-02-07 $88.84 $0.00 22.1% 6.3% 11.4% 0.0% 0.0% 10.1% -8.6% 0 0 0 0.00 140.56 N/A N/A 0 0 0 0 2024-02-08 $88.98 $0.00 22.4% 6.4% 11.3% 0.2% 0.0% 8.3% -8.7% 0 0 0 0.00 143.22 N/A N/A 0 0 0 0 2024-02-09 $89.64 $0.00 22.5% 6.5% 11.4% 0.2% 0.0% 9.7% -7.5% 0 0 0 0.00 141.70 N/A N/A 0 0 0 0 2024-02-12 $89.64 $0.00 23.5% 6.8% 11.4% 0.9% 0.0% 10.2% -8.9% 0 0 0 0.00 140.81 N/A N/A 0 0 0 0 2024-02-13 $88.17 $0.00 24.4% 7.0% 13.2% 1.4% 0.0% 5.0% -10.1% 0 0 0 0.00 148.91 N/A N/A 0 0 0 0 2024-02-14 $89.19 $0.00 24.5% 7.0% 13.4% 1.5% 0.0% 7.1% -10.3% 0 0 0 0.00 145.78 N/A N/A 0 0 0 0 2024-02-15 $89.55 $0.00 24.8% 7.1% 13.3% 1.7% 0.0% 8.0% -8.4% 0 0 0 0.00 144.34 N/A N/A 0 0 0 0 2024-02-16 $89.30 $0.00 25.4% 7.3% 12.8% 2.0% 0.0% 7.6% -8.2% 0 0 0 0.00 145.46 N/A N/A 0 0 0 0 2024-02-20 $88.44 $0.00 27.7% 7.9% 13.4% 3.5% 0.0% 6.1% -9.6% 0 0 0 0.00 149.44 N/A N/A 0 0 0 0 2024-02-21 $88.30 $0.00 28.3% 8.1% 13.5% 3.9% 0.0% 5.9% -10.1% 0 0 0 0.00 149.74 N/A N/A 0 0 0 0 2024-02-22 $90.81 $0.00 28.1% 8.1% 16.5% 3.8% 0.0% 12.3% -12.6% 0 0 0 0.00 139.43 N/A N/A 0 0 0 0 2024-02-23 $90.91 $0.00 28.7% 8.2% 16.5% 4.2% 0.0% 12.8% -11.2% 0 0 0 0.00 139.43 N/A N/A 0 0 0 0 2024-02-26 $90.59 $0.00 31.1% 8.9% 16.6% 5.7% 0.0% 9.8% -13.5% 0 0 0 0.00 143.43 N/A N/A 0 0 0 0 2024-02-27 $90.48 $0.00 32.1% 9.2% 16.5% 6.4% 0.0% 9.7% -13.1% 0 0 0 0.00 144.07 N/A N/A 0 0 0 0 2024-02-28 $90.33 $0.00 33.2% 9.5% 16.5% 7.0% 0.0% 9.6% -14.1% 0 0 0 0.00 144.51 N/A N/A 0 0 0 0 2024-02-29 $90.95 $0.00 34.0% 9.8% 14.9% 7.6% 0.0% 11.6% -15.5% 0 0 0 0.00 142.86 N/A N/A 0 0 0 0
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