SUSL Options History — March 2024 In March 2024, SUSL traded between $90.63 and $94.12. ATM implied volatility averaged 35.0%, placing in the 10.5% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 21.0% (HV 20d: 14.0%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-03-13 : Largest IV drop — 71.4% change2024-03-12 : Highest IV Rank — 33.1%2024-03-01 : Largest Expected Move — 10.0%Monthly Statistics Metric Avg Min Max Open Close Price $92.65 $90.63 $94.12 $91.76 $94.08 ATM IV 35.0% 21.2% 74.3% 34.9% 30.3% Expected Move 6.9% 5.5% 10.0% 10.0% 8.7% HV 20d 14.0% 11.2% 16.3% 14.6% 11.2% HV 60d 12.5% 11.8% 12.8% 11.8% 12.4% IV Rank 10.5% 0.0% 33.1% 8.1% 12.9% IV Percentile 42.3% 0.0% 97.2% 57.1% 41.3% Term Structure -7.6% -16.6% -4.7% -16.6% -9.5% Skew 25d 9.6% 4.9% 19.7% 14.6% 14.2% Skew 10d 15.4% 8.4% 27.1% 27.1% 22.4% Call IV 25d 23.5% 7.6% 35.1% 35.1% 26.1% Put IV 25d 33.2% 27.2% 49.6% 49.6% 40.3% Bid-Ask Spread % 174.35 139.26 179.89 139.26 178.00 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 2024-03-01 $91.76 $0.00 34.9% 10.0% 14.6% 8.1% 0.0% 14.6% -16.6% 0 0 0 0.00 139.26 N/A N/A 0 0 0 0 2024-03-04 $91.86 $0.00 39.3% 5.5% 14.5% 10.9% 0.0% 6.6% -6.0% 0 0 0 0.00 173.16 N/A N/A 0 0 0 0 2024-03-05 $90.63 $0.00 41.7% 5.6% 15.4% 12.4% 0.0% 19.7% -6.4% 0 0 0 0.00 179.89 N/A N/A 0 0 0 0 2024-03-06 $91.36 $0.00 43.8% 5.7% 15.6% 13.8% 0.0% 5.8% -4.7% 0 0 0 0.00 178.20 N/A N/A 0 0 0 0 2024-03-07 $92.45 $0.00 45.9% 5.7% 15.5% 15.1% 0.0% 7.8% -4.8% 0 0 0 0.00 170.16 N/A N/A 0 0 0 0 2024-03-08 $91.78 $0.00 49.4% 5.8% 15.9% 17.3% 0.0% 6.6% -6.7% 0 0 0 0.00 174.28 N/A N/A 0 0 0 0 2024-03-11 $91.63 $0.00 65.1% 6.0% 15.8% 27.3% 0.0% 6.5% -6.9% 0 0 0 0.00 177.33 N/A N/A 0 0 0 0 2024-03-12 $92.84 $0.00 74.3% 6.0% 16.3% 33.1% 0.0% 9.0% -7.4% 0 0 0 0.00 165.95 N/A N/A 0 0 0 0 2024-03-13 $92.67 $0.00 21.2% 6.1% 14.9% 0.0% 0.0% 6.7% -7.8% 0 0 0 0.00 172.71 N/A N/A 0 0 0 0 2024-03-14 $92.19 $0.00 21.7% 6.2% 14.7% 0.6% 0.0% 5.8% -5.8% 0 0 0 0.00 176.15 N/A N/A 0 0 0 0 2024-03-15 $91.66 $0.00 22.1% 6.3% 14.9% 1.2% 0.0% 4.9% -6.3% 0 0 0 0.00 178.00 N/A N/A 0 0 0 0 2024-03-18 $92.58 $0.00 22.9% 6.6% 15.2% 2.3% 0.0% 6.7% -6.9% 0 0 0 0.00 178.00 N/A N/A 0 0 0 0 2024-03-19 $92.81 $0.00 23.2% 6.7% 14.6% 2.8% 0.0% 7.2% -7.0% 0 0 0 0.00 178.00 N/A N/A 0 0 0 0 2024-03-20 $93.64 $0.00 25.4% 7.3% 14.7% 5.9% 0.0% 10.0% -7.3% 0 0 0 0.00 178.00 N/A N/A 0 0 0 0 2024-03-21 $94.12 $0.00 26.5% 7.6% 11.3% 7.5% 0.0% 12.7% -7.1% 0 0 0 0.00 178.00 N/A N/A 0 0 0 0 2024-03-22 $93.97 $0.00 26.8% 7.7% 11.4% 7.9% 0.0% 12.3% -7.5% 0 0 0 0.00 178.00 N/A N/A 0 0 0 0 2024-03-25 $93.70 $0.00 28.0% 8.0% 11.4% 9.7% 0.0% 11.8% -8.6% 0 0 0 0.00 178.00 N/A N/A 0 0 0 0 2024-03-26 $93.52 $0.00 28.2% 8.1% 11.4% 9.9% 0.0% 11.2% -9.1% 0 0 0 0.00 178.00 N/A N/A 0 0 0 0 2024-03-27 $93.76 $0.00 29.2% 8.4% 11.3% 11.5% 0.0% 12.6% -9.3% 0 0 0 0.00 178.00 N/A N/A 0 0 0 0 2024-03-28 $94.08 $0.00 30.3% 8.7% 11.2% 12.9% 0.0% 14.2% -9.5% 0 0 0 0.00 178.00 N/A N/A 0 0 0 0
« Feb 2024 | All History | Apr 2024 » Home SUSL History March 2024