SUSL Options History — April 2024 In April 2024, SUSL traded between $87.78 and $93.75. ATM implied volatility averaged 28.6%, placing in the 10.6% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 16.9% (HV 20d: 11.7%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 4 of 22 days.
Notable Days 2024-04-10 : Largest IV drop — 47.5% change2024-04-09 : Highest IV Rank — 28.0%2024-04-01 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $91.01 $87.78 $93.75 $93.75 $90.08 ATM IV 28.6% 21.4% 40.8% 33.0% 32.0% Expected Move 7.3% 5.7% 9.4% 9.4% 9.2% HV 20d 11.7% 9.2% 15.1% 11.0% 15.1% HV 60d 13.2% 12.3% 14.1% 12.3% 13.7% IV Rank 10.6% 0.2% 28.0% 16.8% 15.4% IV Percentile 31.7% 0.4% 78.2% 53.2% 51.6% Term Structure -3.9% -13.1% 4.7% -12.0% -6.6% Skew 25d 4.7% -17.9% 17.4% 14.0% -0.1% Skew 10d 12.1% -1.4% 22.7% 22.7% 10.7% Call IV 25d 22.3% 8.0% 38.3% 30.1% 29.8% Put IV 25d 27.0% 17.0% 44.9% 44.0% 29.7% Bid-Ask Spread % 187.64 178.00 189.17 178.00 189.17 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 (22 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 2024-04-01 $93.75 $0.00 33.0% 9.4% 11.0% 16.8% 0.0% 14.0% -12.0% 0 0 0 0.00 178.00 N/A N/A 0 0 0 0 2024-04-02 $93.16 $0.00 31.2% 8.9% 11.3% 14.2% 0.0% 10.6% -12.3% 0 0 0 0.00 178.00 N/A N/A 0 0 0 0 2024-04-03 $93.09 $0.00 32.2% 9.2% 10.0% 15.7% 0.0% 10.7% -13.1% 0 0 0 0.00 178.00 N/A N/A 0 0 0 0 2024-04-04 $91.89 $0.00 33.6% 5.7% 10.9% 17.8% 0.0% 13.7% -3.7% 0 0 0 0.00 189.17 N/A N/A 0 0 0 0 2024-04-05 $92.62 $0.00 34.4% 5.7% 10.4% 18.9% 0.0% 16.2% -5.4% 0 0 0 0.00 189.17 N/A N/A 0 0 0 0 2024-04-08 $92.81 $0.00 38.8% 5.9% 10.1% 25.3% 0.0% 17.4% -5.7% 0 0 0 0.00 189.17 N/A N/A 0 0 0 0 2024-04-09 $92.55 $0.00 40.8% 6.0% 10.1% 28.0% 0.0% 16.7% -6.1% 0 0 0 0.00 189.17 N/A N/A 0 0 0 0 2024-04-10 $91.93 $0.00 21.4% 6.1% 9.2% 0.2% 0.0% 14.7% -4.5% 0 0 0 0.00 189.17 N/A N/A 0 0 0 0 2024-04-11 $92.65 $0.00 21.5% 6.2% 9.7% 0.3% 0.0% 17.4% -6.4% 0 0 0 0.00 189.17 N/A N/A 0 0 0 0 2024-04-12 $91.14 $0.00 22.2% 6.4% 11.2% 1.3% 0.0% 12.2% -1.7% 0 0 0 0.00 189.17 N/A N/A 0 0 0 0 2024-04-15 $89.94 $0.00 23.3% 6.7% 11.9% 3.0% 0.0% 0.9% -0.6% 0 0 0 0.00 189.17 N/A N/A 0 0 0 0 2024-04-16 $90.06 $0.00 23.7% 6.8% 11.3% 3.5% 0.0% 3.3% -1.0% 0 0 0 0.00 189.17 N/A N/A 0 0 0 0 2024-04-17 $89.40 $0.00 24.1% 6.9% 11.4% 4.1% 0.0% -11.8% 2.9% 0 0 0 0.00 189.17 N/A N/A 0 0 0 0 2024-04-18 $89.06 $0.00 24.5% 7.0% 10.6% 4.6% 0.0% -12.9% 3.2% 0 0 0 0.00 189.17 N/A N/A 0 0 0 0 2024-04-19 $87.78 $0.00 24.5% 7.0% 11.0% 4.7% 0.0% -17.9% 4.7% 0 0 0 0.00 189.17 N/A N/A 0 0 0 0 2024-04-22 $88.81 $0.00 26.3% 7.5% 12.3% 7.2% 0.0% -14.7% 2.4% 0 0 0 0.00 189.17 N/A N/A 0 0 0 0 2024-04-23 $89.97 $0.00 26.9% 7.7% 13.5% 8.2% 0.0% -0.6% -2.8% 0 0 0 0.00 189.17 N/A N/A 0 0 0 0 2024-04-24 $89.90 $0.00 27.5% 7.9% 13.5% 9.0% 0.0% -2.9% -3.1% 0 0 0 0.00 189.17 N/A N/A 0 0 0 0 2024-04-25 $89.56 $0.00 28.1% 8.1% 13.4% 9.9% 0.0% -13.5% -3.2% 0 0 0 0.00 189.17 N/A N/A 0 0 0 0 2024-04-26 $91.10 $0.00 28.7% 8.2% 15.0% 10.7% 0.0% 14.7% -5.1% 0 0 0 0.00 189.17 N/A N/A 0 0 0 0 2024-04-29 $90.94 $0.00 31.0% 8.9% 14.9% 14.0% 0.0% 14.9% -6.5% 0 0 0 0.00 189.17 N/A N/A 0 0 0 0 2024-04-30 $90.08 $0.00 32.0% 9.2% 15.1% 15.4% 0.0% -0.1% -6.6% 0 0 0 0.00 189.17 N/A N/A 0 0 0 0
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