SUSL Options History — May 2024

In May 2024, SUSL traded between $89.94 and $94.80. ATM implied volatility averaged 36.7%, placing in the 22.2% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 24.6% (HV 20d: 12.2%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.

Notable Days

  • 2024-05-15: Largest IV drop — 65.5% change
  • 2024-05-14: Highest IV Rank — 76.0%
  • 2024-05-03: Largest Expected Move — 10.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$93.15$89.94$94.80$89.94$93.53
ATM IV36.7%25.6%74.2%33.0%32.8%
Expected Move7.8%5.8%10.1%9.5%9.4%
HV 20d12.2%7.7%15.4%15.1%9.4%
HV 60d12.8%11.8%13.9%13.7%11.8%
IV Rank22.2%6.3%76.0%16.9%16.6%
IV Percentile56.8%15.1%97.6%57.1%57.1%
Term Structure-4.7%-10.3%-1.6%-7.2%-10.3%
Skew 25d10.2%-6.1%17.7%-5.8%12.1%
Skew 10d20.9%10.2%29.4%10.2%22.8%
Call IV 25d23.8%18.6%37.2%35.9%29.1%
Put IV 25d34.0%28.0%41.2%30.2%41.2%
Bid-Ask Spread %142.94135.64189.17189.17135.64
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-05-01$89.94$0.0033.0%9.5%15.1%16.9%0.0%-5.8%-7.2%0000.00189.17N/AN/A0000
2024-05-02$89.95$0.0034.1%9.8%14.5%18.4%0.0%-6.1%-8.1%0000.00189.17N/AN/A0000
2024-05-03$91.13$0.0035.1%10.1%15.0%19.9%0.0%17.7%-9.7%0000.00189.17N/AN/A0000
2024-05-06$91.98$0.0039.3%6.0%15.4%25.8%0.0%5.9%-3.1%0000.00135.64N/AN/A0000
2024-05-07$92.19$0.0041.1%5.8%15.4%28.5%0.0%6.0%-1.7%0000.00135.64N/AN/A0000
2024-05-08$92.10$0.0043.3%6.0%15.3%31.7%0.0%6.0%-2.9%0000.00135.64N/AN/A0000
2024-05-09$92.36$0.0045.9%6.0%15.0%35.3%0.0%6.4%-1.6%0000.00135.64N/AN/A0000
2024-05-10$92.66$0.0048.7%6.3%13.8%39.4%0.0%7.6%-3.2%0000.00135.64N/AN/A0000
2024-05-13$92.58$0.0064.4%6.4%12.7%61.9%0.0%7.5%-3.6%0000.00135.64N/AN/A0000
2024-05-14$93.09$0.0074.2%6.7%12.8%76.0%0.0%9.3%-2.8%0000.00135.64N/AN/A0000
2024-05-15$94.30$0.0025.6%7.3%13.0%6.3%0.0%13.5%-2.7%0000.00135.64N/AN/A0000
2024-05-16$94.23$0.0025.9%7.4%12.8%6.7%0.0%13.3%-2.8%0000.00135.64N/AN/A0000
2024-05-17$94.10$0.0026.2%7.5%11.2%7.1%0.0%13.0%-3.3%0000.00135.64N/AN/A0000
2024-05-20$94.49$0.0027.7%7.9%10.8%9.2%0.0%14.8%-3.5%0000.00135.64N/AN/A0000
2024-05-21$94.76$0.0028.3%8.1%10.1%10.1%0.0%16.0%-3.3%0000.00135.64N/AN/A0000
2024-05-22$94.30$0.0028.4%8.1%10.4%10.3%0.0%14.2%-4.4%0000.00135.64N/AN/A0000
2024-05-23$94.22$0.0028.8%8.3%10.2%10.8%0.0%13.7%-4.9%0000.00135.64N/AN/A0000
2024-05-24$94.65$0.0029.6%8.5%8.7%12.1%0.0%15.4%-4.5%0000.00135.64N/AN/A0000
2024-05-28$94.80$0.0032.1%9.2%8.6%15.6%0.0%16.7%-5.8%0000.00135.64N/AN/A0000
2024-05-29$94.57$0.0032.6%9.3%7.7%16.3%0.0%15.8%-6.7%0000.00135.64N/AN/A0000
2024-05-30$93.33$0.0030.7%8.8%9.4%13.5%0.0%11.0%-7.6%0000.00135.64N/AN/A0000
2024-05-31$93.53$0.0032.8%9.4%9.4%16.6%0.0%12.1%-10.3%0000.00135.64N/AN/A0000