SUSL Options History — June 2024 In June 2024, SUSL traded between $93.97 and $97.83. ATM implied volatility averaged 39.8%, placing in the 28.8% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 31.2% (HV 20d: 8.5%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2024-06-20 : Largest IV spike — 74.1% change2024-06-17 : Highest IV Rank — 89.6%2024-06-14 : Largest Expected Move — 17.5%Monthly Statistics Metric Avg Min Max Open Close Price $96.56 $93.97 $97.83 $93.97 $97.51 ATM IV 39.8% 17.7% 80.5% 36.1% 20.5% Expected Move 9.7% 5.1% 17.5% 10.3% 5.9% HV 20d 8.5% 6.6% 9.3% 8.5% 6.6% HV 60d 11.3% 11.1% 11.7% 11.6% 11.1% IV Rank 28.8% 0.0% 89.6% 21.3% 4.1% IV Percentile 58.6% 0.0% 99.2% 68.3% 2.0% Term Structure -13.6% -17.3% -11.0% -11.3% -15.9% Skew 25d 19.0% 2.8% 36.8% 14.9% 15.3% Skew 10d 29.9% 0.9% 58.8% 27.0% 22.8% Call IV 25d 24.5% 8.7% 33.4% 30.2% 8.7% Put IV 25d 43.5% 19.0% 67.7% 45.1% 23.9% Bid-Ask Spread % 132.48 128.97 135.64 135.64 128.97 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 (19 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 2024-06-03 $93.97 $0.00 36.1% 10.3% 8.5% 21.3% 0.0% 14.9% -11.3% 0 0 0 0.00 135.64 N/A N/A 0 0 0 0 2024-06-04 $94.37 $0.00 37.6% 10.8% 8.1% 23.4% 0.0% 17.2% -11.0% 0 0 0 0.00 135.64 N/A N/A 0 0 0 0 2024-06-05 $95.50 $0.00 39.8% 11.4% 8.9% 26.6% 0.0% 23.0% -11.2% 0 0 0 0.00 135.64 N/A N/A 0 0 0 0 2024-06-06 $95.58 $0.00 41.1% 11.8% 8.8% 28.5% 0.0% 24.1% -11.7% 0 0 0 0.00 135.64 N/A N/A 0 0 0 0 2024-06-07 $95.61 $0.00 42.5% 12.2% 8.9% 30.6% 0.0% 25.0% -12.5% 0 0 0 0.00 135.64 N/A N/A 0 0 0 0 2024-06-10 $95.77 $0.00 48.1% 13.8% 8.8% 38.5% 0.0% 28.9% -15.4% 0 0 0 0.00 135.64 N/A N/A 0 0 0 0 2024-06-11 $95.42 $0.00 50.3% 14.4% 9.0% 41.7% 0.0% 29.6% -17.3% 0 0 0 0.00 135.64 N/A N/A 0 0 0 0 2024-06-12 $96.26 $0.00 53.6% 15.4% 9.3% 46.4% 0.0% 36.8% -15.1% 0 0 0 0.00 135.64 N/A N/A 0 0 0 0 2024-06-13 $96.69 $0.00 57.0% 16.3% 8.3% 51.3% 0.0% 2.9% -14.3% 0 0 0 0.00 135.64 N/A N/A 0 0 0 0 2024-06-14 $96.75 $0.00 60.9% 17.5% 8.3% 60.1% 0.0% 2.8% -15.9% 0 0 0 0.00 135.64 N/A N/A 0 0 0 0 2024-06-17 $97.65 $0.00 80.5% 5.5% 8.7% 89.6% 0.0% 0.0% 0.0% 0 0 0 0.00 128.97 N/A N/A 0 0 0 0 2024-06-18 $97.83 $0.00 32.4% 5.5% 8.7% 16.9% 0.0% 0.0% 0.0% 0 0 0 0.00 128.97 N/A N/A 0 0 0 0 2024-06-20 $97.79 $0.00 56.5% 5.6% 8.7% 53.3% 0.0% 0.0% 0.0% 0 0 0 0.00 128.97 N/A N/A 0 0 0 0 2024-06-21 $97.61 $0.00 17.7% 5.1% 8.4% 0.0% 0.0% 7.9% 0.0% 0 0 0 0.00 128.97 N/A N/A 0 0 0 0 2024-06-24 $97.32 $0.00 20.1% 5.8% 8.6% 3.4% 0.0% 15.3% 0.0% 0 0 0 0.00 128.97 N/A N/A 0 0 0 0 2024-06-25 $97.73 $0.00 20.1% 5.8% 8.5% 3.4% 0.0% 0.0% 0.0% 0 0 0 0.00 128.97 N/A N/A 0 0 0 0 2024-06-26 $97.56 $0.00 20.3% 5.8% 8.6% 3.7% 0.0% 0.0% 0.0% 0 0 0 0.00 128.97 N/A N/A 0 0 0 0 2024-06-27 $97.69 $0.00 20.4% 5.8% 8.5% 3.8% 0.0% 0.0% 0.0% 0 0 0 0.00 128.97 N/A N/A 0 0 0 0 2024-06-28 $97.51 $0.00 20.5% 5.9% 6.6% 4.1% 0.0% 0.0% 0.0% 0 0 0 0.00 128.97 N/A N/A 0 0 0 0
« May 2024 | All History | Jul 2024 » Home SUSL History June 2024