SUSL Options History — August 2024

In August 2024, SUSL traded between $91.16 and $99.72. ATM implied volatility averaged 29.9%, placing in the 18.7% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 5.7% (HV 20d: 24.2%). Net GEX was positive for 0 of 22 trading days.

Notable Days

  • 2024-08-27: Largest IV spike — 70.2% change
  • 2024-08-27: Highest IV Rank — 52.0%
  • 2024-08-27: Largest Expected Move — 15.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$96.73$91.16$99.72$95.82$99.12
ATM IV29.9%23.6%53.4%23.6%34.0%
Expected Move8.6%6.8%15.3%6.8%9.8%
HV 20d24.2%19.0%26.9%19.0%20.6%
HV 60d16.3%12.6%17.3%12.6%17.0%
IV Rank18.7%9.8%52.0%9.8%24.5%
IV Percentile42.1%12.7%93.7%12.7%63.5%
Skew 25d6.3%1.5%27.0%5.2%17.8%
Skew 10d14.0%6.9%34.6%13.4%29.9%
Call IV 25d25.7%14.2%30.6%22.5%17.7%
Put IV 25d32.1%27.7%41.1%27.7%35.4%
Bid-Ask Spread %131.01128.97131.96128.97131.96
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
2024-08-01$95.82$0.0023.6%6.8%19.0%9.8%0.0%5.2%0.0%0000.00128.97N/AN/A0000
2024-08-02$94.03$0.0027.1%7.8%19.7%14.8%0.0%2.5%0.0%0000.00128.97N/AN/A0000
2024-08-05$91.16$0.0030.8%8.8%22.1%20.0%0.0%2.8%0.0%0000.00128.97N/AN/A0000
2024-08-06$93.18$0.0030.8%8.8%23.9%19.9%0.0%1.6%0.0%0000.00128.97N/AN/A0000
2024-08-07$91.78$0.0032.4%9.3%23.8%22.2%0.0%1.9%0.0%0000.00128.97N/AN/A0000
2024-08-08$93.74$0.0029.1%8.3%25.4%17.6%0.0%1.5%0.0%0000.00128.97N/AN/A0000
2024-08-09$94.14$0.0029.2%8.4%25.2%17.7%0.0%2.8%0.0%0000.00128.97N/AN/A0000
2024-08-12$93.97$0.0028.1%8.1%25.2%16.1%0.0%1.8%0.0%0000.00131.96N/AN/A0000
2024-08-13$95.87$0.0025.3%7.3%26.4%12.1%0.0%2.6%0.0%0000.00131.96N/AN/A0000
2024-08-14$96.14$0.0026.3%7.5%26.1%13.6%0.0%8.7%0.0%0000.00131.96N/AN/A0000
2024-08-15$97.84$0.0026.9%7.7%26.9%14.4%0.0%27.0%0.0%0000.00131.96N/AN/A0000
2024-08-16$98.14$0.0027.3%7.8%26.7%15.0%0.0%17.8%0.0%0000.00131.96N/AN/A0000
2024-08-19$99.17$0.0027.3%7.8%26.3%15.0%0.0%0.0%0.0%0000.00131.96N/AN/A0000
2024-08-20$99.31$0.0027.4%7.8%26.3%15.1%0.0%0.0%0.0%0000.00131.96N/AN/A0000
2024-08-21$99.61$0.0026.4%7.6%24.2%13.7%0.0%0.0%0.0%0000.00131.96N/AN/A0000
2024-08-22$98.53$0.0029.6%8.5%24.6%18.2%0.0%0.0%0.0%0000.00131.96N/AN/A0000
2024-08-23$99.66$0.0028.3%8.1%24.8%16.5%0.0%0.0%0.0%0000.00131.96N/AN/A0000
2024-08-26$99.46$0.0031.4%9.0%24.8%20.8%0.0%0.0%0.0%0000.00131.96N/AN/A0000
2024-08-27$99.72$0.0053.4%15.3%24.3%52.0%0.0%0.0%0.0%0000.00131.96N/AN/A0000
2024-08-28$99.06$0.0030.8%8.8%23.3%19.9%0.0%0.0%0.0%0000.00131.96N/AN/A0000
2024-08-29$98.65$0.0032.1%9.2%21.9%21.9%0.0%0.0%0.0%0000.00131.96N/AN/A0000
2024-08-30$99.12$0.0034.0%9.8%20.6%24.5%0.0%0.0%0.0%0000.00131.96N/AN/A0000