SCHY Options History — September 2021 In September 2021, SCHY traded between $24.91 and $25.88. ATM implied volatility averaged 28.1%. The 30-day expected move averaged 8.0%. Max pain ranged from $26.00 to $26.00. Net GEX was positive for 0 of 11 trading days. Term structure was in contango for 3 of 11 days. Put/call ratio averaged 0.09.
Notable Days 2021-09-29 : Highest Volume — 12 contracts2021-09-24 : Largest IV spike — 312.4% change2021-09-21 : Largest Expected Move — 12.0%Monthly Statistics Metric Avg Min Max Open Close Price $25.35 $24.91 $25.88 $25.88 $24.91 Max Pain $26.00 $26.00 $26.00 $26.00 $26.00 ATM IV 28.1% 7.2% 41.7% 18.2% 34.6% Expected Move 8.0% 2.1% 12.0% 5.2% 9.9% Term Structure -6.6% -21.1% 22.0% 22.0% -21.1% VWIV 12.3% 10.3% 14.4% 14.4% 10.3% Skew 25d 9.5% -2.2% 19.7% -2.2% 0.9% Skew 10d 5.4% -5.8% 27.4% 3.1% 27.4% Call IV 25d 30.2% 17.6% 51.8% 33.8% 35.1% Put IV 25d 39.7% 25.8% 62.9% 31.6% 36.0% Bid-Ask Spread % 146.71 138.34 167.26 143.48 150.06 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -264 -519 -125 -125 -217 Net DEX 2.8K 1.3K 4.7K 1.3K 4.7K Net VEX -3 -5 -1 -3 -1 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.09 0.09 0.09 0.09 0.09 Total Volume 1.182 0 12 0 0 Total OI 1.636 1 2 1 2
Daily Data (11 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 2021-09-16 $25.88 $26.00 18.2% 5.2% 0.0% 0.0% 0.0% -2.2% 22.0% -125 1.3K -3 0.00 143.48 N/A N/A 0 0 0 1 2021-09-17 $25.53 $26.00 8.6% 2.5% 0.0% 0.0% 0.0% 9.0% 15.7% -190 1.6K -3 0.00 142.29 N/A N/A 0 0 0 1 2021-09-20 $25.10 $26.00 26.8% 7.7% 0.0% 0.0% 14.4% 19.7% -8.8% -131 1.7K -2 0.00 138.34 N/A N/A 0 1 0 1 2021-09-21 $25.36 $26.00 41.7% 12.0% 0.0% 0.0% 0.0% 9.3% -18.2% -127 1.6K -2 0.00 167.26 N/A N/A 0 0 0 1 2021-09-22 $25.48 $26.00 29.4% 8.4% 0.0% 0.0% 0.0% 10.7% -9.7% -361 3.3K -5 0.00 139.51 N/A N/A 0 0 0 2 2021-09-23 $25.66 $26.00 7.2% 2.1% 0.0% 0.0% 0.0% 8.1% 8.5% -519 3.2K -5 0.00 140.06 N/A N/A 0 0 0 2 2021-09-24 $25.44 $26.00 29.8% 8.5% 0.0% 0.0% 0.0% 6.3% -10.2% -313 3.2K -5 0.00 140.25 N/A N/A 0 0 0 2 2021-09-27 $25.44 $26.00 38.4% 11.0% 0.0% 0.0% 0.0% 9.8% -16.8% -316 3.2K -4 0.00 151.61 N/A N/A 0 0 0 2 2021-09-28 $25.05 $26.00 37.7% 10.8% 0.0% 0.0% 0.0% 19.2% -17.5% -223 3.3K -4 0.00 152.81 N/A N/A 0 0 0 2 2021-09-29 $25.03 $26.00 36.3% 10.4% 0.0% 0.0% 10.3% 13.3% -16.3% -386 3.5K -4 0.09 148.13 N/A N/A 11 1 0 2 2021-09-30 $24.91 $26.00 34.6% 9.9% 0.0% 0.0% 0.0% 0.9% -21.1% -217 4.7K -1 0.00 150.06 N/A N/A 0 0 0 2
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