SCHY Options History — October 2021

In October 2021, SCHY traded between $24.88 and $25.60. ATM implied volatility averaged 29.6%. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 19.3% (HV 20d: 10.2%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2021-10-20: Highest Volume — 1 contracts
  • 2021-10-11: Largest IV spike — 84.6% change
  • 2021-10-01: Largest Expected Move — 9.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.27$24.88$25.60$25.01$25.36
Max Pain$26.00$26.00$26.00$26.00$26.00
ATM IV29.6%20.7%59.8%34.7%29.4%
Expected Move7.2%5.7%9.9%9.9%8.4%
HV 20d10.2%6.7%13.6%13.6%7.7%
Term Structure-6.3%-22.1%-3.4%-22.1%-9.2%
VWIV29.7%27.1%33.5%27.1%33.5%
Skew 25d1.7%-0.2%7.8%1.5%1.1%
Skew 10d4.1%2.0%28.4%28.4%3.0%
Call IV 25d34.3%25.1%42.1%32.4%40.6%
Put IV 25d35.9%32.8%45.3%33.9%41.8%
Bid-Ask Spread %145.61144.24157.37151.03144.24
Gamma HHI0.870.531.000.621.00
Net GEX424-6891.4K746110
Net DEX-425-4.1K4.9K3.5K-1.0K
Net VEX-8-23-2-12-2
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.3810101
Total OI7.81114141

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$25.01$26.0034.7%9.9%0.0%0.0%0.0%1.5%-22.1%7463.5K-120.00151.03N/AN/A00113
2021-10-04$24.93$26.0036.9%7.1%0.0%0.0%0.0%3.2%-7.6%858-3.9K-230.00157.37N/AN/A00113
2021-10-05$25.02$26.0031.9%5.8%0.0%0.0%0.0%7.8%-4.0%8972.5K-130.00144.77N/AN/A00113
2021-10-06$24.88$26.0030.3%5.7%0.0%0.0%0.0%2.8%-3.4%970-1.6K-190.00144.37N/AN/A00113
2021-10-07$25.03$26.0031.3%5.9%13.6%0.0%0.0%2.4%-3.5%1.1K-1.9K-180.00144.64N/AN/A00113
2021-10-08$25.12$26.0032.4%6.0%13.3%0.0%0.0%2.6%-3.6%1.2K-2.2K-170.00145.31N/AN/A00113
2021-10-11$25.01$26.0059.8%6.2%12.9%0.0%0.0%2.1%-4.8%923-4.1K-150.00144.97N/AN/A00113
2021-10-12$24.97$26.0020.7%6.1%12.5%0.0%0.0%2.1%-4.3%3254.4K-60.00144.90N/AN/A00113
2021-10-13$25.11$26.0021.6%6.2%12.5%0.0%0.0%2.0%-4.2%-6894.9K-40.00145.13N/AN/A00113
2021-10-14$25.28$26.0022.5%6.5%12.5%0.0%0.0%1.6%-4.4%1.4K-3.6K-90.00144.60N/AN/A00113
2021-10-15$25.38$26.0022.8%6.5%11.7%0.0%0.0%0.9%-4.4%1054.0K-30.00145.15N/AN/A00113
2021-10-18$25.29$26.0022.2%6.4%10.0%0.0%0.0%1.2%-5.2%109-1.0K-30.00145.41N/AN/A0010
2021-10-19$25.44$26.0024.1%6.9%9.6%0.0%0.0%0.8%-3.9%109-1.1K-30.00144.68N/AN/A0010
2021-10-20$25.58$26.0027.8%8.0%9.6%0.0%27.1%1.0%-5.8%108-1.1K-30.00144.76N/AN/A1010
2021-10-21$25.47$26.0023.1%6.6%9.4%0.0%28.5%1.0%-6.1%112-1.1K-30.00144.55N/AN/A1010
2021-10-22$25.58$26.0028.4%8.1%9.0%0.0%28.1%0.9%-6.3%110-1.1K-30.00144.35N/AN/A1010
2021-10-25$25.53$26.0030.0%8.6%9.0%0.0%29.3%0.2%-7.2%112-1.1K-30.00144.46N/AN/A1010
2021-10-26$25.60$26.0030.2%8.6%6.9%0.0%30.1%-0.1%-7.7%112-1.2K-30.00144.45N/AN/A1010
2021-10-27$25.52$26.0030.8%8.8%7.0%0.0%30.6%0.3%-7.4%111-1.1K-30.00144.51N/AN/A1010
2021-10-28$25.60$26.0030.5%8.7%6.7%0.0%30.5%-0.2%-8.3%114-1.1K-30.00144.25N/AN/A1010
2021-10-29$25.36$26.0029.4%8.4%7.7%0.0%33.5%1.1%-9.2%110-1.0K-20.00144.24N/AN/A1010