SCHY Options History — December 2021

Name: SCHY Options Analytics - December 2021
Creator: Options Analysis Suite

In December 2021, SCHY traded between $24.65 and $25.69. ATM implied volatility averaged 38.5%. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 26.2% (HV 20d: 12.3%). Max pain ranged from $24.00 to $24.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.

Notable Days

2021-12-13: Highest Volume — 1 contracts
2021-12-15: Largest IV drop — 65.6% change
2021-12-03: Largest Expected Move — 12.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.18	$24.65	$25.69	$24.65	$25.69
Max Pain	$24.00	$24.00	$24.00	$24.00	$24.00
ATM IV	38.5%	23.2%	78.8%	40.3%	31.7%
Expected Move	8.6%	6.6%	12.3%	11.5%	9.1%
HV 20d	12.3%	8.9%	14.2%	8.9%	11.2%
HV 60d	10.4%	9.8%	11.2%	10.3%	9.8%
Term Structure	-7.6%	-16.8%	-4.4%	-15.0%	-8.2%
VWIV	16.8%	16.8%	16.8%	16.8%	16.8%
Skew 25d	-8.3%	-33.1%	24.6%	24.6%	-23.6%
Skew 10d	6.0%	-16.7%	38.2%	38.2%	-4.7%
Call IV 25d	32.4%	6.5%	52.6%	25.2%	38.8%
Put IV 25d	24.2%	9.9%	54.4%	49.8%	15.3%
Bid-Ask Spread %	138.87	136.51	143.86	140.70	137.35
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	-79	-252	0	0	-87
Net DEX	319	0	777	0	473
Net VEX	-1	-3	0	0	-2
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.045	0	1	0	0
Total OI	0.591	0	1	0	1

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Put Vol	Put OI
2021-12-01	$24.65	$0.00	40.3%	11.5%	8.9%	0.0%	0.0%	24.6%	-15.0%	0	0	0	140.70	N/A	N/A	0	0
2021-12-02	$24.88	$0.00	40.9%	11.7%	9.3%	0.0%	0.0%	3.2%	-13.9%	0	0	0	142.22	N/A	N/A	0	0
2021-12-03	$24.71	$0.00	43.0%	12.3%	9.4%	0.0%	0.0%	1.8%	-16.8%	0	0	0	142.74	N/A	N/A	0	0
2021-12-06	$25.08	$0.00	46.1%	7.7%	11.1%	0.0%	0.0%	3.3%	-5.5%	0	0	0	139.01	N/A	N/A	0	0
2021-12-07	$25.36	$0.00	47.9%	7.6%	11.9%	0.0%	0.0%	2.5%	-4.8%	0	0	0	139.21	N/A	N/A	0	0
2021-12-08	$25.05	$0.00	47.8%	7.5%	12.6%	0.0%	0.0%	2.2%	-5.3%	0	0	0	139.44	N/A	N/A	0	0
2021-12-09	$24.88	$0.00	49.1%	7.6%	12.7%	0.0%	0.0%	1.9%	-5.6%	0	0	0	139.31	N/A	N/A	0	0
2021-12-10	$25.05	$0.00	54.2%	7.6%	13.0%	0.0%	0.0%	2.3%	-5.7%	0	0	0	139.46	N/A	N/A	0	0
2021-12-13	$24.93	$0.00	47.9%	7.6%	12.9%	0.0%	16.8%	-11.0%	-6.1%	0	0	0	136.54	N/A	N/A	1	0
2021-12-14	$24.81	$24.00	78.8%	7.8%	13.0%	0.0%	0.0%	-13.5%	-5.9%	-171	502	-2	136.82	N/A	N/A	0	1
2021-12-15	$25.07	$24.00	27.1%	7.8%	13.6%	0.0%	0.0%	12.5%	-6.2%	-131	511	-2	136.51	N/A	N/A	0	1
2021-12-16	$25.17	$24.00	28.2%	8.1%	13.6%	0.0%	0.0%	-12.9%	-4.4%	-91	734	-3	139.17	N/A	N/A	0	1
2021-12-17	$25.05	$24.00	28.2%	8.1%	13.7%	0.0%	0.0%	-16.0%	-5.6%	-127	777	-3	137.51	N/A	N/A	0	1
2021-12-20	$24.99	$24.00	29.9%	8.6%	13.6%	0.0%	0.0%	-16.6%	-6.3%	-252	423	-2	137.60	N/A	N/A	0	1
2021-12-21	$25.21	$24.00	29.0%	8.3%	14.0%	0.0%	0.0%	-14.8%	-5.6%	-134	670	-2	138.38	N/A	N/A	0	1
2021-12-22	$25.35	$24.00	29.4%	8.4%	14.2%	0.0%	0.0%	-24.3%	-5.8%	-126	634	-2	138.99	N/A	N/A	0	1
2021-12-23	$25.46	$24.00	23.2%	6.6%	14.2%	0.0%	0.0%	-22.9%	-7.0%	-141	498	-2	138.60	N/A	N/A	0	1
2021-12-27	$25.59	$24.00	34.8%	10.0%	12.4%	0.0%	0.0%	-33.1%	-9.4%	-110	601	-2	143.86	N/A	N/A	0	1
2021-12-28	$25.66	$24.00	29.2%	8.4%	12.3%	0.0%	0.0%	-23.4%	-7.8%	-134	421	-1	137.35	N/A	N/A	0	1
2021-12-29	$25.69	$24.00	29.4%	8.4%	11.5%	0.0%	0.0%	-0.7%	-8.2%	-153	281	-1	137.20	N/A	N/A	0	1
2021-12-30	$25.67	$24.00	30.5%	8.8%	11.5%	0.0%	0.0%	-23.3%	-7.8%	-87	484	-2	137.19	N/A	N/A	0	1
2021-12-31	$25.69	$24.00	31.7%	9.1%	11.2%	0.0%	0.0%	-23.6%	-8.2%	-87	473	-2	137.35	N/A	N/A	0	1