SCHY Options History — January 2022 In January 2022, SCHY traded between $25.43 and $26.26. ATM implied volatility averaged 38.3%. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 29.6% (HV 20d: 8.7%). Max pain ranged from $24.00 to $24.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2022-01-18 : Highest Volume — 2 contracts2022-01-07 : Largest IV spike — 125.6% change2022-01-26 : Largest Expected Move — 17.9%Monthly Statistics Metric Avg Min Max Open Close Price $25.85 $25.43 $26.26 $25.72 $25.78 Max Pain $24.00 $24.00 $24.00 $24.00 $24.00 ATM IV 38.3% 25.1% 82.0% 33.7% 35.9% Expected Move 9.7% 7.0% 17.9% 9.7% 10.3% HV 20d 8.7% 7.2% 10.9% 10.7% 10.9% HV 60d 10.1% 9.7% 10.6% 9.7% 10.5% Term Structure -5.1% -16.7% 32.0% -9.8% -9.7% VWIV 50.5% 50.5% 50.5% 50.5% 50.5% Skew 25d 0.9% -27.7% 19.3% 4.8% 19.3% Skew 10d 9.2% -14.8% 55.7% -11.7% 3.6% Call IV 25d 42.1% 11.3% 90.8% 11.3% 27.2% Put IV 25d 42.9% 16.0% 94.7% 16.0% 46.5% Bid-Ask Spread % 141.06 135.13 153.27 135.13 136.01 Gamma HHI 0.81 0.50 1.00 1.00 1.00 Net GEX -186 -1.1K 0 -87 -75 Net DEX 2.2K 355 4.6K 412 2.0K Net VEX -2 -3 0 -1 -3 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 1 0 2 0 1 Total OI 1.7 1 3 1 1
Daily Data (20 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 2022-01-03 $25.72 $24.00 33.7% 9.7% 10.7% 0.0% 0.0% 4.8% -9.8% -87 412 -1 0.00 135.13 N/A N/A 0 0 0 1 2022-01-04 $25.82 $24.00 25.1% 7.2% 9.7% 0.0% 0.0% -21.6% 7.2% -82 355 -1 0.00 138.69 N/A N/A 0 0 0 1 2022-01-05 $25.69 $24.00 35.2% 10.1% 9.2% 0.0% 50.5% -27.7% -10.8% -87 461 -1 0.00 136.20 N/A N/A 0 1 0 1 2022-01-06 $25.63 $0.00 36.4% 7.0% 7.9% 0.0% 0.0% 1.5% -3.2% -161 2.7K -3 0.00 139.44 N/A N/A 0 1 0 2 2022-01-07 $25.83 $0.00 82.0% 7.0% 7.7% 0.0% 0.0% 3.9% 32.0% -131 2.5K -3 0.00 138.87 N/A N/A 0 1 0 2 2022-01-10 $25.75 $0.00 41.0% 7.4% 7.6% 0.0% 0.0% 1.8% -4.3% -162 2.6K -2 0.00 138.98 N/A N/A 0 1 0 2 2022-01-11 $26.04 $0.00 32.7% 7.2% 8.0% 0.0% 0.0% 2.1% -3.6% -162 2.5K -2 0.00 139.45 N/A N/A 0 1 0 2 2022-01-12 $26.22 $0.00 35.8% 10.3% 7.8% 0.0% 0.0% 0.9% -6.4% -155 2.4K -1 0.00 150.53 N/A N/A 0 1 0 2 2022-01-13 $26.25 $0.00 26.7% 7.6% 7.2% 0.0% 0.0% 1.4% -4.5% -136 2.5K -1 0.00 139.44 N/A N/A 0 1 0 2 2022-01-14 $26.26 $0.00 27.1% 7.8% 7.2% 0.0% 0.0% 1.3% -4.5% -135 2.5K -1 0.00 138.81 N/A N/A 0 1 0 2 2022-01-18 $26.07 $0.00 28.9% 8.3% 7.6% 0.0% 0.0% 1.8% -5.6% 0 2.6K 0 0.00 138.77 N/A N/A 0 2 0 2 2022-01-19 $26.16 $0.00 29.3% 8.4% 7.4% 0.0% 0.0% 2.4% -5.9% -356 3.7K -1 0.00 138.84 N/A N/A 0 1 0 3 2022-01-20 $26.04 $0.00 29.1% 8.3% 7.4% 0.0% 0.0% 2.3% -5.4% -1.1K 3.7K -1 0.00 138.59 N/A N/A 0 1 0 3 2022-01-21 $25.75 $0.00 36.7% 10.5% 8.5% 0.0% 0.0% 0.7% -9.0% -617 4.6K 0 0.00 143.25 N/A N/A 0 2 0 3 2022-01-24 $25.55 $0.00 33.8% 9.7% 8.9% 0.0% 0.0% 4.0% -7.7% -68 2.0K -3 0.00 137.01 N/A N/A 0 1 0 1 2022-01-25 $25.75 $0.00 45.8% 13.1% 9.2% 0.0% 0.0% 3.1% -11.5% -62 1.8K -3 0.00 147.35 N/A N/A 0 1 0 1 2022-01-26 $25.43 $0.00 62.5% 17.9% 10.2% 0.0% 0.0% 12.2% -16.7% -51 1.7K -3 0.00 153.27 N/A N/A 0 1 0 1 2022-01-27 $25.61 $0.00 47.4% 13.6% 10.5% 0.0% 0.0% 1.1% -12.3% -61 1.8K -3 0.00 147.59 N/A N/A 0 1 0 1 2022-01-28 $25.58 $0.00 41.4% 11.9% 10.5% 0.0% 0.0% 2.0% -10.0% -65 1.9K -3 0.00 144.95 N/A N/A 0 1 0 1 2022-01-31 $25.78 $0.00 35.9% 10.3% 10.9% 0.0% 0.0% 19.3% -9.7% -75 2.0K -3 0.00 136.01 N/A N/A 0 1 0 1
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