SCHY Options History — February 2022

Name: SCHY Options Analytics - February 2022
Creator: Options Analysis Suite

In February 2022, SCHY traded between $25.03 and $26.32. ATM implied volatility averaged 33.9%. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 22.2% (HV 20d: 11.7%). Max pain ranged from $28.00 to $28.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 1.00.

Notable Days

2022-02-07: Highest Volume — 6 contracts
2022-02-09: Largest IV spike — 117.1% change
2022-02-02: Largest Expected Move — 12.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.92	$25.03	$26.32	$25.90	$25.53
Max Pain	$28.00	$28.00	$28.00	$28.00	$28.00
ATM IV	33.9%	12.4%	53.5%	42.5%	38.7%
Expected Move	9.6%	7.7%	12.5%	12.2%	11.1%
HV 20d	11.7%	10.6%	15.5%	11.0%	15.5%
HV 60d	11.1%	10.5%	12.6%	10.5%	12.6%
Term Structure	-9.6%	-18.4%	-3.7%	-13.0%	-10.9%
VWIV	38.6%	29.7%	57.9%	39.6%	42.9%
Skew 25d	1.4%	-13.4%	22.4%	2.7%	4.6%
Skew 10d	9.5%	-3.2%	49.9%	48.0%	6.8%
Call IV 25d	38.2%	9.7%	64.0%	55.0%	41.1%
Put IV 25d	39.6%	24.4%	66.3%	57.7%	45.7%
Bid-Ask Spread %	145.34	134.33	162.09	142.85	142.20
Gamma HHI	0.88	0.59	1.00	1.00	0.61
Net GEX	-1.3K	-5.8K	-39	-71	-45
Net DEX	4.7K	1.8K	10.6K	1.9K	2.0K
Net VEX	-5	-11	-1	-3	-2
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.00	1.00	1.00	1.00	1.00
Total Volume	1.526	1	6	1	2
Total OI	3.579	1	6	1	2

Daily Data (19 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
2022-02-01	$25.90	$0.00	42.5%	12.2%	11.0%	0.0%	0.0%	2.7%	-13.0%	-71	1.9K	-3	0.00	142.85	N/A	N/A	0	1	0	1
2022-02-02	$26.11	$0.00	43.6%	12.5%	11.3%	0.0%	0.0%	-9.0%	-13.4%	-75	1.8K	-3	0.00	142.96	N/A	N/A	0	1	0	1
2022-02-03	$26.04	$28.00	53.5%	8.5%	11.1%	0.0%	39.6%	2.3%	-5.4%	-68	1.8K	-3	0.00	155.80	N/A	N/A	0	1	0	1
2022-02-04	$25.92	$28.00	39.5%	8.4%	11.3%	0.0%	29.7%	3.5%	-3.7%	-79	2.0K	-3	0.00	134.33	N/A	N/A	0	1	0	1
2022-02-07	$26.02	$28.00	16.4%	7.7%	11.0%	0.0%	30.8%	22.4%	-8.0%	-84	2.0K	-3	0.00	144.29	N/A	N/A	0	6	0	1
2022-02-08	$26.21	$28.00	12.4%	7.7%	11.2%	0.0%	33.0%	1.1%	-7.1%	-2.2K	6.6K	-11	0.00	144.34	N/A	N/A	0	1	0	6
2022-02-09	$26.32	$28.00	27.0%	7.8%	10.6%	0.0%	31.4%	0.8%	-7.7%	-837	7.4K	-11	0.00	145.01	N/A	N/A	0	1	0	6
2022-02-10	$26.13	$28.00	28.0%	8.0%	10.6%	0.0%	31.6%	0.8%	-8.8%	-2.1K	7.4K	-10	0.00	145.35	N/A	N/A	0	1	0	6
2022-02-11	$26.09	$28.00	41.3%	11.8%	10.6%	0.0%	53.7%	1.9%	-18.4%	-2.3K	7.4K	-10	0.00	161.54	N/A	N/A	0	1	0	6
2022-02-14	$25.91	$28.00	40.9%	11.7%	10.9%	0.0%	57.9%	2.3%	-17.8%	-2.0K	8.8K	-8	0.00	162.09	N/A	N/A	0	1	0	6
2022-02-15	$26.19	$28.00	30.1%	8.6%	11.3%	0.0%	34.7%	1.3%	-9.9%	-2.6K	6.5K	-7	0.00	144.53	N/A	N/A	0	1	0	6
2022-02-16	$26.31	$28.00	30.0%	8.6%	11.4%	0.0%	34.8%	2.0%	-10.2%	-977	7.3K	-6	0.00	144.97	N/A	N/A	0	1	0	6
2022-02-17	$26.00	$28.00	31.3%	9.0%	12.1%	0.0%	35.6%	7.5%	-6.2%	-4.9K	8.5K	-5	0.00	142.56	N/A	N/A	0	1	0	6
2022-02-18	$25.91	$28.00	31.0%	8.9%	11.4%	0.0%	37.0%	2.3%	-6.6%	-5.8K	10.6K	-3	0.00	142.52	N/A	N/A	0	1	0	6
2022-02-22	$25.66	$28.00	34.0%	9.8%	11.6%	0.0%	40.0%	-6.0%	-7.8%	-69	2.3K	-1	1.00	140.71	N/A	N/A	1	1	0	1
2022-02-23	$25.55	$28.00	34.8%	10.0%	11.3%	0.0%	38.6%	-0.7%	-8.8%	-45	2.0K	-2	1.00	142.71	N/A	N/A	1	1	1	1
2022-02-24	$25.03	$28.00	32.7%	9.4%	12.8%	0.0%	45.4%	0.4%	-9.4%	-39	2.3K	-1	1.00	139.93	N/A	N/A	1	1	1	1
2022-02-25	$25.65	$28.00	36.4%	10.4%	15.4%	0.0%	40.4%	-13.4%	-9.5%	-44	1.9K	-2	1.00	142.70	N/A	N/A	1	1	1	1
2022-02-28	$25.53	$28.00	38.7%	11.1%	15.5%	0.0%	42.9%	4.6%	-10.9%	-45	2.0K	-2	1.00	142.20	N/A	N/A	1	1	1	1