SCHY Options History — March 2022 In March 2022, SCHY traded between $24.22 and $25.96. ATM implied volatility averaged 36.4%, placing in the 27.1% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 16.3% (HV 20d: 20.1%). Max pain ranged from $25.00 to $28.00. Net GEX was positive for 12 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 1.45.
Notable Days 2022-03-16 : Highest Volume — 5 contracts2022-03-30 : Largest IV spike — 130.7% change2022-03-17 : Highest IV Rank — 50.2%2022-03-07 : Largest Expected Move — 22.2%Monthly Statistics Metric Avg Min Max Open Close Price $25.22 $24.22 $25.96 $25.18 $25.73 Max Pain $27.08 $25.00 $28.00 $28.00 $25.00 ATM IV 36.4% 10.1% 77.3% 39.4% 12.6% Expected Move 11.7% 6.9% 22.2% 11.3% 7.1% HV 20d 20.1% 15.9% 22.6% 15.9% 18.3% HV 60d 14.6% 12.8% 15.5% 12.8% 15.5% IV Rank 27.1% 3.8% 50.2% 50.2% 7.2% IV Percentile 32.0% 1.5% 84.9% 84.9% 2.9% Term Structure -0.8% -14.6% 29.1% -12.5% 11.2% VWIV 55.5% 26.7% 89.8% 48.2% 26.8% Skew 25d 8.1% -15.4% 21.9% -15.0% 11.6% Skew 10d 4.1% -18.7% 18.3% 6.3% 7.2% Call IV 25d 36.4% 15.6% 51.3% 47.4% 24.7% Put IV 25d 44.4% 29.2% 57.0% 32.5% 36.3% Bid-Ask Spread % 142.90 130.94 152.75 141.76 139.26 Gamma HHI 0.58 0.37 0.90 0.62 0.43 Net GEX 50 -536 581 -39 446 Net DEX 1.3K -2.9K 4.4K 2.1K -2.2K Net VEX -7 -16 -1 -2 -14 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.45 0.50 4.00 1.00 0.50 Total Volume 2.609 1 5 2 3 Total OI 2.913 2 6 2 4
Daily Data (23 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 2022-03-01 $25.18 $28.00 39.4% 11.3% 15.9% 0.0% 48.2% -15.0% -12.5% -39 2.1K -2 1.00 141.76 N/A N/A 1 1 1 1 2022-03-02 $25.46 $28.00 41.4% 11.9% 16.4% 0.0% 46.1% 4.7% -7.2% -48 2.1K -2 1.00 142.18 N/A N/A 1 1 1 1 2022-03-03 $25.14 $28.00 37.0% 10.6% 16.5% 0.0% 50.9% 13.3% -7.6% -39 2.1K -2 1.00 141.62 N/A N/A 1 1 1 1 2022-03-04 $24.65 $28.00 47.6% 13.7% 17.7% 0.0% 67.4% 5.9% -9.9% -28 2.0K -2 1.00 144.48 N/A N/A 1 1 1 1 2022-03-07 $24.22 $28.00 77.3% 22.2% 18.5% 0.0% 79.8% 5.7% -14.0% -22 1.9K -1 1.00 151.41 N/A N/A 1 1 1 1 2022-03-08 $24.32 $28.00 41.2% 20.0% 18.5% 0.0% 80.8% 5.7% -11.5% -26 2.1K -1 1.00 148.32 N/A N/A 1 1 1 1 2022-03-09 $25.07 $28.00 38.8% 16.0% 21.8% 0.0% 76.4% 4.5% -11.2% -34 2.0K -1 1.00 148.82 N/A N/A 1 1 1 1 2022-03-10 $24.83 $28.00 31.7% 14.6% 21.8% 0.0% 71.4% 4.9% -6.2% -34 2.2K -1 1.00 141.83 N/A N/A 1 1 1 1 2022-03-11 $24.62 $28.00 38.9% 17.0% 21.8% 0.0% 89.8% 4.0% -10.6% -30 2.1K -1 2.00 148.88 N/A N/A 1 2 1 1 2022-03-14 $24.61 $0.00 47.6% 10.7% 21.8% 0.0% 0.0% 8.5% -13.0% -81 3.9K -7 1.00 131.56 N/A N/A 2 2 1 2 2022-03-15 $24.86 $0.00 47.7% 10.6% 22.3% 0.0% 0.0% 10.0% -11.2% 2 3.1K -9 2.00 132.43 N/A N/A 1 2 2 2 2022-03-16 $25.16 $0.00 46.8% 10.1% 22.4% 0.0% 0.0% -15.4% -12.9% 9 3.1K -9 4.00 130.94 N/A N/A 1 4 2 2 2022-03-17 $25.40 $0.00 44.8% 19.1% 22.6% 50.2% 0.0% 11.3% 23.9% -536 4.4K -10 4.00 145.82 N/A N/A 1 4 2 4 2022-03-18 $25.47 $0.00 32.7% 7.5% 22.3% 34.1% 0.0% 16.2% -8.2% 180 3.7K -9 4.00 138.58 N/A N/A 1 4 2 4 2022-03-21 $25.39 $0.00 37.7% 8.6% 22.3% 40.8% 0.0% 21.9% -12.7% 174 1.1K -8 0.00 145.66 N/A N/A 0 1 1 1 2022-03-22 $25.60 $0.00 21.0% 6.9% 22.3% 18.3% 0.0% 3.2% 14.9% 62 722 -9 0.00 139.31 N/A N/A 0 1 1 1 2022-03-23 $25.43 $0.00 41.9% 9.9% 22.4% 46.4% 0.0% 15.8% -14.6% 45 578 -9 0.00 150.79 N/A N/A 0 1 1 1 2022-03-24 $25.59 $0.00 25.5% 8.3% 21.2% 24.4% 0.0% 15.5% 19.2% 55 603 -9 0.00 145.52 N/A N/A 0 1 1 1 2022-03-25 $25.76 $0.00 25.2% 11.4% 19.4% 24.0% 53.4% 19.4% 29.1% 57 499 -9 0.50 152.75 N/A N/A 2 1 1 1 2022-03-28 $25.68 $25.00 27.9% 8.4% 19.4% 27.6% 31.7% 18.6% 18.2% 206 -2.6K -16 0.50 145.57 N/A N/A 2 1 3 1 2022-03-29 $25.94 $25.00 10.1% 7.2% 18.9% 3.8% 27.2% 4.0% 14.2% 581 -2.8K -16 0.50 139.64 N/A N/A 2 1 3 1 2022-03-30 $25.96 $25.00 23.2% 7.0% 18.6% 21.3% 26.7% 11.7% 14.8% 261 -2.9K -16 0.50 139.55 N/A N/A 2 1 3 1 2022-03-31 $25.73 $25.00 12.6% 7.1% 18.3% 7.2% 26.8% 11.6% 11.2% 446 -2.2K -14 0.50 139.26 N/A N/A 2 1 3 1
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