SCHY Options History — April 2022

In April 2022, SCHY traded between $24.31 and $25.95. ATM implied volatility averaged 20.6%, placing in the 17.9% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 9.6% (HV 20d: 11.0%). Max pain ranged from $23.00 to $25.00. Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 7.67.

Notable Days

2022-04-01: Highest Volume — 20 contracts
2022-04-12: Largest IV spike — 244.3% change
2022-04-12: Highest IV Rank — 80.3%
2022-04-18: Largest Expected Move — 9.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.38	$24.31	$25.95	$25.82	$24.45
Max Pain	$24.30	$23.00	$25.00	$25.00	$24.00
ATM IV	20.6%	11.3%	67.3%	12.3%	17.5%
Expected Move	6.9%	3.6%	9.7%	7.1%	5.0%
HV 20d	11.0%	8.9%	16.5%	16.5%	11.7%
HV 60d	15.4%	15.1%	15.8%	15.5%	15.7%
IV Rank	17.9%	5.5%	80.3%	6.7%	13.8%
IV Percentile	19.4%	2.2%	97.9%	2.2%	12.2%
Term Structure	3.0%	-6.3%	20.1%	12.0%	20.1%
VWIV	29.8%	15.8%	50.9%	27.0%	25.2%
Skew 25d	-5.1%	-20.3%	12.6%	9.1%	6.4%
Skew 10d	0.6%	-16.6%	15.3%	5.1%	3.6%
Call IV 25d	27.2%	13.2%	35.9%	26.0%	25.1%
Put IV 25d	22.0%	11.1%	38.3%	35.1%	31.5%
Bid-Ask Spread %	136.35	127.93	145.39	139.46	138.09
Gamma HHI	0.65	0.47	0.89	0.47	0.48
Net GEX	-1.2K	-2.9K	518	518	-2.9K
Net DEX	20.3K	-2.3K	42.0K	-2.3K	41.0K
Net VEX	-144	-219	-14	-14	-214
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	7.67	0.50	18.00	9.00	7.00
Total Volume	6.6	0	20	20	16
Total OI	24.85	4	39	4	39

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
2022-04-01	$25.82	$25.00	12.3%	7.1%	16.5%	6.7%	27.0%	9.1%	12.0%	518	-2.3K	-14	9.00	139.46	N/A	N/A	2	18	3	1
2022-04-04	$25.93	$25.00	11.3%	8.5%	14.8%	5.5%	31.9%	2.3%	-4.0%	-684	13.1K	-126	0.50	145.39	N/A	N/A	2	1	3	18
2022-04-05	$25.80	$25.00	13.2%	8.5%	15.1%	8.0%	32.7%	2.4%	-3.7%	-775	14.0K	-125	0.50	145.11	N/A	N/A	2	1	3	18
2022-04-06	$25.75	$25.00	15.0%	8.8%	11.1%	10.3%	0.0%	-6.3%	-3.6%	-496	14.3K	-127	0.00	138.67	N/A	N/A	0	1	3	18
2022-04-07	$25.80	$25.00	11.9%	8.8%	10.3%	6.2%	0.0%	-14.5%	-4.2%	-539	13.9K	-124	0.00	138.27	N/A	N/A	0	1	3	18
2022-04-08	$25.95	$25.00	13.5%	7.6%	9.6%	8.4%	0.0%	-7.9%	-4.1%	-589	14.1K	-123	0.00	132.84	N/A	N/A	0	1	3	18
2022-04-11	$25.81	$25.00	19.6%	9.2%	10.0%	16.5%	0.0%	-15.5%	-5.4%	-634	13.6K	-122	0.00	139.08	N/A	N/A	0	1	3	18
2022-04-12	$25.62	$25.00	67.3%	9.4%	10.1%	80.3%	0.0%	-19.2%	-4.8%	-832	14.4K	-123	0.00	139.46	N/A	N/A	0	1	3	18
2022-04-13	$25.76	$25.00	31.9%	9.2%	9.5%	33.0%	0.0%	-20.3%	-4.9%	-893	13.5K	-120	0.00	139.55	N/A	N/A	0	1	3	18
2022-04-14	$25.73	$25.00	32.0%	9.2%	9.0%	33.1%	0.0%	-7.8%	-5.1%	-1.0K	14.7K	-118	0.00	139.01	N/A	N/A	0	1	3	18
2022-04-18	$25.60	$25.00	34.0%	9.7%	9.2%	35.7%	50.9%	-4.2%	-6.3%	-1.1K	15.6K	-119	1.00	138.72	N/A	N/A	1	1	2	18
2022-04-19	$25.50	$23.00	12.6%	3.6%	9.2%	7.2%	20.0%	-8.7%	10.4%	-1.0K	13.5K	-118	1.00	130.71	N/A	N/A	1	1	3	18
2022-04-20	$25.62	$23.00	28.7%	8.2%	8.9%	28.7%	15.8%	-2.1%	-5.6%	-1.1K	13.3K	-117	1.00	131.10	N/A	N/A	1	1	3	18
2022-04-21	$25.29	$23.00	13.2%	3.8%	9.7%	8.0%	43.9%	-13.8%	10.0%	-1.1K	14.9K	-117	13.00	127.93	N/A	N/A	1	13	3	18
2022-04-22	$25.01	$23.00	14.4%	4.1%	10.1%	9.6%	34.4%	-15.4%	8.5%	-1.5K	30.3K	-213	13.00	129.81	N/A	N/A	1	13	3	30
2022-04-25	$24.82	$23.00	14.6%	4.2%	10.0%	9.9%	21.9%	-9.4%	7.6%	-1.7K	32.4K	-211	18.00	129.94	N/A	N/A	1	18	3	30
2022-04-26	$24.31	$24.00	17.3%	5.0%	12.0%	13.4%	28.0%	10.7%	14.8%	-2.7K	42.0K	-216	14.00	130.75	N/A	N/A	1	14	3	35
2022-04-27	$24.38	$24.00	17.3%	4.9%	11.2%	13.4%	0.0%	12.6%	19.0%	-2.7K	41.5K	-217	0.00	140.60	N/A	N/A	0	0	3	36
2022-04-28	$24.59	$24.00	14.3%	4.1%	11.9%	9.5%	26.1%	-1.3%	10.0%	-2.7K	38.7K	-219	14.00	132.50	N/A	N/A	1	14	3	36
2022-04-29	$24.45	$24.00	17.5%	5.0%	11.7%	13.8%	25.2%	6.4%	20.1%	-2.9K	41.0K	-214	7.00	138.09	N/A	N/A	2	14	3	36