SCHY Options History — June 2022 In June 2022, SCHY traded between $22.25 and $24.70. ATM implied volatility averaged 41.8%, placing in the 46.3% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 22.9% (HV 20d: 19.0%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2022-06-10 : Highest Volume — 19 contracts2022-06-23 : Largest IV spike — 68.5% change2022-06-07 : Highest IV Rank — 66.6%2022-06-16 : Largest Expected Move — 13.6%Monthly Statistics Metric Avg Min Max Open Close Price $23.24 $22.25 $24.70 $24.45 $22.46 ATM IV 41.8% 25.9% 57.1% 41.8% 30.8% Expected Move 10.8% 7.4% 13.6% 12.0% 8.8% HV 20d 19.0% 15.0% 20.9% 20.1% 20.8% HV 60d 16.7% 15.0% 18.0% 16.2% 17.9% IV Rank 46.3% 24.9% 66.6% 46.2% 31.6% IV Percentile 74.0% 25.0% 96.7% 82.0% 43.9% Term Structure -7.1% -23.8% 94.9% -13.3% -10.6% Skew 25d 5.8% -6.6% 28.8% 0.4% 2.0% Skew 10d 13.9% 1.7% 45.0% 1.8% 2.0% Call IV 25d 41.1% 10.7% 58.9% 49.5% 35.6% Put IV 25d 46.9% 29.9% 62.1% 50.0% 37.6% Bid-Ask Spread % 138.56 131.40 146.32 138.01 131.88 Gamma HHI 0.98 0.96 1.00 0.98 1.00 Net GEX -2.1K -3.0K -1.6K -3.0K -1.8K Net DEX 53.9K 39.1K 70.5K 42.3K 70.5K Net VEX -153 -179 -93 -176 -93 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 17 13 19 13 19 Total OI 33.714 30 36 30 36
Daily Data (21 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 2022-06-01 $24.45 $0.00 41.8% 12.0% 20.1% 46.2% 0.0% 0.4% -13.3% -3.0K 42.3K -176 0.00 138.01 N/A N/A 0 13 0 30 2022-06-02 $24.70 $0.00 47.2% 9.1% 19.6% 53.4% 0.0% 22.1% -22.9% -2.8K 39.1K -179 0.00 141.17 N/A N/A 0 13 0 30 2022-06-03 $24.47 $0.00 52.0% 7.5% 16.9% 59.8% 0.0% 28.8% -8.2% -2.7K 41.3K -175 0.00 142.35 N/A N/A 0 13 0 30 2022-06-06 $24.56 $0.00 55.2% 9.3% 16.7% 64.1% 0.0% 26.9% -23.8% -2.8K 40.6K -173 0.00 142.40 N/A N/A 0 13 0 30 2022-06-07 $24.61 $0.00 57.1% 9.4% 15.0% 66.6% 0.0% 26.9% -23.2% -2.7K 39.9K -175 0.00 141.88 N/A N/A 0 13 0 30 2022-06-08 $24.26 $0.00 28.9% 8.3% 16.1% 29.0% 0.0% 7.3% -6.5% -2.8K 44.0K -167 0.00 135.59 N/A N/A 0 13 0 30 2022-06-09 $23.80 $0.00 25.9% 7.4% 17.7% 24.9% 0.0% -1.6% -19.0% -2.3K 46.5K -160 0.00 134.78 N/A N/A 0 13 0 30 2022-06-10 $23.40 $0.00 43.2% 12.4% 18.0% 48.0% 0.0% -1.8% -11.6% -1.6K 44.4K -158 0.00 143.94 N/A N/A 0 19 0 30 2022-06-13 $22.74 $0.00 33.3% 9.5% 18.9% 34.8% 0.0% 2.2% -10.4% -2.0K 61.6K -147 0.00 134.97 N/A N/A 0 19 0 36 2022-06-14 $22.51 $0.00 41.0% 11.8% 18.9% 45.2% 0.0% 2.6% -12.4% -1.7K 59.3K -156 0.00 140.43 N/A N/A 0 19 0 36 2022-06-15 $22.96 $0.00 45.3% 13.0% 19.5% 50.9% 0.0% 0.3% -15.0% -1.8K 53.5K -174 0.00 146.32 N/A N/A 0 19 0 36 2022-06-16 $22.60 $0.00 47.3% 13.6% 19.4% 53.6% 0.0% 3.2% 94.9% -1.7K 55.9K -163 0.00 143.53 N/A N/A 0 19 0 36 2022-06-17 $22.44 $0.00 43.7% 12.5% 19.2% 48.8% 0.0% 2.2% 22.1% -1.8K 59.4K -152 0.00 136.86 N/A N/A 0 19 0 36 2022-06-21 $22.74 $0.00 43.8% 12.6% 19.9% 48.9% 0.0% 1.3% -11.8% -1.9K 58.4K -154 0.00 140.56 N/A N/A 0 19 0 36 2022-06-22 $22.36 $0.00 27.4% 7.8% 19.5% 26.9% 0.0% -0.9% -8.5% -1.8K 67.1K -110 0.00 131.40 N/A N/A 0 19 0 36 2022-06-23 $22.25 $0.00 46.1% 13.2% 19.4% 52.0% 0.0% 1.0% -13.1% -1.7K 60.5K -141 0.00 140.32 N/A N/A 0 19 0 36 2022-06-24 $22.68 $0.00 45.1% 12.9% 20.9% 50.7% 0.0% 1.4% -14.0% -1.9K 59.1K -152 0.00 141.90 N/A N/A 0 19 0 36 2022-06-27 $22.73 $0.00 40.0% 11.5% 20.9% 43.8% 0.0% 2.2% -12.7% -2.1K 62.6K -138 0.00 134.41 N/A N/A 0 19 0 36 2022-06-28 $22.71 $0.00 41.2% 11.8% 20.7% 45.4% 0.0% -6.6% -13.7% -2.0K 62.5K -137 0.00 132.12 N/A N/A 0 19 0 36 2022-06-29 $22.64 $0.00 42.5% 12.2% 20.7% 47.1% 0.0% 1.7% -14.6% -2.0K 62.8K -136 0.00 134.99 N/A N/A 0 19 0 36 2022-06-30 $22.46 $0.00 30.8% 8.8% 20.8% 31.6% 0.0% 2.0% -10.6% -1.8K 70.5K -93 0.00 131.88 N/A N/A 0 19 0 36
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