SCHY Options History — July 2022 In July 2022, SCHY traded between $21.56 and $22.67. ATM implied volatility averaged 49.5%, placing in the 43.5% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 30.9% (HV 20d: 18.6%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2022-07-01 : Highest Volume — 19 contracts2022-07-14 : Largest IV spike — 89.0% change2022-07-12 : Highest IV Rank — 100.0%2022-07-18 : Largest Expected Move — 17.5%Monthly Statistics Metric Avg Min Max Open Close Price $22.20 $21.56 $22.67 $22.60 $22.67 ATM IV 49.5% 20.6% 128.9% 53.2% 27.2% Expected Move 10.0% 5.9% 17.5% 15.3% 7.8% HV 20d 18.6% 15.9% 21.8% 20.4% 16.1% HV 60d 18.9% 18.0% 19.5% 18.0% 19.1% IV Rank 43.5% 11.0% 100.0% 61.4% 16.4% IV Percentile 69.3% 15.0% 100.0% 95.0% 25.7% Term Structure -4.8% -18.3% 20.6% -18.3% 20.6% Skew 25d 11.2% -1.7% 33.4% 6.5% 31.7% Skew 10d 8.6% -8.2% 46.8% 46.8% 11.5% Call IV 25d 34.4% 13.1% 63.3% 63.3% 15.9% Put IV 25d 45.6% 17.1% 77.1% 69.8% 47.6% Bid-Ask Spread % 140.08 132.10 150.35 136.01 139.98 Gamma HHI 0.98 0.97 1.00 0.98 0.98 Net GEX -1.6K -2.0K -1.3K -1.9K -2.0K Net DEX 63.6K 55.7K 72.5K 60.3K 61.6K Net VEX -109 -144 -63 -144 -114 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 19 19 19 19 19 Total OI 36 36 36 36 36
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 2022-07-01 $22.60 $0.00 53.2% 15.3% 20.4% 61.4% 0.0% 6.5% -18.3% -1.9K 60.3K -144 0.00 136.01 N/A N/A 0 19 0 36 2022-07-05 $22.07 $0.00 63.6% 7.8% 21.5% 75.4% 0.0% 3.4% -3.6% -1.6K 61.8K -120 0.00 144.28 N/A N/A 0 19 0 36 2022-07-06 $22.08 $0.00 38.9% 7.2% 21.4% 42.3% 0.0% -1.7% -4.0% -1.6K 66.5K -104 0.00 135.29 N/A N/A 0 19 0 36 2022-07-07 $22.28 $0.00 72.5% 8.5% 21.8% 87.3% 0.0% 3.2% -5.8% -1.7K 61.3K -130 0.00 145.33 N/A N/A 0 19 0 36 2022-07-08 $22.24 $0.00 73.5% 8.2% 21.6% 88.6% 0.0% 4.1% -4.9% -1.7K 61.5K -126 0.00 143.68 N/A N/A 0 19 0 36 2022-07-11 $22.01 $0.00 80.2% 7.6% 21.0% 97.6% 0.0% 3.4% -5.1% -1.6K 67.0K -97 0.00 135.71 N/A N/A 0 19 0 36 2022-07-12 $22.01 $0.00 128.9% 7.7% 20.4% 100.0% 0.0% 3.4% -5.3% -1.6K 65.3K -101 0.00 136.75 N/A N/A 0 19 0 36 2022-07-13 $21.95 $0.00 20.6% 5.9% 18.1% 11.0% 0.0% 3.0% -3.7% -1.3K 71.7K -67 0.00 132.10 N/A N/A 0 19 0 36 2022-07-14 $21.56 $0.00 38.9% 11.2% 18.8% 26.0% 0.0% 3.4% -7.1% -1.3K 63.4K -104 0.00 143.88 N/A N/A 0 19 0 36 2022-07-15 $21.84 $0.00 44.9% 12.9% 17.8% 31.0% 0.0% 22.2% -7.9% -1.4K 60.1K -123 0.00 146.38 N/A N/A 0 19 0 36 2022-07-18 $21.97 $0.00 61.0% 17.5% 17.3% 44.2% 0.0% 32.2% -12.6% -1.3K 55.7K -135 0.00 150.35 N/A N/A 0 19 0 36 2022-07-19 $22.39 $0.00 41.6% 11.9% 18.6% 28.3% 0.0% 11.7% -8.5% -1.8K 61.8K -122 0.00 142.40 N/A N/A 0 19 0 36 2022-07-20 $22.21 $0.00 41.0% 11.8% 18.1% 27.8% 0.0% 6.1% -8.2% -1.7K 62.4K -111 0.00 142.23 N/A N/A 0 19 0 36 2022-07-21 $22.19 $0.00 40.8% 11.7% 17.1% 27.6% 0.0% 5.8% -7.4% -1.7K 62.3K -111 0.00 142.94 N/A N/A 0 19 0 36 2022-07-22 $22.17 $0.00 24.0% 6.9% 17.1% 13.8% 0.0% 11.9% -6.1% -1.6K 71.0K -73 0.00 134.57 N/A N/A 0 19 0 36 2022-07-25 $22.37 $0.00 44.7% 12.8% 15.9% 30.8% 0.0% 30.6% -11.5% -1.8K 61.9K -117 0.00 139.18 N/A N/A 0 19 0 36 2022-07-26 $22.28 $0.00 24.7% 7.1% 15.9% 14.4% 0.0% 1.3% -5.8% -1.6K 72.5K -63 0.00 132.20 N/A N/A 0 19 0 36 2022-07-27 $22.49 $0.00 44.2% 12.7% 16.3% 30.4% 0.0% 8.4% -11.2% -1.8K 61.9K -116 0.00 139.54 N/A N/A 0 19 0 36 2022-07-28 $22.57 $0.00 25.7% 7.4% 16.3% 15.1% 0.0% 33.4% 19.8% -1.9K 62.5K -111 0.00 138.81 N/A N/A 0 19 0 36 2022-07-29 $22.67 $0.00 27.2% 7.8% 16.1% 16.4% 0.0% 31.7% 20.6% -2.0K 61.6K -114 0.00 139.98 N/A N/A 0 19 0 36
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