SCHY Options History — August 2022

In August 2022, SCHY traded between $21.64 and $24.01. ATM implied volatility averaged 37.2%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 18.5% (HV 20d: 18.7%). Max pain ranged from $28.00 to $28.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 4 of 23 days.

Notable Days

  • 2022-08-08: Highest Volume — 41 contracts
  • 2022-08-09: Largest IV spike — 105.1% change
  • 2022-08-03: Highest IV Rank — 37.6%
  • 2022-08-03: Largest Expected Move — 15.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.59$21.64$24.01$22.72$21.64
Max Pain$28.00$28.00$28.00$28.00$28.00
ATM IV37.2%13.4%52.9%28.6%52.7%
Expected Move11.1%7.8%15.2%8.2%15.1%
HV 20d18.7%9.2%27.9%16.0%27.9%
HV 60d19.1%16.3%21.8%18.8%21.8%
IV Rank24.6%5.1%37.6%17.6%37.4%
IV Percentile58.8%5.4%92.5%30.6%92.5%
Term Structure-4.9%-20.3%46.9%22.7%-20.3%
VWIV23.2%16.7%42.8%16.7%42.8%
Skew 25d22.1%1.3%37.0%32.0%1.8%
Skew 10d21.2%-9.5%47.6%11.3%16.4%
Call IV 25d27.6%11.4%66.8%18.4%66.8%
Put IV 25d49.7%24.1%68.7%50.5%68.6%
Bid-Ask Spread %135.02128.75140.50140.50136.47
Gamma HHI0.840.500.990.980.99
Net GEX-3.2K-8.3K-1.5K-2.0K-1.5K
Net DEX71.2K60.9K92.2K61.2K70.1K
Net VEX-147-190-111-117-111
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume10.4350413333
Total OI42.95736483640

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$22.72$0.0028.6%8.2%16.0%17.6%0.0%32.0%22.7%-2.0K61.2K-1170.00140.50N/AN/A033036
2022-08-02$22.53$0.0029.2%8.4%13.7%18.1%0.0%37.0%5.3%-2.1K71.9K-1440.00135.65N/AN/A033040
2022-08-03$22.50$0.0052.9%15.2%13.7%37.6%0.0%9.0%-16.9%-1.9K66.2K-1600.00139.90N/AN/A033040
2022-08-04$22.53$28.0031.2%9.8%13.4%19.7%16.7%25.4%-8.7%-2.0K66.2K-1600.00133.40N/AN/A033040
2022-08-05$22.58$28.0033.6%9.8%13.4%21.6%16.7%25.9%-8.5%-2.0K66.1K-1590.00132.57N/AN/A033040
2022-08-08$22.61$28.0013.4%10.0%12.7%5.1%16.7%26.0%-9.6%-2.0K66.1K-1570.00135.56N/AN/A041040
2022-08-09$22.59$28.0027.5%10.1%12.7%16.6%0.0%26.4%-9.7%-2.9K76.4K-1680.00136.07N/AN/A00048
2022-08-10$22.91$28.0035.2%10.1%13.4%23.0%0.0%33.3%-9.1%-4.6K74.7K-1770.00135.26N/AN/A00048
2022-08-11$22.87$28.0027.4%7.9%11.3%16.6%0.0%5.2%-9.6%-6.0K82.7K-1530.00131.50N/AN/A00048
2022-08-12$22.97$28.0034.8%10.0%10.7%22.7%0.0%32.3%-9.7%-6.4K74.6K-1740.00134.71N/AN/A00048
2022-08-15$22.85$28.0037.0%10.6%10.9%24.4%0.0%32.3%-11.1%-6.7K77.5K-1640.00135.37N/AN/A00048
2022-08-16$23.03$28.0036.0%10.3%9.2%23.7%0.0%35.3%-10.2%-8.3K73.9K-1640.00134.62N/AN/A00048
2022-08-17$24.01$28.0040.6%11.6%16.5%27.5%0.0%16.4%-10.4%-2.8K60.9K-1900.00135.05N/AN/A00048
2022-08-18$22.82$28.0038.8%11.1%25.5%26.0%0.0%32.9%27.6%-7.1K79.3K-1570.00134.76N/AN/A00048
2022-08-19$22.62$28.0027.1%7.8%25.7%16.4%0.0%8.3%46.9%-2.2K92.2K-1210.00128.75N/AN/A01048
2022-08-22$22.34$28.0043.7%12.5%26.0%30.0%0.0%21.8%-10.9%-1.9K67.5K-1330.00135.83N/AN/A00040
2022-08-23$22.34$28.0045.1%12.9%25.9%31.2%0.0%23.9%-0.5%-1.9K67.3K-1350.00136.21N/AN/A00040
2022-08-24$22.28$28.0038.3%11.0%25.7%25.5%0.0%4.6%-10.6%-1.9K71.7K-1220.00129.56N/AN/A00040
2022-08-25$22.49$28.0045.8%13.1%25.9%31.7%0.0%27.6%-12.2%-1.9K67.1K-1400.00135.72N/AN/A00040
2022-08-26$22.06$28.0046.9%13.4%26.7%32.6%0.0%13.7%-13.8%-1.7K68.6K-1290.00133.78N/AN/A00040
2022-08-29$22.11$28.0038.4%11.0%26.7%25.6%0.0%1.3%-17.1%-1.7K69.2K-1240.00138.65N/AN/A00040
2022-08-30$22.18$28.0050.6%14.5%26.6%35.7%0.0%35.9%-16.9%-1.7K66.2K-1290.00135.60N/AN/A00040
2022-08-31$21.64$28.0052.7%15.1%27.9%37.4%42.8%1.8%-20.3%-1.5K70.1K-1110.00136.47N/AN/A033040