SCHY Options History — September 2022 In September 2022, SCHY traded between $19.80 and $23.00. ATM implied volatility averaged 54.7%, placing in the 38.7% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 19.8% (HV 20d: 34.9%). Max pain ranged from $28.00 to $28.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2022-09-06 : Highest Volume — 33 contracts2022-09-23 : Largest IV spike — 97.5% change2022-09-13 : Highest IV Rank — 84.7%2022-09-02 : Largest Expected Move — 16.7%Monthly Statistics Metric Avg Min Max Open Close Price $21.23 $19.80 $23.00 $21.38 $19.96 Max Pain $28.00 $28.00 $28.00 $28.00 $28.00 ATM IV 54.7% 22.7% 110.3% 57.5% 53.8% Expected Move 12.1% 6.5% 16.7% 16.5% 15.4% HV 20d 34.9% 27.7% 40.9% 28.1% 40.2% HV 60d 25.3% 20.6% 29.0% 21.9% 29.0% IV Rank 38.7% 12.7% 84.7% 41.3% 36.8% IV Percentile 79.8% 14.3% 99.6% 95.0% 90.9% Term Structure -8.2% -22.8% 9.9% -22.0% -16.1% Skew 25d 4.5% 0.7% 25.2% 1.9% 1.9% Skew 10d 11.0% 1.1% 63.1% 63.1% 6.2% Call IV 25d 49.2% 28.8% 71.8% 70.0% 66.4% Put IV 25d 53.7% 29.5% 73.8% 71.9% 68.3% Bid-Ask Spread % 140.64 133.16 145.28 134.21 137.01 Gamma HHI 0.99 0.96 1.00 0.99 1.00 Net GEX -1.0K -1.8K -380 -1.4K -445 Net DEX 53.9K 37.4K 71.5K 70.5K 39.6K Net VEX -78 -121 -31 -102 -42 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 11.571 0 33 0 22 Total OI 30.857 22 40 40 22
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 2022-09-01 $21.38 $28.00 57.5% 16.5% 28.1% 41.3% 0.0% 1.9% -22.0% -1.4K 70.5K -102 0.00 134.21 N/A N/A 0 0 0 40 2022-09-02 $21.31 $28.00 58.1% 16.7% 28.1% 41.9% 0.0% 2.0% -22.8% -1.3K 71.5K -96 0.00 133.16 N/A N/A 0 0 0 40 2022-09-06 $21.30 $0.00 68.8% 10.6% 28.1% 50.6% 0.0% 2.6% -7.0% -1.3K 71.2K -96 0.00 142.51 N/A N/A 0 33 0 40 2022-09-07 $21.48 $0.00 72.1% 10.8% 28.3% 53.3% 0.0% 2.4% -6.4% -1.4K 70.8K -97 0.00 142.78 N/A N/A 0 33 0 40 2022-09-08 $21.49 $0.00 74.4% 10.9% 27.7% 55.2% 0.0% 2.4% -7.2% -1.4K 70.8K -96 0.00 144.94 N/A N/A 0 7 0 40 2022-09-09 $22.03 $0.00 57.6% 10.1% 29.4% 41.4% 0.0% 2.9% -6.7% -1.6K 67.8K -102 0.00 140.83 N/A N/A 0 0 0 38 2022-09-12 $22.37 $0.00 99.5% 10.5% 30.0% 75.9% 0.0% 2.9% -7.1% -1.8K 65.1K -108 0.00 145.28 N/A N/A 0 0 0 38 2022-09-13 $21.75 $0.00 110.3% 10.7% 31.4% 84.7% 0.0% 2.4% -7.6% -1.5K 66.9K -93 0.00 142.43 N/A N/A 0 30 0 38 2022-09-14 $23.00 $0.00 39.9% 11.5% 37.6% 26.9% 0.0% 5.9% -6.6% -1.7K 55.9K -121 0.00 144.52 N/A N/A 0 0 0 38 2022-09-15 $23.00 $0.00 40.9% 11.7% 34.2% 27.7% 0.0% 5.7% -6.3% -1.7K 55.2K -118 0.00 144.37 N/A N/A 0 0 0 38 2022-09-16 $21.46 $0.00 41.9% 12.0% 38.1% 28.5% 0.0% 3.2% -7.1% -788 71.5K -81 0.00 141.81 N/A N/A 0 30 0 38 2022-09-19 $21.54 $0.00 40.3% 11.6% 38.1% 27.2% 0.0% 2.3% -8.2% -808 37.4K -80 0.00 144.75 N/A N/A 0 0 0 22 2022-09-20 $21.26 $0.00 41.7% 12.0% 38.1% 28.3% 0.0% 2.5% -7.8% -746 37.7K -76 0.00 143.23 N/A N/A 0 0 0 22 2022-09-21 $20.96 $0.00 42.8% 12.3% 38.3% 29.3% 0.0% 4.3% -8.9% -678 38.2K -68 0.00 143.53 N/A N/A 0 0 0 22 2022-09-22 $21.04 $0.00 22.7% 6.5% 38.4% 12.7% 0.0% 0.7% 3.7% -588 42.2K -46 0.00 134.46 N/A N/A 0 0 0 22 2022-09-23 $20.31 $0.00 44.9% 12.9% 39.8% 30.9% 0.0% 0.9% -4.4% -530 39.1K -57 0.00 142.98 N/A N/A 0 0 0 22 2022-09-26 $20.02 $0.00 51.0% 14.6% 39.6% 34.5% 0.0% 1.9% -12.7% -493 38.7K -52 0.00 140.31 N/A N/A 0 22 0 22 2022-09-27 $19.80 $0.00 39.9% 11.4% 39.5% 25.1% 0.0% 7.5% 9.9% -380 40.5K -34 0.00 138.02 N/A N/A 0 22 0 22 2022-09-28 $20.30 $0.00 38.3% 11.0% 40.9% 23.8% 0.0% 25.2% -5.9% -400 41.9K -31 0.00 134.53 N/A N/A 0 22 0 22 2022-09-29 $20.14 $0.00 52.9% 15.2% 40.2% 36.0% 0.0% 13.4% -13.9% -489 39.5K -49 0.00 137.88 N/A N/A 0 22 0 22 2022-09-30 $19.96 $0.00 53.8% 15.4% 40.2% 36.8% 0.0% 1.9% -16.1% -445 39.6K -42 0.00 137.01 N/A N/A 0 22 0 22
« Aug 2022 | All History | Oct 2022 » Home SCHY History September 2022