SCHY Options History — October 2022

Name: SCHY Options Analytics - October 2022
Creator: Options Analysis Suite

In October 2022, SCHY traded between $19.88 and $21.12. ATM implied volatility averaged 43.7%, placing in the 28.3% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 12.4% (HV 20d: 31.3%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days.

Notable Days

2022-10-03: Highest Volume — 22 contracts
2022-10-07: Largest IV spike — 70.4% change
2022-10-10: Highest IV Rank — 49.1%
2022-10-03: Largest Expected Move — 16.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.48	$19.88	$21.12	$20.39	$20.98
ATM IV	43.7%	28.2%	68.4%	55.8%	28.2%
Expected Move	11.2%	7.1%	16.0%	16.0%	8.1%
HV 20d	31.3%	21.3%	43.2%	41.1%	21.3%
HV 60d	30.3%	29.4%	30.9%	29.4%	30.9%
IV Rank	28.3%	15.3%	49.1%	38.5%	15.3%
IV Percentile	65.7%	22.2%	95.2%	91.7%	22.2%
Term Structure	-7.0%	-26.5%	12.6%	-16.4%	-7.1%
Skew 25d	8.5%	-18.2%	34.8%	19.5%	12.9%
Skew 10d	6.8%	-7.6%	24.7%	6.3%	2.1%
Call IV 25d	39.9%	20.5%	56.9%	52.4%	22.1%
Put IV 25d	48.3%	27.1%	71.9%	71.9%	35.0%
Bid-Ask Spread %	139.58	134.94	144.62	142.01	136.66
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	-503	-697	-321	-550	-431
Net DEX	40.6K	38.8K	43.8K	39.3K	43.8K
Net VEX	-41	-57	-24	-52	-26
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	22	22	22	22	22
Total OI	22	22	22	22	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	Spread %	Call Wall	Put Wall	Put Vol	Put OI
2022-10-03	$20.39	$0.00	55.8%	16.0%	41.1%	38.5%	0.0%	19.5%	-16.4%	-550	39.3K	-52	142.01	N/A	N/A	22	22
2022-10-04	$20.98	$0.00	45.7%	13.1%	42.5%	30.0%	0.0%	34.8%	-14.7%	-645	40.6K	-52	136.14	N/A	N/A	22	22
2022-10-05	$20.82	$0.00	45.1%	12.9%	42.5%	29.5%	0.0%	27.5%	-26.5%	-594	40.8K	-49	134.98	N/A	N/A	22	22
2022-10-06	$20.33	$0.00	36.6%	7.1%	43.2%	22.3%	0.0%	0.6%	-2.8%	-321	42.8K	-24	136.83	N/A	N/A	22	22
2022-10-07	$20.11	$0.00	62.3%	11.8%	42.0%	44.0%	0.0%	3.1%	-4.1%	-501	39.0K	-49	143.26	N/A	N/A	22	22
2022-10-10	$20.15	$0.00	68.4%	7.2%	41.4%	49.1%	0.0%	3.9%	12.6%	-372	41.7K	-29	138.55	N/A	N/A	22	22
2022-10-11	$19.94	$0.00	56.9%	9.5%	40.6%	39.4%	0.0%	13.3%	-3.2%	-335	41.4K	-27	138.19	N/A	N/A	22	22
2022-10-12	$19.88	$0.00	43.0%	12.3%	33.8%	27.8%	0.0%	3.3%	-5.3%	-464	38.8K	-47	142.28	N/A	N/A	22	22
2022-10-13	$20.22	$0.00	41.2%	11.8%	34.8%	26.2%	0.0%	3.0%	-4.7%	-515	39.1K	-48	140.12	N/A	N/A	22	22
2022-10-14	$19.94	$0.00	35.0%	10.0%	26.0%	21.0%	0.0%	-18.2%	-18.1%	-384	40.5K	-36	140.79	N/A	N/A	22	22
2022-10-17	$20.35	$0.00	36.6%	10.5%	27.2%	22.3%	0.0%	4.1%	12.1%	-494	40.2K	-43	141.38	N/A	N/A	22	22
2022-10-18	$20.43	$0.00	46.2%	13.2%	27.1%	30.4%	0.0%	3.0%	-7.9%	-562	38.9K	-53	143.07	N/A	N/A	22	22
2022-10-19	$20.24	$0.00	45.6%	13.1%	26.8%	29.9%	0.0%	-0.4%	-6.2%	-499	39.8K	-44	140.22	N/A	N/A	22	22
2022-10-20	$20.20	$0.00	47.0%	13.5%	26.8%	31.1%	0.0%	2.2%	-7.9%	-517	39.0K	-46	143.02	N/A	N/A	22	22
2022-10-21	$20.54	$0.00	39.6%	11.4%	24.4%	24.9%	0.0%	11.4%	-8.0%	-493	41.7K	-32	134.94	N/A	N/A	22	22
2022-10-24	$20.50	$0.00	50.1%	14.4%	23.8%	33.7%	0.0%	9.6%	-8.8%	-569	39.2K	-51	144.62	N/A	N/A	22	22
2022-10-25	$20.87	$0.00	28.5%	8.2%	24.1%	15.6%	0.0%	12.8%	-4.1%	-407	43.7K	-24	135.34	N/A	N/A	22	22
2022-10-26	$21.12	$0.00	39.7%	11.4%	22.9%	24.9%	0.0%	18.0%	-7.6%	-635	41.5K	-44	136.30	N/A	N/A	22	22
2022-10-27	$21.05	$0.00	29.1%	8.3%	22.7%	16.0%	0.0%	9.5%	-6.9%	-570	42.5K	-36	138.35	N/A	N/A	22	22
2022-10-28	$21.09	$0.00	37.2%	10.7%	22.3%	22.9%	0.0%	4.6%	-11.0%	-697	38.8K	-57	144.08	N/A	N/A	22	22
2022-10-31	$20.98	$0.00	28.2%	8.1%	21.3%	15.3%	0.0%	12.9%	-7.1%	-431	43.8K	-26	136.66	N/A	N/A	22	22