SCHY Options History — November 2022

In November 2022, SCHY traded between $20.76 and $23.30. ATM implied volatility averaged 44.0%, placing in the 28.5% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 23.4% (HV 20d: 20.5%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 23.33.

Notable Days

2022-11-18: Highest Volume — 25 contracts
2022-11-25: Largest IV spike — 208.0% change
2022-11-30: Highest IV Rank — 67.5%
2022-11-30: Largest Expected Move — 25.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.24	$20.76	$23.30	$21.13	$23.30
Max Pain	$25.00	$25.00	$25.00	$25.00	$25.00
ATM IV	44.0%	25.2%	90.3%	39.2%	90.3%
Expected Move	11.7%	6.6%	25.9%	11.2%	25.9%
HV 20d	20.5%	17.1%	23.1%	18.9%	21.5%
HV 60d	30.2%	29.2%	31.6%	30.9%	29.4%
IV Rank	28.5%	12.8%	67.5%	24.5%	67.5%
IV Percentile	54.0%	14.7%	98.8%	55.6%	98.8%
Term Structure	-9.9%	-31.1%	26.4%	-31.1%	-16.4%
VWIV	56.2%	39.5%	103.8%	56.8%	48.6%
Skew 25d	12.9%	-9.3%	147.0%	6.0%	147.0%
Skew 10d	23.1%	-14.3%	116.0%	1.3%	116.0%
Call IV 25d	34.8%	8.8%	68.7%	29.6%	25.6%
Put IV 25d	47.7%	26.8%	172.6%	35.6%	172.6%
Bid-Ask Spread %	135.81	129.73	142.83	138.85	140.42
Gamma HHI	0.94	0.77	1.00	1.00	1.00
Net GEX	-994	-1.4K	-513	-513	-946
Net DEX	39.3K	30.7K	43.9K	42.5K	30.7K
Net VEX	-57	-76	-35	-35	-71
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	23.33	23.00	24.00	23.00	24.00
Total Volume	18.571	0	25	22	0
Total OI	22.524	22	23	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	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Put OI
2022-11-01	$21.13	$0.00	39.2%	11.2%	18.9%	24.5%	0.0%	6.0%	-31.1%	-513	42.5K	-35	0.00	138.85	N/A	N/A	0	22	22
2022-11-02	$20.95	$0.00	54.5%	15.6%	19.0%	37.4%	0.0%	2.1%	-14.9%	-663	38.9K	-54	0.00	139.85	N/A	N/A	0	22	22
2022-11-03	$20.76	$25.00	41.6%	10.8%	17.1%	26.6%	56.8%	1.9%	-11.8%	-621	39.0K	-48	0.00	138.57	N/A	N/A	0	23	22
2022-11-04	$21.43	$25.00	33.4%	6.6%	19.7%	19.7%	50.2%	2.5%	6.3%	-729	43.2K	-43	0.00	129.73	N/A	N/A	0	23	23
2022-11-07	$21.50	$25.00	66.9%	11.8%	19.7%	47.8%	51.0%	1.4%	-13.8%	-859	39.5K	-60	0.00	131.79	N/A	N/A	0	23	23
2022-11-08	$21.69	$25.00	65.8%	11.0%	19.1%	46.9%	50.1%	0.9%	-12.7%	-906	39.2K	-60	0.00	136.76	N/A	N/A	0	23	23
2022-11-09	$21.46	$25.00	41.5%	11.9%	19.7%	26.4%	51.8%	39.7%	-14.0%	-811	41.0K	-50	0.00	136.09	N/A	N/A	0	23	23
2022-11-10	$22.34	$25.00	39.4%	11.3%	23.1%	24.7%	49.3%	20.9%	-13.2%	-1.1K	39.3K	-66	0.00	137.18	N/A	N/A	0	23	23
2022-11-11	$22.58	$25.00	26.0%	7.5%	22.1%	13.4%	39.5%	3.8%	-0.1%	-1.3K	41.2K	-59	0.00	130.65	N/A	N/A	0	23	23
2022-11-14	$22.52	$25.00	25.2%	7.2%	21.6%	12.8%	48.4%	1.0%	26.4%	-1.1K	41.5K	-55	0.00	130.49	N/A	N/A	0	23	23
2022-11-15	$22.54	$25.00	39.6%	11.4%	21.7%	24.9%	49.3%	-6.0%	-15.3%	-1.2K	38.2K	-67	0.00	135.75	N/A	N/A	0	23	23
2022-11-16	$22.57	$25.00	39.8%	11.4%	21.1%	25.0%	50.5%	-6.9%	-15.2%	-1.2K	37.8K	-67	23.00	138.77	N/A	N/A	1	23	23
2022-11-17	$22.54	$25.00	67.0%	19.2%	21.1%	48.0%	87.1%	-9.3%	-10.5%	-870	32.6K	-76	23.00	140.52	N/A	N/A	1	23	23
2022-11-18	$22.67	$25.00	25.5%	7.3%	20.6%	13.0%	103.8%	1.5%	-6.6%	-1.2K	40.0K	-61	24.00	137.11	N/A	N/A	1	24	23
2022-11-21	$22.50	$25.00	26.2%	7.5%	21.0%	13.6%	54.0%	0.6%	-8.5%	-1.1K	43.9K	-41	0.00	130.32	N/A	N/A	0	22	22
2022-11-22	$22.77	$25.00	26.5%	7.6%	20.6%	13.8%	52.0%	1.2%	-7.2%	-1.2K	43.3K	-47	0.00	130.84	N/A	N/A	0	22	22
2022-11-23	$22.95	$25.00	26.0%	7.5%	20.4%	13.4%	48.6%	1.6%	-6.3%	-1.4K	42.2K	-51	0.00	133.36	N/A	N/A	0	22	22
2022-11-25	$23.12	$25.00	80.1%	23.0%	20.3%	59.0%	0.0%	56.1%	-14.8%	-965	31.6K	-74	0.00	142.07	N/A	N/A	0	0	22
2022-11-28	$22.81	$25.00	28.1%	8.0%	21.3%	15.2%	0.0%	-1.7%	-10.4%	-1.2K	43.3K	-43	0.00	130.03	N/A	N/A	0	0	22
2022-11-29	$22.89	$25.00	40.4%	11.6%	21.0%	25.6%	0.0%	6.8%	-18.3%	-1.1K	35.8K	-64	0.00	142.83	N/A	N/A	0	0	22
2022-11-30	$23.30	$25.00	90.3%	25.9%	21.5%	67.5%	0.0%	147.0%	-16.4%	-946	30.7K	-71	0.00	140.42	N/A	N/A	0	0	22