SCHY Options History — December 2022 In December 2022, SCHY traded between $22.12 and $23.51. ATM implied volatility averaged 58.2%, placing in the 33.9% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 40.0% (HV 20d: 18.2%). Max pain ranged from $23.00 to $25.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2022-12-14 : Highest Volume — 3 contracts2022-12-13 : Largest IV spike — 270.6% change2022-12-09 : Highest IV Rank — 100.0%2022-12-02 : Largest Expected Move — 26.2%Monthly Statistics Metric Avg Min Max Open Close Price $22.65 $22.12 $23.51 $23.49 $22.40 Max Pain $23.44 $23.00 $25.00 $25.00 $23.00 ATM IV 58.2% 14.5% 182.3% 85.4% 14.5% Expected Move 11.6% 4.2% 26.2% 24.5% 4.2% HV 20d 18.2% 15.9% 22.0% 20.9% 16.6% HV 60d 23.5% 19.3% 29.4% 29.4% 19.4% IV Rank 33.9% 2.6% 100.0% 63.4% 2.6% IV Percentile 58.7% 5.6% 100.0% 98.4% 5.6% Term Structure -4.3% -21.7% 25.9% 2.2% 22.9% VWIV 29.8% 17.5% 42.2% 42.2% 17.5% Skew 25d 31.4% -23.5% 96.3% 10.8% -1.7% Skew 10d 44.7% -29.8% 113.7% 99.0% 65.7% Call IV 25d 41.2% 21.9% 59.5% 22.6% 46.5% Put IV 25d 72.6% 19.6% 136.0% 33.4% 44.9% Bid-Ask Spread % 144.22 130.99 151.61 130.99 143.87 Gamma HHI 0.91 0.56 1.00 1.00 1.00 Net GEX -502 -1.5K 367 -1.5K 367 Net DEX 18.5K -2.0K 42.5K 35.8K -1.3K Net VEX -41 -68 -4 -66 -4 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.381 0 3 0 3 Total OI 12.571 2 22 22 2
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 2022-12-01 $23.49 $25.00 85.4% 24.5% 20.9% 63.4% 0.0% 10.8% 2.2% -1.5K 35.8K -66 0.00 130.99 N/A N/A 0 0 0 22 2022-12-02 $23.51 $25.00 91.5% 26.2% 20.3% 68.6% 0.0% -16.3% -21.7% -1.3K 33.2K -68 0.00 138.82 N/A N/A 0 0 0 22 2022-12-05 $23.20 $0.00 110.7% 16.2% 19.0% 84.7% 0.0% 57.3% -6.3% -904 30.7K -66 0.00 146.63 N/A N/A 0 0 0 22 2022-12-06 $23.28 $0.00 35.0% 5.5% 19.0% 21.0% 0.0% 0.7% -3.9% -1.5K 38.0K -56 0.00 141.55 N/A N/A 0 0 0 22 2022-12-07 $22.64 $0.00 36.4% 5.6% 22.0% 22.2% 0.0% -0.7% -4.6% -1.1K 42.5K -43 0.00 136.78 N/A N/A 0 0 0 22 2022-12-08 $22.66 $0.00 39.5% 5.5% 21.5% 24.8% 0.0% -3.5% -5.0% -492 17.1K -37 0.00 143.70 N/A N/A 0 0 0 10 2022-12-09 $22.70 $0.00 133.6% 16.4% 16.3% 100.0% 0.0% 60.1% -8.4% -384 14.9K -43 0.00 151.03 N/A N/A 0 0 0 10 2022-12-12 $22.64 $0.00 49.2% 5.8% 15.9% 31.7% 0.0% -4.5% 1.6% -482 17.0K -36 0.00 146.18 N/A N/A 0 0 0 10 2022-12-13 $22.86 $0.00 182.3% 5.7% 16.2% 100.0% 0.0% -6.4% -6.7% -509 16.7K -39 0.00 138.35 N/A N/A 0 0 0 10 2022-12-14 $22.84 $0.00 60.5% 17.3% 16.2% 29.3% 0.0% 63.2% -9.3% -387 14.7K -42 0.00 149.48 N/A N/A 3 0 0 10 2022-12-15 $22.34 $0.00 67.3% 19.3% 18.1% 33.2% 0.0% 66.1% 25.9% -349 14.9K -41 0.00 148.16 N/A N/A 0 0 0 10 2022-12-16 $22.21 $0.00 32.5% 9.3% 18.2% 13.0% 0.0% -23.5% -8.4% -361 15.5K -38 0.00 149.12 N/A N/A 0 0 0 10 2022-12-19 $22.12 $0.00 35.0% 10.0% 18.1% 14.5% 0.0% 69.0% -9.5% -333 15.0K -38 0.00 146.55 N/A N/A 0 0 0 10 2022-12-20 $22.24 $0.00 36.0% 10.3% 18.1% 15.1% 42.2% 69.4% -9.1% -347 15.1K -38 0.00 148.51 N/A N/A 2 0 0 10 2022-12-21 $22.44 $23.00 37.4% 10.7% 17.9% 15.9% 0.0% 70.2% -9.5% -250 12.8K -44 0.00 146.22 N/A N/A 0 0 2 10 2022-12-22 $22.27 $23.00 22.3% 6.4% 17.7% 7.1% 0.0% 62.0% -5.4% -229 16.6K -34 0.00 142.67 N/A N/A 0 0 2 10 2022-12-23 $22.41 $23.00 29.4% 8.4% 17.6% 11.2% 0.0% 17.2% -7.5% -245 14.1K -41 0.00 142.69 N/A N/A 0 0 2 10 2022-12-27 $22.52 $23.00 73.0% 20.9% 17.2% 36.5% 0.0% 76.5% -12.6% -258 13.2K -42 0.00 151.61 N/A N/A 0 0 2 10 2022-12-28 $22.31 $23.00 25.5% 7.3% 17.4% 9.0% 0.0% 96.3% -9.4% -220 13.9K -40 0.00 140.40 N/A N/A 0 0 2 10 2022-12-29 $22.61 $23.00 25.0% 7.2% 16.8% 8.7% 0.0% -2.4% -6.3% 231 -2.0K -4 0.00 145.34 N/A N/A 0 0 2 0 2022-12-30 $22.40 $23.00 14.5% 4.2% 16.6% 2.6% 17.5% -1.7% 22.9% 367 -1.3K -4 0.00 143.87 N/A N/A 0 3 2 0
« Nov 2022 | All History | Jan 2023 » Home SCHY History December 2022