SCHY Options History — January 2023

Name: SCHY Options Analytics - January 2023
Creator: Options Analysis Suite

In January 2023, SCHY traded between $22.51 and $24.04. ATM implied volatility averaged 61.9%, placing in the 30.1% IV rank vs the trailing year. The 30-day expected move averaged 16.1%. IV traded above realized volatility by 47.4% (HV 20d: 14.4%). Max pain ranged from $22.00 to $24.00. Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 4 of 20 days.

Notable Days

2023-01-20: Highest Volume — 1 contracts
2023-01-27: Largest IV spike — 196.1% change
2023-01-09: Highest IV Rank — 57.9%
2023-01-04: Largest Expected Move — 25.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.49	$22.51	$24.04	$22.51	$23.81
Max Pain	$23.20	$22.00	$24.00	$22.00	$24.00
ATM IV	61.9%	22.8%	109.8%	86.1%	71.7%
Expected Move	16.1%	5.6%	25.7%	24.7%	20.6%
HV 20d	14.4%	11.2%	17.2%	16.8%	11.2%
HV 60d	18.1%	17.3%	19.0%	18.7%	17.3%
IV Rank	30.1%	7.4%	57.9%	44.1%	35.8%
IV Percentile	74.5%	12.7%	98.0%	96.8%	90.9%
Term Structure	-4.5%	-15.5%	8.3%	-15.5%	-4.7%
VWIV	15.8%	15.8%	15.8%	15.8%	15.8%
Skew 25d	32.1%	-17.8%	108.9%	-4.5%	73.5%
Skew 10d	63.7%	-21.4%	134.8%	116.0%	134.8%
Call IV 25d	42.1%	24.0%	64.5%	63.0%	49.1%
Put IV 25d	74.1%	25.2%	171.6%	58.5%	122.6%
Bid-Ask Spread %	142.64	138.01	148.19	145.47	141.84
Gamma HHI	0.61	0.50	1.00	0.52	1.00
Net GEX	-26	-70	22	-64	-51
Net DEX	-481	-4.8K	1.1K	599	1.1K
Net VEX	-4	-10	0	-10	-2
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.1	0	1	0	0
Total OI	3.4	0	5	5	1

Daily Data (20 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	Call OI	Put OI
2023-01-03	$22.51	$22.00	86.1%	24.7%	16.8%	44.1%	0.0%	-4.5%	-15.5%	-64	599	-10	145.47	N/A	N/A	0	2	3
2023-01-04	$22.80	$22.00	89.6%	25.7%	17.0%	46.2%	0.0%	108.9%	-15.3%	-44	243	-9	146.60	N/A	N/A	0	2	3
2023-01-05	$22.61	$0.00	80.5%	5.6%	17.2%	40.9%	0.0%	1.2%	5.4%	-70	436	-9	141.37	N/A	N/A	0	2	3
2023-01-06	$23.11	$0.00	90.4%	15.6%	16.1%	46.6%	0.0%	58.0%	-3.7%	-44	-159	-9	141.28	N/A	N/A	0	2	3
2023-01-09	$23.13	$0.00	109.8%	17.5%	16.1%	57.9%	0.0%	44.5%	-7.0%	-41	-90	-8	148.19	N/A	N/A	0	2	3
2023-01-10	$23.14	$0.00	23.6%	15.2%	16.1%	7.9%	0.0%	72.2%	-3.2%	-32	-971	-7	141.20	N/A	N/A	0	2	3
2023-01-11	$23.18	$0.00	42.4%	12.1%	16.0%	18.8%	0.0%	30.5%	-3.2%	-25	-1.0K	-6	139.67	N/A	N/A	0	2	3
2023-01-12	$23.48	$0.00	64.5%	18.5%	16.3%	31.6%	0.0%	59.6%	-7.2%	-33	-687	-6	145.81	N/A	N/A	0	2	3
2023-01-13	$23.59	$0.00	51.0%	14.6%	16.3%	23.8%	0.0%	44.0%	-3.3%	-7	-1.4K	-6	139.92	N/A	N/A	0	2	3
2023-01-17	$23.73	$0.00	54.5%	15.6%	13.7%	25.8%	0.0%	39.0%	-3.3%	-13	-1.3K	-4	142.00	N/A	N/A	0	2	3
2023-01-18	$23.61	$0.00	27.9%	8.0%	13.6%	10.4%	0.0%	-17.8%	-8.1%	-12	-1.6K	-3	147.27	N/A	N/A	0	2	3
2023-01-19	$23.73	$0.00	22.8%	6.5%	13.4%	7.4%	0.0%	-6.5%	7.7%	22	-2.3K	-2	142.45	N/A	N/A	0	2	3
2023-01-20	$23.86	$0.00	57.8%	16.6%	13.4%	27.7%	0.0%	37.0%	8.3%	0	-4.8K	0	145.41	N/A	N/A	1	2	3
2023-01-23	$23.87	$0.00	60.6%	17.4%	13.3%	29.3%	0.0%	3.2%	-4.9%	0	0	0	138.18	N/A	N/A	0	0	0
2023-01-24	$23.88	$0.00	68.0%	19.5%	12.7%	33.6%	0.0%	-6.5%	-8.4%	0	0	0	138.01	N/A	N/A	0	0	0
2023-01-25	$23.98	$0.00	68.3%	19.6%	12.7%	33.8%	0.0%	9.2%	-7.2%	0	0	0	142.97	N/A	N/A	0	0	0
2023-01-26	$24.04	$0.00	24.3%	7.0%	12.7%	8.3%	15.8%	42.2%	-8.1%	0	0	0	138.54	N/A	N/A	1	0	0
2023-01-27	$23.94	$24.00	72.1%	20.7%	12.1%	36.0%	0.0%	18.3%	-9.4%	-58	1.1K	-2	142.92	N/A	N/A	0	0	1
2023-01-30	$23.77	$24.00	71.5%	20.5%	12.1%	35.7%	0.0%	35.4%	0.9%	-56	1.1K	-2	143.68	N/A	N/A	0	0	1
2023-01-31	$23.81	$24.00	71.7%	20.6%	11.2%	35.8%	0.0%	73.5%	-4.7%	-51	1.1K	-2	141.84	N/A	N/A	0	0	1