SCHY Options History — February 2023 In February 2023, SCHY traded between $22.95 and $24.02. ATM implied volatility averaged 52.3%, placing in the 24.5% IV rank vs the trailing year. The 30-day expected move averaged 15.2%. IV traded above realized volatility by 42.6% (HV 20d: 9.7%). Max pain ranged from $24.00 to $24.00. Net GEX was positive for 4 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-02-22 : Highest Volume — 4 contracts2023-02-08 : Largest IV spike — 256.0% change2023-02-02 : Highest IV Rank — 39.2%2023-02-27 : Largest Expected Move — 21.6%Monthly Statistics Metric Avg Min Max Open Close Price $23.40 $22.95 $24.02 $24.02 $22.95 Max Pain $24.00 $24.00 $24.00 $24.00 $24.00 ATM IV 52.3% 15.9% 77.7% 73.7% 72.9% Expected Move 15.2% 6.3% 21.6% 21.1% 20.9% HV 20d 9.7% 8.6% 11.9% 11.4% 10.3% HV 60d 14.6% 13.5% 17.2% 17.2% 13.5% IV Rank 24.5% 3.4% 39.2% 36.9% 36.5% IV Percentile 65.0% 7.1% 93.7% 92.9% 90.5% Term Structure -6.8% -92.8% 46.6% 4.1% 8.3% VWIV 17.7% 17.7% 17.7% 17.7% 17.7% Skew 25d 37.5% -20.7% 105.5% 9.7% 33.6% Skew 10d 57.1% -31.8% 132.3% 53.1% 16.3% Call IV 25d 47.9% 24.0% 83.5% 60.4% 35.6% Put IV 25d 85.4% 21.5% 159.5% 70.1% 69.2% Bid-Ask Spread % 141.50 136.53 145.01 139.77 138.94 Gamma HHI 0.77 0.34 1.00 1.00 1.00 Net GEX -40 -277 334 -59 166 Net DEX 419 -5.4K 4.7K 1.1K -5.1K Net VEX -4 -14 0 -2 -14 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 0.632 0 4 0 3 Total OI 2.053 0 4 1 4
Daily Data (19 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 2023-02-01 $24.02 $24.00 73.7% 21.1% 11.4% 36.9% 0.0% 9.7% 4.1% -59 1.1K -2 0.00 139.77 N/A N/A 0 0 0 1 2023-02-02 $23.80 $0.00 77.7% 14.8% 11.6% 39.2% 0.0% -20.7% -7.9% -52 1.1K -2 0.00 141.06 N/A N/A 0 0 0 1 2023-02-03 $23.55 $0.00 75.7% 15.0% 11.9% 38.1% 0.0% -9.2% -10.3% -105 1.3K -2 0.00 143.25 N/A N/A 0 1 0 1 2023-02-06 $23.41 $0.00 34.5% 16.6% 9.7% 14.2% 0.0% 53.0% -8.4% -85 1.3K -2 0.00 141.65 N/A N/A 0 0 0 1 2023-02-07 $23.44 $0.00 15.9% 16.7% 9.7% 3.4% 0.0% 57.1% -8.2% -129 1.4K -1 0.00 141.94 N/A N/A 0 1 0 1 2023-02-08 $23.34 $0.00 56.6% 16.2% 9.8% 27.0% 0.0% 44.3% -3.3% -231 2.4K -3 0.00 140.71 N/A N/A 0 0 0 2 2023-02-09 $23.31 $0.00 22.2% 6.4% 9.8% 7.1% 0.0% -2.5% -4.1% -203 2.4K -3 0.00 141.59 N/A N/A 0 0 0 2 2023-02-10 $23.30 $0.00 57.0% 16.3% 8.6% 27.2% 0.0% -2.0% -1.8% -178 2.4K -3 0.00 142.36 N/A N/A 0 0 0 2 2023-02-13 $23.52 $0.00 22.1% 6.3% 9.1% 7.0% 0.0% 9.1% -1.0% -166 2.2K -2 0.00 137.21 N/A N/A 0 0 0 2 2023-02-14 $23.55 $0.00 58.8% 16.9% 8.9% 28.3% 0.0% 73.6% -10.7% -73 2.1K -2 0.00 142.35 N/A N/A 0 0 0 2 2023-02-15 $23.45 $0.00 28.0% 8.0% 8.8% 10.4% 0.0% 31.2% -12.9% -70 2.1K -1 0.00 139.21 N/A N/A 0 2 0 2 2023-02-16 $23.41 $0.00 67.7% 19.4% 8.6% 33.5% 0.0% 77.6% 27.9% -277 4.1K -1 0.00 141.84 N/A N/A 0 0 0 3 2023-02-17 $23.54 $0.00 56.1% 16.1% 8.6% 26.7% 0.0% 78.2% 46.6% 0 4.7K 0 0.00 136.53 N/A N/A 0 1 0 3 2023-02-21 $23.43 $0.00 48.4% 13.9% 8.7% 22.3% 0.0% 64.0% -10.3% 0 0 0 0.00 143.50 N/A N/A 0 0 0 0 2023-02-22 $23.24 $0.00 41.6% 11.9% 9.1% 18.3% 0.0% 66.2% -26.1% 0 0 0 0.00 144.68 N/A N/A 4 0 0 0 2023-02-23 $23.31 $0.00 41.3% 11.8% 9.0% 18.1% 0.0% 57.9% -10.3% 180 -5.4K -14 0.00 144.53 N/A N/A 0 0 4 0 2023-02-24 $22.98 $0.00 67.9% 19.5% 9.9% 33.6% 0.0% -14.4% -92.8% 334 -5.0K -14 0.00 145.01 N/A N/A 0 0 4 0 2023-02-27 $23.12 $0.00 75.5% 21.6% 10.3% 38.0% 0.0% 105.5% -8.3% 180 -5.2K -14 0.00 142.31 N/A N/A 0 0 4 0 2023-02-28 $22.95 $0.00 72.9% 20.9% 10.3% 36.5% 17.7% 33.6% 8.3% 166 -5.1K -14 0.00 138.94 N/A N/A 3 0 4 0
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