SCHY Options History — April 2023 In April 2023, SCHY traded between $23.77 and $24.43. ATM implied volatility averaged 18.4%, placing in the 4.6% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 8.9% (HV 20d: 9.5%). Max pain ranged from $23.00 to $25.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.02.
Notable Days 2023-04-24 : Highest Volume — 14 contracts2023-04-13 : Largest IV drop — 39.2% change2023-04-05 : Highest IV Rank — 18.8%2023-04-05 : Largest Expected Move — 12.4%Monthly Statistics Metric Avg Min Max Open Close Price $24.14 $23.77 $24.43 $23.78 $24.41 Max Pain $24.00 $23.00 $25.00 $23.00 $24.00 ATM IV 18.4% 9.4% 43.2% 40.1% 9.4% Expected Move 5.0% 2.7% 12.4% 11.5% 2.7% HV 20d 9.5% 6.8% 14.0% 14.0% 7.9% HV 60d 11.1% 11.0% 12.0% 12.0% 11.1% IV Rank 4.6% 0.0% 18.8% 17.0% 0.0% IV Percentile 12.8% 0.0% 61.1% 51.6% 0.0% Term Structure 2.5% -13.8% 14.9% -10.8% 14.9% VWIV 26.1% 9.6% 82.4% 14.2% 14.3% Skew 25d 4.9% -34.7% 67.4% -15.9% -3.1% Skew 10d 27.6% -18.8% 118.5% 103.8% 3.5% Call IV 25d 19.5% 7.8% 50.6% 32.7% 27.6% Put IV 25d 24.3% 10.0% 106.5% 16.7% 24.5% Bid-Ask Spread % 136.51 127.52 145.05 141.86 138.40 Gamma HHI 0.58 0.35 0.81 0.54 0.67 Net GEX 972 -186 3.5K 723 1.2K Net DEX -16.2K -21.3K -716 -18.3K -17.4K Net VEX -48 -57 -19 -52 -56 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.02 0.00 0.08 0.00 0.08 Total Volume 1.842 0 14 0 0 Total OI 17.737 8 24 15 24
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 2023-04-03 $23.78 $23.00 40.1% 11.5% 14.0% 17.0% 0.0% -15.9% -10.8% 723 -18.3K -52 0.00 141.86 N/A N/A 0 0 14 1 2023-04-04 $23.77 $23.00 36.4% 10.4% 12.4% 14.9% 0.0% -8.3% -1.1% 753 -18.3K -52 0.00 144.58 N/A N/A 0 0 14 1 2023-04-05 $23.77 $23.00 43.2% 12.4% 12.4% 18.8% 0.0% -34.7% -13.8% 688 -18.2K -51 0.00 139.93 N/A N/A 0 0 14 1 2023-04-06 $23.89 $0.00 26.4% 5.1% 12.1% 9.0% 0.0% 10.4% -2.8% 1.4K -19.5K -49 0.00 137.40 N/A N/A 0 0 14 1 2023-04-10 $23.88 $0.00 24.1% 7.5% 12.0% 7.6% 0.0% -13.9% -4.5% 1.1K -18.9K -48 0.00 145.05 N/A N/A 0 1 14 1 2023-04-11 $24.05 $0.00 29.1% 5.3% 12.1% 10.6% 0.0% 11.3% 5.8% 1.3K -19.7K -48 0.00 136.40 N/A N/A 2 0 14 2 2023-04-12 $24.20 $0.00 19.1% 5.5% 12.1% 4.7% 0.0% 8.6% -3.9% 1.3K -21.3K -45 0.00 136.64 N/A N/A 0 0 14 2 2023-04-13 $24.34 $0.00 11.6% 3.3% 8.2% 0.4% 14.2% 17.7% 4.8% 940 -19.8K -47 0.00 142.41 N/A N/A 0 2 14 2 2023-04-14 $24.15 $24.00 11.2% 3.2% 8.6% 0.1% 0.0% 2.1% 14.3% 133 -16.4K -53 0.00 138.96 N/A N/A 0 0 14 4 2023-04-17 $24.19 $24.00 10.8% 3.1% 7.9% 0.0% 82.4% 2.3% 6.2% 660 -18.7K -48 0.00 130.73 N/A N/A 0 2 14 4 2023-04-18 $24.32 $25.00 10.5% 3.0% 7.3% 0.0% 9.6% 7.1% 4.9% 5 -15.2K -50 0.00 135.92 N/A N/A 2 0 14 6 2023-04-19 $24.30 $25.00 10.7% 3.1% 7.2% 0.1% 0.0% 7.7% 5.2% 734 -17.6K -51 0.00 135.32 N/A N/A 0 0 15 6 2023-04-20 $24.26 $25.00 10.8% 3.1% 7.4% 0.2% 9.8% 39.2% 3.5% 150 -14.7K -51 0.00 130.38 N/A N/A 12 0 15 6 2023-04-21 $24.30 $24.00 10.1% 2.9% 7.2% 0.0% 0.0% 7.6% 6.7% -147 -6.8K -20 0.00 133.72 N/A N/A 0 0 8 6 2023-04-24 $24.36 $24.00 11.2% 3.2% 6.8% 0.6% 14.3% 4.9% 5.5% -186 -716 -19 0.08 127.52 N/A N/A 13 1 4 4 2023-04-25 $24.12 $24.00 12.5% 3.6% 8.0% 1.4% 0.0% -15.9% 3.4% 3.5K -14.9K -52 0.00 133.33 N/A N/A 0 0 17 5 2023-04-26 $24.16 $24.00 12.1% 3.5% 8.0% 1.2% 0.0% -2.2% 5.1% 3.1K -13.6K -55 0.00 131.53 N/A N/A 0 0 17 7 2023-04-27 $24.43 $24.00 9.7% 2.8% 8.4% 0.0% 0.0% 67.4% 4.5% 1.0K -17.2K -57 0.00 133.67 N/A N/A 0 0 17 7 2023-04-28 $24.41 $24.00 9.4% 2.7% 7.9% 0.0% 0.0% -3.1% 14.9% 1.2K -17.4K -56 0.00 138.40 N/A N/A 0 0 17 7
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