SCHY Options History — May 2023 In May 2023, SCHY traded between $23.31 and $24.61. ATM implied volatility averaged 32.8%, placing in the 13.8% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 23.1% (HV 20d: 9.7%). Max pain ranged from $24.00 to $26.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 1.25.
Notable Days 2023-05-11 : Highest Volume — 6 contracts2023-05-18 : Largest IV spike — 277.6% change2023-05-31 : Highest IV Rank — 47.6%2023-05-31 : Largest Expected Move — 26.2%Monthly Statistics Metric Avg Min Max Open Close Price $24.10 $23.31 $24.61 $24.38 $23.31 Max Pain $24.77 $24.00 $26.00 $24.00 $25.00 ATM IV 32.8% 8.7% 91.3% 9.0% 91.3% Expected Move 9.5% 2.5% 26.2% 2.6% 26.2% HV 20d 9.7% 8.0% 11.1% 8.0% 11.0% HV 60d 11.1% 10.8% 11.4% 11.0% 11.4% IV Rank 13.8% 0.0% 47.6% 0.0% 47.6% IV Percentile 35.2% 0.0% 96.8% 0.0% 96.8% Term Structure 2.8% -23.3% 57.6% 7.7% -23.3% VWIV 37.3% 8.9% 76.4% 12.0% 8.9% Skew 25d 33.2% -5.9% 113.1% -4.4% 60.8% Skew 10d 59.6% -6.1% 135.0% 77.2% 115.4% Call IV 25d 26.2% 9.9% 44.0% 29.5% 18.5% Put IV 25d 59.4% 16.6% 136.3% 25.1% 79.3% Bid-Ask Spread % 137.13 131.55 141.75 137.36 138.16 Gamma HHI 0.59 0.29 0.89 0.67 0.29 Net GEX 2.3K -352 9.2K 1.2K -243 Net DEX -4.5K -17.1K 10.6K -17.1K 8.7K Net VEX -49 -62 -33 -52 -33 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.25 0.00 5.00 0.00 0.00 Total Volume 1.318 0 6 0 3 Total OI 24.636 11 38 24 12
Daily Data (22 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 2023-05-01 $24.38 $24.00 9.0% 2.6% 8.0% 0.0% 0.0% -4.4% 7.7% 1.2K -17.1K -52 0.00 137.36 N/A N/A 0 0 17 7 2023-05-02 $24.17 $24.00 11.9% 3.4% 8.5% 1.7% 12.0% 9.8% 13.9% 3.7K -14.6K -47 0.00 132.27 N/A N/A 0 1 17 7 2023-05-03 $24.27 $24.00 8.7% 2.5% 8.5% 0.0% 0.0% 85.0% 17.6% 1.1K -14.6K -52 0.00 136.40 N/A N/A 0 0 17 8 2023-05-04 $24.31 $24.00 10.2% 14.6% 8.5% 0.9% 74.8% -2.0% -4.4% 1.7K -16.7K -47 0.00 136.72 N/A N/A 0 3 17 8 2023-05-05 $24.61 $24.00 28.8% 5.2% 9.3% 11.6% 0.0% 2.4% -2.9% 1.0K -16.7K -59 0.00 134.80 N/A N/A 0 0 17 11 2023-05-08 $24.61 $24.00 31.0% 6.4% 9.3% 12.8% 0.0% -2.3% -5.7% 1.0K -16.4K -55 0.00 138.00 N/A N/A 0 0 17 11 2023-05-09 $24.54 $24.00 33.2% 5.3% 9.2% 14.1% 0.0% 0.1% -3.4% 1.2K -16.0K -51 0.00 133.86 N/A N/A 0 0 17 11 2023-05-10 $24.44 $24.00 49.0% 14.0% 9.1% 23.2% 0.0% 66.6% 10.7% 1.1K -13.2K -56 0.00 141.52 N/A N/A 2 0 17 11 2023-05-11 $24.23 $24.00 14.2% 4.1% 9.5% 3.2% 76.4% -0.3% -2.9% 2.8K -10.6K -49 5.00 133.71 N/A N/A 1 5 19 11 2023-05-12 $24.18 $24.00 19.2% 5.5% 9.1% 6.0% 0.0% 16.0% -3.7% 5.0K -5.8K -62 0.00 137.95 N/A N/A 0 0 20 16 2023-05-15 $24.37 $24.00 19.8% 5.7% 9.5% 6.4% 0.0% 1.9% 4.3% 2.6K -9.6K -51 1.00 131.55 N/A N/A 2 2 20 16 2023-05-16 $24.14 $24.00 57.7% 16.5% 9.9% 28.2% 22.8% 50.3% -7.2% 7.1K -929 -54 0.00 137.08 N/A N/A 2 0 20 18 2023-05-17 $24.18 $24.00 15.2% 4.4% 9.9% 3.8% 28.7% -5.9% -5.1% 6.4K -9.7K -45 0.00 134.27 N/A N/A 0 2 19 15 2023-05-18 $24.02 $26.00 57.5% 16.5% 10.2% 28.1% 0.0% -2.6% 13.9% 9.2K 5.4K -51 0.00 140.23 N/A N/A 0 1 19 17 2023-05-19 $24.13 $26.00 53.2% 15.2% 10.3% 25.6% 8.9% 77.7% 17.6% 6.8K -3.7K -46 1.50 141.75 N/A N/A 2 3 19 18 2023-05-22 $24.16 $26.00 56.2% 16.1% 10.2% 27.3% 0.0% 100.9% 57.6% -262 6.8K -43 0.00 139.04 N/A N/A 0 0 3 8 2023-05-23 $23.95 $26.00 62.8% 18.0% 10.1% 31.2% 0.0% 113.1% -3.3% -315 7.7K -43 0.00 138.69 N/A N/A 0 0 3 8 2023-05-24 $23.63 $26.00 22.4% 6.4% 11.1% 7.9% 0.0% 6.2% -3.8% -352 10.6K -42 0.00 137.03 N/A N/A 0 0 3 9 2023-05-25 $23.45 $26.00 17.9% 5.1% 10.3% 5.3% 0.0% 93.5% 2.8% -331 9.2K -45 0.00 139.82 N/A N/A 0 0 4 9 2023-05-26 $23.63 $26.00 24.5% 7.0% 10.9% 9.1% 0.0% 27.9% -4.2% -349 9.1K -46 0.00 137.75 N/A N/A 0 0 4 9 2023-05-30 $23.52 $26.00 27.2% 7.8% 10.9% 10.6% 0.0% 34.8% -14.8% -350 10.2K -40 0.00 138.90 N/A N/A 0 0 4 9 2023-05-31 $23.31 $25.00 91.3% 26.2% 11.0% 47.6% 0.0% 60.8% -23.3% -243 8.7K -33 0.00 138.16 N/A N/A 3 0 4 8
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