SCHY Options History — June 2023 In June 2023, SCHY traded between $23.55 and $24.51. ATM implied volatility averaged 61.1%, placing in the 29.9% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 48.6% (HV 20d: 12.5%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-06-01 : Highest Volume — 1 contracts2023-06-05 : Largest IV spike — 217.7% change2023-06-13 : Highest IV Rank — 100.0%2023-06-14 : Largest Expected Move — 16.3%Monthly Statistics Metric Avg Min Max Open Close Price $23.92 $23.55 $24.51 $23.55 $23.96 Max Pain $24.80 $24.00 $25.00 $24.00 $25.00 ATM IV 61.1% 21.2% 186.8% 28.3% 31.1% Expected Move 9.4% 5.3% 16.3% 8.1% 8.9% HV 20d 12.5% 11.6% 13.9% 11.6% 12.3% HV 60d 10.8% 10.0% 11.4% 11.0% 10.9% IV Rank 29.9% 7.0% 100.0% 11.3% 12.5% IV Percentile 53.1% 13.9% 100.0% 29.0% 35.7% Term Structure -6.3% -66.8% 7.3% 7.3% -10.8% VWIV 96.6% 77.7% 115.5% 77.7% 115.5% Skew 25d 12.9% -19.7% 75.5% 20.6% -17.2% Skew 10d 14.3% -62.5% 88.0% 6.9% 16.3% Call IV 25d 30.6% 14.6% 69.0% 14.6% 48.0% Put IV 25d 43.5% 16.5% 108.6% 35.2% 30.8% Bid-Ask Spread % 142.91 135.16 148.33 137.61 145.98 Gamma HHI 0.35 0.26 0.43 0.26 0.38 Net GEX -201 -324 -46 -46 -182 Net DEX 2.1K -710 4.2K 4.2K 916 Net VEX -34 -42 -28 -31 -36 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 0.19 0 1 1 0 Total OI 10.571 7 13 12 8
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 2023-06-01 $23.55 $24.00 28.3% 8.1% 11.6% 11.3% 0.0% 20.6% 7.3% -46 4.2K -31 0.00 137.61 N/A N/A 1 0 5 7 2023-06-02 $23.86 $24.00 30.7% 8.8% 12.7% 12.7% 0.0% 9.3% -7.5% -147 2.6K -36 0.00 135.42 N/A N/A 0 0 5 7 2023-06-05 $23.73 $0.00 97.5% 14.3% 11.7% 51.2% 0.0% 57.8% -6.7% -117 2.4K -42 0.00 146.11 N/A N/A 0 0 5 7 2023-06-06 $23.87 $0.00 94.9% 5.3% 12.0% 49.7% 0.0% -2.7% 0.3% -174 2.9K -37 0.00 138.76 N/A N/A 0 0 5 7 2023-06-07 $23.76 $0.00 96.1% 5.4% 12.1% 50.3% 0.0% -3.9% 0.7% -139 2.8K -34 0.00 136.70 N/A N/A 0 1 5 7 2023-06-08 $23.94 $0.00 108.7% 5.3% 12.5% 57.6% 0.0% -3.0% 1.0% -297 3.5K -30 0.00 140.60 N/A N/A 0 0 5 8 2023-06-09 $23.91 $0.00 116.3% 14.1% 12.1% 62.0% 0.0% -6.1% -66.8% -324 4.0K -28 0.00 135.16 N/A N/A 0 0 5 8 2023-06-12 $23.89 $0.00 159.9% 15.4% 12.1% 87.1% 0.0% -10.7% -7.2% -223 3.5K -34 0.00 144.49 N/A N/A 0 0 5 8 2023-06-13 $24.09 $0.00 186.8% 15.8% 12.2% 100.0% 0.0% 64.9% -7.5% -218 2.6K -33 0.00 144.19 N/A N/A 0 0 5 8 2023-06-14 $24.18 $0.00 56.8% 16.3% 11.8% 27.0% 0.0% -19.7% -8.4% -269 3.0K -33 0.00 144.85 N/A N/A 0 0 5 8 2023-06-15 $24.51 $0.00 51.9% 14.9% 12.7% 24.3% 0.0% 65.4% -5.3% -240 1.7K -36 0.00 143.77 N/A N/A 0 0 5 8 2023-06-16 $24.49 $0.00 34.4% 9.8% 12.5% 14.4% 0.0% 75.5% -6.7% -90 -710 -32 0.00 144.13 N/A N/A 0 0 5 8 2023-06-20 $24.23 $0.00 24.4% 7.0% 13.0% 8.8% 77.7% 19.3% -5.6% -108 -244 -30 0.00 144.93 N/A N/A 0 1 3 4 2023-06-21 $23.91 $25.00 26.5% 7.6% 13.9% 10.0% 0.0% -12.7% -6.1% -186 975 -37 0.00 146.98 N/A N/A 0 0 3 5 2023-06-22 $23.77 $25.00 21.3% 6.1% 13.7% 7.1% 0.0% 0.3% 3.0% -260 1.4K -34 0.00 148.33 N/A N/A 0 0 3 5 2023-06-23 $23.59 $25.00 21.2% 6.1% 13.1% 7.0% 0.0% -1.4% 2.1% -219 1.7K -36 0.00 143.06 N/A N/A 0 0 3 5 2023-06-26 $23.70 $25.00 22.0% 6.3% 12.9% 7.5% 0.0% 7.2% 2.7% -182 1.4K -37 0.00 143.52 N/A N/A 0 0 3 5 2023-06-27 $23.87 $25.00 22.9% 6.6% 12.8% 8.0% 0.0% 2.5% 2.7% -223 1.2K -35 0.00 147.98 N/A N/A 0 0 3 5 2023-06-28 $23.80 $25.00 28.7% 8.2% 12.8% 11.2% 0.0% 6.8% -8.2% -254 1.4K -33 0.00 147.19 N/A N/A 0 0 3 5 2023-06-29 $23.73 $25.00 23.4% 6.7% 12.3% 8.3% 115.5% 18.9% -5.7% -313 1.8K -31 0.00 141.41 N/A N/A 1 0 3 5 2023-06-30 $23.96 $25.00 31.1% 8.9% 12.3% 12.5% 0.0% -17.2% -10.8% -182 916 -36 0.00 145.98 N/A N/A 0 0 3 5
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