SCHY Options History — July 2023 In July 2023, SCHY traded between $23.46 and $24.84. ATM implied volatility averaged 37.2%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 23.3% (HV 20d: 13.9%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-07-21 : Highest Volume — 4 contracts2023-07-13 : Largest IV spike — 418.6% change2023-07-27 : Highest IV Rank — 32.6%2023-07-27 : Largest Expected Move — 19.1%Monthly Statistics Metric Avg Min Max Open Close Price $24.33 $23.46 $24.84 $24.12 $24.69 Max Pain $24.13 $24.00 $25.00 $25.00 $24.00 ATM IV 37.2% 10.1% 66.8% 33.3% 27.7% Expected Move 11.3% 2.9% 19.1% 9.5% 7.9% HV 20d 13.9% 11.6% 16.2% 11.6% 13.1% HV 60d 12.2% 11.0% 12.7% 11.0% 12.3% IV Rank 16.0% 0.8% 32.6% 13.8% 10.7% IV Percentile 43.8% 1.6% 82.5% 38.5% 31.0% Term Structure -3.2% -17.9% 13.0% -9.8% -17.9% VWIV 12.0% 12.0% 12.0% 12.0% 12.0% Skew 25d 25.1% -22.2% 101.2% -10.0% 60.3% Skew 10d 55.6% -8.7% 118.6% 22.1% 118.6% Call IV 25d 32.5% 21.2% 51.7% 51.7% 29.5% Put IV 25d 57.6% 12.6% 133.0% 41.7% 89.8% Bid-Ask Spread % 141.69 137.77 144.72 144.65 138.89 Gamma HHI 0.41 0.26 0.72 0.37 0.33 Net GEX -279 -567 -48 -191 -115 Net DEX -2.3K -5.4K 2.4K 720 -4.9K Net VEX -23 -35 -12 -35 -26 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 0.45 0 4 0 0 Total OI 7.8 7 9 8 7
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-07-03 $24.12 $25.00 33.3% 9.5% 11.6% 13.8% 0.0% -10.0% -9.8% -191 720 -35 0.00 144.65 N/A N/A 0 0 3 5 2023-07-05 $23.87 $25.00 25.0% 7.2% 12.1% 9.1% 0.0% 0.3% -0.5% -221 1.3K -34 0.00 142.34 N/A N/A 0 0 3 5 2023-07-06 $23.46 $0.00 30.0% 15.9% 13.4% 12.0% 0.0% -14.8% -4.0% -254 2.4K -31 0.00 142.45 N/A N/A 0 0 3 5 2023-07-07 $23.56 $0.00 28.6% 14.6% 13.4% 11.1% 0.0% 65.5% -4.5% -152 -198 -23 0.00 143.39 N/A N/A 1 0 3 4 2023-07-10 $23.55 $0.00 32.2% 5.6% 13.1% 13.2% 0.0% -6.4% -3.5% -48 -1.1K -23 0.00 142.91 N/A N/A 0 0 4 4 2023-07-11 $23.73 $0.00 41.1% 15.3% 13.4% 18.2% 0.0% 68.1% -4.2% -83 -1.5K -23 0.00 143.70 N/A N/A 0 0 4 4 2023-07-12 $24.23 $0.00 10.1% 2.9% 15.4% 0.8% 12.0% -5.9% 13.0% -209 -2.1K -20 0.00 142.09 N/A N/A 0 1 4 4 2023-07-13 $24.62 $24.00 52.3% 15.0% 16.1% 24.5% 0.0% 66.0% -5.1% -320 -1.9K -23 0.00 142.81 N/A N/A 0 0 4 5 2023-07-14 $24.51 $24.00 19.4% 5.6% 16.2% 6.0% 0.0% -10.5% 2.6% -561 -519 -21 0.00 142.80 N/A N/A 0 0 3 5 2023-07-17 $24.48 $24.00 20.6% 5.9% 15.5% 6.7% 0.0% -16.1% -5.8% -567 -348 -20 0.00 142.35 N/A N/A 1 0 3 5 2023-07-18 $24.51 $24.00 55.9% 16.0% 15.5% 26.5% 0.0% -15.4% -6.2% -555 -2.9K -20 0.00 140.99 N/A N/A 0 0 4 5 2023-07-19 $24.52 $24.00 24.5% 7.0% 15.0% 8.9% 0.0% 70.1% -6.5% -253 -2.3K -35 0.00 140.90 N/A N/A 0 0 4 5 2023-07-20 $24.54 $24.00 53.7% 15.4% 14.0% 25.3% 0.0% 1.7% -5.1% -357 -2.3K -32 0.00 137.81 N/A N/A 0 2 4 5 2023-07-21 $24.59 $24.00 25.0% 7.2% 13.8% 9.1% 0.0% -11.7% -6.3% -329 -5.1K -13 0.00 142.43 N/A N/A 0 4 4 3 2023-07-24 $24.66 $24.00 52.4% 15.0% 13.3% 24.5% 0.0% 90.5% 12.3% -119 -5.1K -23 0.00 141.08 N/A N/A 0 0 4 3 2023-07-25 $24.77 $24.00 54.5% 15.6% 13.3% 25.7% 0.0% -22.2% 11.2% -359 -5.2K -13 0.00 144.72 N/A N/A 0 0 4 3 2023-07-26 $24.84 $24.00 65.1% 18.7% 13.2% 31.7% 0.0% 101.2% -7.8% -359 -5.2K -12 0.00 140.74 N/A N/A 0 0 4 3 2023-07-27 $24.66 $24.00 66.8% 19.1% 13.5% 32.6% 0.0% 97.0% -8.8% -328 -4.9K -12 0.00 139.00 N/A N/A 0 0 4 3 2023-07-28 $24.73 $24.00 25.7% 7.4% 13.4% 9.5% 0.0% -5.1% -8.1% -196 -5.4K -22 0.00 137.77 N/A N/A 0 0 4 3 2023-07-31 $24.69 $24.00 27.7% 7.9% 13.1% 10.7% 0.0% 60.3% -17.9% -115 -4.9K -26 0.00 138.89 N/A N/A 0 0 4 3
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