SCHY Options History — August 2023

In August 2023, SCHY traded between $23.07 and $24.34. ATM implied volatility averaged 30.9%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 19.2% (HV 20d: 11.6%). Max pain ranged from $23.00 to $25.00. Net GEX was positive for 5 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.00.

Notable Days

2023-08-18: Highest Volume — 3 contracts
2023-08-09: Largest IV spike — 402.7% change
2023-08-31: Highest IV Rank — 42.0%
2023-08-31: Largest Expected Move — 24.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.59	$23.07	$24.34	$24.34	$23.69
Max Pain	$23.95	$23.00	$25.00	$24.00	$23.00
ATM IV	30.9%	8.9%	83.6%	23.6%	83.6%
Expected Move	10.6%	2.5%	24.0%	6.8%	24.0%
HV 20d	11.6%	9.5%	15.1%	14.1%	11.5%
HV 60d	12.8%	12.4%	13.0%	12.7%	12.7%
IV Rank	12.4%	0.1%	42.0%	8.3%	42.0%
IV Percentile	32.6%	0.4%	92.1%	19.4%	92.1%
Term Structure	0.9%	-21.1%	31.3%	-12.1%	-21.1%
VWIV	66.5%	8.4%	112.8%	112.8%	8.4%
Skew 25d	45.2%	-11.2%	97.3%	92.0%	59.9%
Skew 10d	67.3%	-9.5%	122.5%	117.4%	112.6%
Call IV 25d	40.2%	26.3%	54.7%	45.9%	51.4%
Put IV 25d	85.4%	22.5%	152.0%	137.8%	111.3%
Bid-Ask Spread %	142.45	136.95	145.90	142.70	143.76
Gamma HHI	0.34	0.27	0.67	0.33	0.30
Net GEX	-182	-594	938	-104	-137
Net DEX	-1.5K	-7.0K	8.9K	-4.4K	-6.9K
Net VEX	-28	-36	-19	-27	-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	0.435	0	3	0	0
Total OI	10.087	7	12	7	12

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2023-08-01	$24.34	$24.00	23.6%	6.8%	14.1%	8.3%	0.0%	92.0%	-12.1%	-104	-4.4K	-27	142.70	N/A	N/A	0	0	4	3
2023-08-02	$23.91	$24.00	9.5%	2.7%	15.1%	0.5%	112.8%	-3.8%	18.0%	-424	-4.0K	-22	136.95	N/A	N/A	0	2	4	3
2023-08-03	$23.81	$0.00	8.9%	14.7%	13.7%	0.1%	0.0%	61.4%	-6.2%	-435	264	-28	145.90	N/A	N/A	0	0	4	5
2023-08-04	$23.84	$0.00	9.2%	15.0%	13.7%	0.3%	0.0%	61.9%	-6.2%	-453	297	-29	145.59	N/A	N/A	0	0	4	5
2023-08-07	$23.98	$0.00	11.3%	15.5%	13.8%	1.4%	0.0%	63.8%	-6.5%	-594	718	-26	144.72	N/A	N/A	0	0	4	5
2023-08-08	$23.84	$0.00	10.9%	6.7%	13.7%	1.2%	78.4%	-9.9%	-7.0%	-543	560	-19	140.84	N/A	N/A	0	1	4	5
2023-08-09	$23.81	$25.00	54.9%	15.7%	11.4%	25.9%	0.0%	66.4%	-8.8%	-514	2.1K	-30	142.68	N/A	N/A	0	0	4	6
2023-08-10	$23.82	$25.00	22.9%	6.6%	9.5%	8.0%	0.0%	-9.9%	-9.1%	-577	2.5K	-27	141.03	N/A	N/A	1	0	4	6
2023-08-11	$23.73	$25.00	30.1%	8.6%	9.5%	12.0%	0.0%	5.0%	-7.6%	-521	2.6K	-24	145.82	N/A	N/A	0	0	4	6
2023-08-14	$23.69	$25.00	20.3%	5.8%	9.5%	6.5%	0.0%	-8.1%	-5.9%	-539	3.2K	-21	137.37	N/A	N/A	0	0	4	6
2023-08-15	$23.38	$25.00	65.5%	18.8%	10.3%	31.9%	0.0%	61.6%	-10.3%	-340	3.0K	-27	143.25	N/A	N/A	0	1	4	6
2023-08-16	$23.30	$25.00	21.5%	6.2%	10.2%	7.2%	0.0%	69.5%	-7.4%	-459	4.3K	-27	144.28	N/A	N/A	0	0	4	7
2023-08-17	$23.20	$25.00	66.1%	18.9%	10.2%	32.2%	0.0%	77.9%	31.3%	-421	4.5K	-28	144.55	N/A	N/A	0	0	4	7
2023-08-18	$23.21	$25.00	27.3%	7.8%	10.1%	10.4%	8.4%	78.8%	16.0%	-15	8.9K	-26	141.60	N/A	N/A	3	0	4	8
2023-08-21	$23.21	$23.00	17.6%	5.0%	9.9%	5.0%	0.0%	16.0%	15.5%	938	-6.7K	-30	142.34	N/A	N/A	0	0	7	3
2023-08-22	$23.07	$23.00	8.9%	2.5%	9.5%	0.1%	0.0%	-11.2%	15.7%	416	-5.9K	-31	143.07	N/A	N/A	0	0	7	3
2023-08-23	$23.41	$23.00	14.9%	4.3%	11.3%	3.5%	0.0%	85.4%	16.3%	192	-7.0K	-33	139.99	N/A	N/A	0	0	7	3
2023-08-24	$23.13	$23.00	15.9%	4.6%	11.7%	4.0%	0.0%	15.0%	8.6%	331	-6.3K	-26	140.83	N/A	N/A	0	0	7	3
2023-08-25	$23.24	$23.00	9.7%	2.8%	11.9%	0.6%	0.0%	76.3%	1.0%	288	-6.5K	-31	143.85	N/A	N/A	0	2	7	3
2023-08-28	$23.42	$23.00	30.4%	8.7%	12.5%	12.2%	0.0%	97.3%	18.1%	-172	-5.7K	-36	144.71	N/A	N/A	0	0	7	5
2023-08-29	$23.77	$23.00	71.7%	20.6%	13.1%	35.4%	0.0%	39.0%	-0.8%	-54	-6.9K	-34	140.02	N/A	N/A	0	0	7	5
2023-08-30	$23.77	$23.00	75.8%	21.7%	11.6%	37.7%	0.0%	54.9%	-10.0%	-58	-7.0K	-33	140.50	N/A	N/A	0	0	7	5
2023-08-31	$23.69	$23.00	83.6%	24.0%	11.5%	42.0%	0.0%	59.9%	-21.1%	-137	-6.9K	-26	143.76	N/A	N/A	0	0	7	5