SCHY Options History — September 2023 In September 2023, SCHY traded between $22.88 and $23.91. ATM implied volatility averaged 38.5%, placing in the 16.8% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 27.0% (HV 20d: 11.5%). Max pain ranged from $23.00 to $24.00. Net GEX was positive for 3 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-09-21 : Highest Volume — 9 contracts2023-09-11 : Largest IV spike — 238.7% change2023-09-12 : Highest IV Rank — 90.1%2023-09-01 : Largest Expected Move — 23.3%Monthly Statistics Metric Avg Min Max Open Close Price $23.47 $22.88 $23.91 $23.65 $23.02 Max Pain $23.35 $23.00 $24.00 $23.00 $24.00 ATM IV 38.5% 8.2% 169.1% 81.2% 11.1% Expected Move 8.9% 2.4% 23.3% 23.3% 3.2% HV 20d 11.5% 10.2% 12.2% 11.5% 10.5% HV 60d 12.5% 11.9% 12.8% 12.7% 11.9% IV Rank 16.8% 0.0% 90.1% 40.7% 1.6% IV Percentile 40.3% 0.0% 99.2% 91.3% 7.5% Term Structure -3.4% -14.4% 11.1% -12.5% 11.1% VWIV 39.9% 13.5% 91.7% 13.5% 14.7% Skew 25d 16.4% -15.3% 78.0% -5.4% -0.7% Skew 10d 34.2% -8.1% 90.3% 1.9% -0.8% Call IV 25d 29.5% 17.7% 44.9% 35.5% 22.1% Put IV 25d 45.9% 11.4% 122.9% 30.2% 21.3% Bid-Ask Spread % 142.70 135.89 149.62 135.89 141.67 Gamma HHI 0.36 0.26 0.57 0.27 0.46 Net GEX -641 -2.7K 384 -73 -2.1K Net DEX -865 -7.4K 10.4K -7.0K 8.7K Net VEX -30 -40 -15 -24 -38 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 0.65 0 9 0 0 Total OI 13.05 8 17 12 17
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 2023-09-01 $23.65 $23.00 81.2% 23.3% 11.5% 40.7% 0.0% -5.4% -12.5% -73 -7.0K -24 0.00 135.89 N/A N/A 0 0 7 5 2023-09-05 $23.45 $23.00 12.2% 5.9% 11.6% 2.0% 0.0% -15.3% -5.0% -5 -5.9K -32 0.00 142.35 N/A N/A 0 0 7 5 2023-09-06 $23.39 $23.00 11.5% 6.1% 11.5% 1.5% 13.5% -12.0% -14.4% 384 -6.0K -26 0.00 143.06 N/A N/A 0 1 7 5 2023-09-07 $23.38 $23.00 12.3% 6.3% 11.5% 2.0% 0.0% 4.9% -5.9% -57 -4.6K -35 0.00 143.64 N/A N/A 0 0 7 6 2023-09-08 $23.41 $23.00 15.0% 6.2% 11.5% 3.5% 0.0% -0.3% -8.2% 67 -5.2K -30 0.00 141.31 N/A N/A 0 0 7 6 2023-09-11 $23.64 $23.00 50.9% 5.4% 12.0% 23.7% 0.0% -5.4% -3.8% -2 -6.6K -26 0.00 139.59 N/A N/A 0 0 7 6 2023-09-12 $23.59 $23.00 169.1% 5.6% 12.1% 90.1% 0.0% -6.7% -4.1% -86 -5.9K -30 0.00 139.97 N/A N/A 0 0 7 6 2023-09-13 $23.54 $23.00 20.1% 5.8% 11.1% 6.4% 0.0% -7.5% -4.4% -38 -6.1K -23 0.00 140.03 N/A N/A 0 0 7 6 2023-09-14 $23.91 $23.00 55.1% 15.8% 12.2% 26.0% 0.0% 66.7% -4.5% 121 -6.0K -30 0.00 146.86 N/A N/A 0 0 7 6 2023-09-15 $23.84 $23.00 55.9% 16.0% 12.1% 26.5% 0.0% -2.4% -10.5% -208 -7.4K -24 0.00 144.35 N/A N/A 1 0 7 6 2023-09-18 $23.82 $23.00 58.1% 16.6% 12.2% 27.7% 0.0% 71.0% -5.3% -151 -2.3K -26 0.00 149.62 N/A N/A 0 0 4 5 2023-09-19 $23.81 $23.00 59.5% 17.0% 12.2% 28.5% 0.0% 72.1% -5.9% -149 -2.2K -27 0.00 147.85 N/A N/A 0 0 4 5 2023-09-20 $23.80 $23.00 60.9% 17.5% 11.9% 29.3% 91.7% 74.3% -6.4% -175 -188 -24 0.00 146.96 N/A N/A 0 1 3 5 2023-09-21 $23.48 $24.00 26.1% 7.5% 12.0% 9.7% 14.7% -0.8% -9.3% -850 710 -15 0.00 143.09 N/A N/A 0 9 3 6 2023-09-22 $23.45 $24.00 23.8% 6.8% 11.1% 8.5% 0.0% 78.0% -8.9% -799 5.7K -37 0.00 144.92 N/A N/A 0 0 3 13 2023-09-25 $23.27 $24.00 13.8% 4.0% 11.4% 2.8% 0.0% -5.5% 3.7% -2.0K 5.6K -30 0.00 140.41 N/A N/A 0 0 3 13 2023-09-26 $23.02 $24.00 12.0% 3.4% 11.6% 1.9% 0.0% 10.0% 9.3% -1.8K 8.0K -37 0.00 144.02 N/A N/A 0 1 3 13 2023-09-27 $22.88 $24.00 8.2% 2.4% 10.2% 0.0% 0.0% 1.0% 10.7% -2.7K 10.4K -40 0.00 136.78 N/A N/A 0 0 3 14 2023-09-28 $23.02 $24.00 13.2% 3.8% 10.5% 2.8% 0.0% 11.9% 5.9% -2.1K 9.0K -38 0.00 141.62 N/A N/A 0 0 3 14 2023-09-29 $23.02 $24.00 11.1% 3.2% 10.5% 1.6% 0.0% -0.7% 11.1% -2.1K 8.7K -38 0.00 141.67 N/A N/A 0 0 3 14
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