SCHY Options History — October 2023

In October 2023, SCHY traded between $22.05 and $23.18. ATM implied volatility averaged 38.0%, placing in the 16.7% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 24.8% (HV 20d: 13.2%). Max pain ranged from $23.00 to $24.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 5 of 22 days.

Notable Days

  • 2023-10-23: Highest Volume — 2 contracts
  • 2023-10-03: Largest IV spike — 828.4% change
  • 2023-10-03: Highest IV Rank — 47.2%
  • 2023-10-03: Largest Expected Move — 26.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.58$22.05$23.18$22.63$22.41
Max Pain$23.33$23.00$24.00$24.00$23.00
ATM IV38.0%10.0%92.5%10.0%28.3%
Expected Move12.3%2.9%26.5%2.9%8.1%
HV 20d13.2%11.9%14.1%11.9%12.8%
HV 60d12.0%11.4%12.5%12.3%12.1%
IV Rank16.7%1.0%47.2%1.0%11.2%
IV Percentile45.9%4.0%95.2%4.0%45.6%
Term Structure-9.3%-32.5%11.8%11.2%5.3%
VWIV11.7%11.7%11.7%11.7%11.7%
Skew 25d44.8%-13.7%121.6%7.9%121.6%
Skew 10d50.9%-14.7%126.7%87.8%55.2%
Call IV 25d35.6%23.1%59.7%30.7%34.9%
Put IV 25d80.5%16.0%169.4%38.6%156.6%
Bid-Ask Spread %142.84134.91148.18137.29140.64
Gamma HHI0.650.371.000.370.98
Net GEX-1.8K-4.9K-625-1.5K-954
Net DEX9.5K3.5K17.2K11.4K7.4K
Net VEX-27-41-18-38-18
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume0.1360210
Total OI15.63611171713

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$22.63$24.0010.0%2.9%11.9%1.0%11.7%7.9%11.2%-1.5K11.4K-380.00137.29N/AN/A01314
2023-10-03$22.38$23.0092.5%26.5%12.1%47.2%0.0%103.1%-15.4%-1.1K11.6K-410.00141.36N/AN/A00314
2023-10-04$22.39$23.0087.8%25.2%12.2%44.5%0.0%46.1%-11.4%-1.2K11.9K-390.00134.91N/AN/A00314
2023-10-05$22.62$0.0014.3%5.9%12.9%3.4%0.0%2.9%-2.3%-1.5K10.8K-380.00142.59N/AN/A00314
2023-10-06$22.80$0.0010.3%15.3%13.3%1.1%0.0%65.4%-1.9%-1.6K9.6K-360.00144.77N/AN/A00314
2023-10-09$22.81$0.0012.4%7.2%12.7%2.3%0.0%-2.4%-9.5%-2.6K9.2K-270.00142.20N/AN/A00314
2023-10-10$23.09$0.0010.5%16.5%13.6%1.3%0.0%67.8%-2.7%-2.1K7.0K-290.00146.77N/AN/A00314
2023-10-11$23.18$0.0058.5%16.8%13.7%28.2%0.0%83.2%-2.9%-2.9K5.4K-270.00147.37N/AN/A00314
2023-10-12$22.87$0.0020.0%5.7%13.0%6.6%0.0%41.5%-2.9%-3.0K9.4K-290.00143.74N/AN/A00314
2023-10-13$22.78$0.0048.9%14.0%13.0%22.8%0.0%28.2%-11.5%-2.1K10.0K-300.00143.91N/AN/A00314
2023-10-16$22.98$0.0054.0%15.5%13.6%25.6%0.0%91.8%11.8%-4.5K8.1K-240.00148.18N/AN/A00314
2023-10-17$22.90$0.0016.8%4.8%13.6%4.8%0.0%0.9%3.7%-4.9K9.2K-200.00142.04N/AN/A00314
2023-10-18$22.62$0.0019.5%5.6%14.1%6.3%0.0%-13.7%0.8%-2.3K12.3K-270.00144.58N/AN/A00314
2023-10-19$22.44$0.0073.2%21.0%13.6%36.4%0.0%80.7%-7.6%-1.7K15.7K-230.00146.08N/AN/A00314
2023-10-20$22.24$0.0018.8%5.4%13.8%5.9%0.0%16.7%-13.9%-62517.2K-230.00137.66N/AN/A00314
2023-10-23$22.29$0.0057.5%16.5%13.8%27.6%0.0%22.6%-23.6%-7173.5K-210.00144.02N/AN/A0238
2023-10-24$22.37$0.0032.2%9.2%13.5%13.4%0.0%83.3%-28.7%-8397.6K-200.00137.07N/AN/A00310
2023-10-25$22.28$0.0032.5%9.3%13.4%13.6%0.0%6.7%-30.3%-7688.0K-200.00146.08N/AN/A00310
2023-10-26$22.20$0.0024.7%7.1%13.2%9.2%0.0%-0.4%-14.8%-1.1K8.2K-190.00142.19N/AN/A00310
2023-10-27$22.05$0.0024.8%7.1%13.3%9.3%0.0%22.4%-24.6%-1.0K8.8K-190.00142.79N/AN/A00310
2023-10-30$22.38$0.0089.1%25.6%13.3%45.3%0.0%109.8%-32.5%-9287.6K-180.00146.30N/AN/A00310
2023-10-31$22.41$0.0028.3%8.1%12.8%11.2%0.0%121.6%5.3%-9547.4K-180.00140.64N/AN/A00310