SCHY Options History — November 2023 In November 2023, SCHY traded between $22.62 and $24.07. ATM implied volatility averaged 58.1%, placing in the 27.9% IV rank vs the trailing year. The 30-day expected move averaged 14.1%. IV traded above realized volatility by 45.7% (HV 20d: 12.3%). Max pain ranged from $24.00 to $26.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-11-16 : Highest Volume — 1 contracts2023-11-30 : Largest IV spike — 493.6% change2023-11-07 : Highest IV Rank — 55.4%2023-11-01 : Largest Expected Move — 24.0%Monthly Statistics Metric Avg Min Max Open Close Price $23.51 $22.62 $24.07 $22.62 $24.02 Max Pain $25.60 $24.00 $26.00 $26.00 $24.00 ATM IV 58.1% 12.7% 107.2% 83.9% 75.6% Expected Move 14.1% 3.6% 24.0% 24.0% 21.7% HV 20d 12.3% 10.4% 14.1% 13.2% 10.4% HV 60d 12.6% 12.2% 13.3% 12.2% 12.2% IV Rank 27.9% 2.5% 55.4% 42.4% 37.7% IV Percentile 67.7% 14.3% 96.4% 91.3% 86.1% Term Structure 1.3% -12.1% 34.8% -10.2% 3.3% VWIV 11.5% 7.6% 15.4% 7.6% 15.4% Skew 25d -4.8% -28.3% 95.9% 3.6% -1.5% Skew 10d 23.7% -6.6% 148.5% 97.9% 35.0% Call IV 25d 40.0% 15.3% 68.4% 68.4% 63.1% Put IV 25d 35.2% 13.8% 127.5% 72.0% 61.6% Bid-Ask Spread % 143.57 139.94 148.52 144.25 144.40 Gamma HHI 0.49 0.27 0.97 0.97 0.27 Net GEX -448 -940 352 -940 -271 Net DEX 5.3K 1.2K 7.6K 6.6K 2.4K Net VEX -21 -30 -2 -17 -22 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 0.143 0 1 0 0 Total OI 13.286 13 15 13 15
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 2023-11-01 $22.62 $0.00 83.9% 24.0% 13.2% 42.4% 0.0% 3.6% -10.2% -940 6.6K -17 0.00 144.25 N/A N/A 0 0 3 10 2023-11-02 $22.93 $26.00 80.2% 5.5% 13.6% 40.3% 0.0% -2.7% -6.5% -910 5.3K -14 0.00 140.52 N/A N/A 0 0 3 10 2023-11-03 $23.18 $26.00 95.0% 16.3% 13.8% 48.6% 0.0% 1.9% -9.1% -367 6.7K -30 0.00 148.37 N/A N/A 0 0 3 10 2023-11-06 $23.09 $26.00 96.5% 16.5% 13.9% 49.4% 0.0% -0.8% -7.6% -400 6.8K -28 0.00 143.15 N/A N/A 0 0 3 10 2023-11-07 $23.02 $26.00 107.2% 16.5% 13.3% 55.4% 0.0% 0.3% -12.1% -396 7.0K -27 0.00 145.21 N/A N/A 0 0 3 10 2023-11-08 $22.95 $26.00 19.7% 5.7% 13.2% 6.4% 0.0% 1.4% -8.0% -659 6.2K -17 0.00 140.84 N/A N/A 0 0 3 10 2023-11-09 $22.99 $26.00 59.5% 17.1% 12.3% 28.7% 0.0% -0.8% -9.0% -356 7.2K -29 0.00 144.01 N/A N/A 0 0 3 10 2023-11-10 $23.05 $26.00 25.6% 7.3% 12.2% 9.7% 0.0% -6.6% -12.1% -444 6.8K -24 0.00 144.38 N/A N/A 0 0 3 10 2023-11-13 $23.18 $26.00 20.2% 5.8% 12.0% 6.7% 0.0% -3.7% -1.1% -685 5.6K -16 0.00 140.46 N/A N/A 0 0 3 10 2023-11-14 $23.69 $26.00 26.5% 7.6% 14.1% 10.2% 0.0% -18.9% -10.7% -441 5.3K -23 0.00 144.43 N/A N/A 0 0 3 10 2023-11-15 $23.66 $26.00 48.0% 13.8% 13.1% 22.3% 0.0% -6.4% -0.4% -438 5.4K -22 0.00 139.94 N/A N/A 0 0 3 10 2023-11-16 $23.63 $26.00 41.6% 11.9% 12.6% 18.7% 0.0% -12.7% 34.8% -666 4.5K -15 0.00 140.60 N/A N/A 0 1 3 10 2023-11-17 $23.80 $26.00 54.4% 15.6% 12.0% 25.9% 0.0% -18.3% 14.5% -413 7.6K -23 0.00 148.52 N/A N/A 0 0 3 11 2023-11-20 $23.91 $26.00 65.8% 18.9% 12.0% 32.2% 0.0% -25.1% -9.6% -448 4.7K -20 0.00 147.50 N/A N/A 0 0 3 10 2023-11-21 $23.89 $26.00 67.7% 19.4% 12.1% 33.3% 0.0% -20.0% -9.9% -401 5.1K -22 0.00 143.31 N/A N/A 0 0 3 10 2023-11-22 $23.88 $26.00 54.2% 15.5% 11.8% 25.7% 0.0% -22.5% 18.8% -415 5.0K -21 0.00 142.44 N/A N/A 0 0 3 10 2023-11-24 $24.06 $26.00 58.2% 16.7% 11.6% 28.0% 7.6% -21.8% 16.7% -417 4.6K -21 0.00 143.72 N/A N/A 1 0 3 10 2023-11-27 $24.02 $24.00 62.4% 17.9% 11.1% 30.3% 0.0% -13.5% 17.8% -362 3.4K -21 0.00 142.54 N/A N/A 0 0 4 10 2023-11-28 $24.07 $24.00 64.8% 18.6% 10.4% 31.7% 0.0% -28.3% 17.5% -335 3.5K -21 0.00 145.15 N/A N/A 0 0 4 10 2023-11-29 $24.05 $24.00 12.7% 3.6% 10.5% 2.5% 15.4% 95.9% 10.3% 352 1.2K -2 0.00 141.25 N/A N/A 1 0 4 10 2023-11-30 $24.02 $24.00 75.6% 21.7% 10.4% 37.7% 0.0% -1.5% 3.3% -271 2.4K -22 0.00 144.40 N/A N/A 0 0 5 10
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