SCHY Options History — December 2023 In December 2023, SCHY traded between $23.41 and $24.62. ATM implied volatility averaged 67.5%, placing in the 33.2% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded above realized volatility by 53.0% (HV 20d: 14.5%). Max pain ranged from $24.00 to $24.00. Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-12-15 : Highest Volume — 5 contracts2023-12-04 : Largest IV spike — 562.3% change2023-12-12 : Highest IV Rank — 98.3%2023-12-26 : Largest Expected Move — 20.3%Monthly Statistics Metric Avg Min Max Open Close Price $24.05 $23.41 $24.62 $24.30 $24.62 Max Pain $24.00 $24.00 $24.00 $24.00 $24.00 ATM IV 67.5% 12.1% 183.8% 12.1% 23.0% Expected Move 14.0% 3.5% 20.3% 3.5% 6.6% HV 20d 14.5% 10.0% 16.1% 10.1% 16.0% HV 60d 13.6% 12.4% 14.0% 12.4% 13.3% IV Rank 33.2% 2.2% 98.3% 2.2% 8.3% IV Percentile 70.4% 12.3% 99.6% 12.3% 32.5% Term Structure -4.8% -11.7% 19.2% 19.2% 1.5% VWIV 10.1% 10.1% 10.1% 10.1% 10.1% Skew 25d 44.3% -4.3% 79.2% 41.4% 0.7% Skew 10d 64.5% 13.3% 93.1% 93.1% 38.3% Call IV 25d 40.8% 17.5% 53.2% 45.2% 27.3% Put IV 25d 85.0% 17.1% 132.5% 86.6% 28.0% Bid-Ask Spread % 145.99 136.76 150.26 142.65 136.76 Gamma HHI 0.47 0.27 1.00 0.61 1.00 Net GEX -170 -537 268 268 0 Net DEX 917 -736 4.4K -736 0 Net VEX -5 -17 0 -5 0 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 0.4 0 5 1 0 Total OI 7.65 0 15 15 0
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 2023-12-01 $24.30 $24.00 12.1% 3.5% 10.1% 2.2% 10.1% 41.4% 19.2% 268 -736 -5 0.00 142.65 N/A N/A 1 0 5 10 2023-12-04 $24.16 $0.00 80.2% 15.0% 10.1% 40.3% 0.0% 17.1% -7.1% -318 1.5K -16 0.00 146.84 N/A N/A 0 0 5 10 2023-12-05 $24.12 $0.00 82.5% 15.1% 10.0% 41.6% 0.0% 60.4% -6.7% -290 1.9K -17 0.00 146.85 N/A N/A 0 0 5 10 2023-12-06 $23.41 $0.00 38.0% 5.4% 15.1% 16.6% 0.0% 58.8% -8.7% -416 4.4K -13 0.00 145.50 N/A N/A 0 0 4 10 2023-12-07 $23.59 $0.00 32.1% 14.3% 15.2% 13.4% 0.0% 48.0% -6.8% -327 -697 -8 0.00 150.26 N/A N/A 0 0 4 8 2023-12-08 $23.55 $0.00 122.5% 14.5% 15.2% 64.0% 0.0% -1.5% -7.1% -219 1.1K -12 0.00 148.95 N/A N/A 0 2 4 8 2023-12-11 $23.56 $0.00 136.1% 6.7% 15.2% 71.6% 0.0% 12.6% -8.4% -374 3.3K -11 0.00 150.04 N/A N/A 0 0 4 10 2023-12-12 $23.59 $0.00 183.8% 15.2% 15.1% 98.3% 0.0% 56.6% -8.1% -339 3.4K -9 0.00 149.69 N/A N/A 0 0 4 10 2023-12-13 $23.93 $0.00 17.9% 5.1% 14.0% 5.4% 0.0% -0.4% 3.2% -511 -70 -4 0.00 138.14 N/A N/A 0 0 4 10 2023-12-14 $24.16 $0.00 57.6% 16.5% 14.3% 27.6% 0.0% 64.5% -5.0% -334 2.1K -6 0.00 147.60 N/A N/A 0 0 4 10 2023-12-15 $23.89 $0.00 56.5% 16.2% 14.9% 27.0% 0.0% 29.2% -6.0% -537 2.2K 0 0.00 147.81 N/A N/A 0 5 4 10 2023-12-18 $23.93 $0.00 59.5% 17.0% 14.7% 28.7% 0.0% 68.8% -7.0% 0 0 0 0.00 146.19 N/A N/A 0 0 0 0 2023-12-19 $24.14 $0.00 61.6% 17.7% 15.0% 29.9% 0.0% 60.8% -6.9% 0 0 0 0.00 145.76 N/A N/A 0 0 0 0 2023-12-20 $23.91 $0.00 60.5% 17.3% 15.4% 29.2% 0.0% 72.1% -5.8% 0 0 0 0.00 147.16 N/A N/A 0 0 0 0 2023-12-21 $24.22 $0.00 64.5% 18.5% 16.0% 31.5% 0.0% 72.2% -8.6% 0 0 0 0.00 146.65 N/A N/A 0 0 0 0 2023-12-22 $24.30 $0.00 66.0% 18.9% 15.9% 32.4% 0.0% 73.2% -7.7% 0 0 0 0.00 146.99 N/A N/A 0 0 0 0 2023-12-26 $24.49 $0.00 71.0% 20.3% 16.1% 35.1% 0.0% 76.1% -11.7% 0 0 0 0.00 146.28 N/A N/A 0 0 0 0 2023-12-27 $24.52 $0.00 63.6% 18.2% 16.1% 31.0% 0.0% 79.2% -8.6% 0 0 0 0.00 149.44 N/A N/A 0 0 0 0 2023-12-28 $24.57 $0.00 61.1% 17.5% 16.0% 29.6% 0.0% -4.3% 1.0% 0 0 0 0.00 140.23 N/A N/A 0 0 0 0 2023-12-29 $24.62 $0.00 23.0% 6.6% 16.0% 8.3% 0.0% 0.7% 1.5% 0 0 0 0.00 136.76 N/A N/A 0 0 0 0
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