SCHY Options History — January 2024 In January 2024, SCHY traded between $23.97 and $24.66. ATM implied volatility averaged 37.4%, placing in the 16.3% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 26.0% (HV 20d: 11.4%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2024-01-17 : Highest Volume — 6 contracts2024-01-24 : Largest IV spike — 62.7% change2024-01-02 : Highest IV Rank — 43.4%2024-01-02 : Largest Expected Move — 24.6%Monthly Statistics Metric Avg Min Max Open Close Price $24.36 $23.97 $24.66 $24.43 $24.35 ATM IV 37.4% 21.2% 85.8% 85.8% 41.9% Expected Move 9.8% 5.1% 24.6% 24.6% 12.0% HV 20d 11.4% 9.6% 15.8% 15.8% 9.6% HV 60d 12.8% 12.2% 13.3% 13.3% 12.2% IV Rank 16.3% 7.3% 43.4% 43.4% 18.9% IV Percentile 53.5% 28.2% 91.3% 91.3% 61.1% Term Structure -13.2% -28.3% -3.1% -14.8% -15.8% Skew 25d 7.3% -6.2% 96.3% 96.3% -0.7% Skew 10d 6.4% -15.1% 117.1% 117.1% 2.1% Call IV 25d 36.6% 20.6% 63.1% 63.1% 50.0% Put IV 25d 43.8% 25.0% 159.4% 159.4% 49.4% Bid-Ask Spread % 141.23 137.30 145.06 145.06 140.37 Gamma HHI 0.87 0.75 0.91 0.75 0.89 Net GEX -566 -1.4K 0 0 -1.3K Net DEX 2.4K 0 6.1K 0 4.7K Net VEX -10 -22 0 0 -19 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.476 0 6 0 0 Total OI 3.238 0 7 0 7
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 2024-01-02 $24.43 $0.00 85.8% 24.6% 15.8% 43.4% 0.0% 96.3% -14.8% 0 0 0 0.00 145.06 N/A N/A 0 0 0 0 2024-01-03 $24.43 $0.00 42.4% 12.2% 15.7% 19.1% 0.0% 0.1% -15.4% 0 0 0 0.00 139.87 N/A N/A 0 0 0 0 2024-01-04 $24.52 $0.00 41.6% 7.6% 15.7% 18.7% 0.0% 6.5% -3.6% 0 0 0 0.00 144.06 N/A N/A 0 0 0 0 2024-01-05 $24.52 $0.00 28.0% 5.1% 10.7% 11.1% 0.0% 4.4% -3.1% 0 0 0 0.00 137.54 N/A N/A 0 0 0 0 2024-01-08 $24.66 $0.00 44.9% 7.6% 10.6% 20.6% 0.0% 8.7% -3.4% 0 0 0 0.00 140.62 N/A N/A 0 0 0 0 2024-01-09 $24.48 $0.00 51.9% 8.4% 11.1% 24.5% 0.0% -0.1% -5.0% 0 0 0 0.00 143.72 N/A N/A 0 0 0 0 2024-01-10 $24.52 $0.00 28.1% 8.1% 11.1% 11.1% 0.0% -3.5% -5.2% 0 0 0 0.00 140.31 N/A N/A 0 0 0 0 2024-01-11 $24.48 $0.00 29.8% 8.6% 11.1% 12.1% 0.0% -0.1% -5.3% 0 0 0 0.00 143.05 N/A N/A 0 0 0 0 2024-01-12 $24.64 $0.00 26.5% 7.6% 10.3% 10.2% 0.0% 9.3% -5.0% 0 0 0 0.00 143.01 N/A N/A 0 0 0 0 2024-01-16 $24.20 $0.00 31.2% 8.9% 11.9% 12.8% 0.0% 6.5% -7.7% 0 0 0 0.00 141.99 N/A N/A 0 0 0 0 2024-01-17 $23.97 $0.00 30.1% 8.6% 11.7% 12.2% 0.0% -6.2% -21.5% 0 0 0 0.00 138.45 N/A N/A 0 6 0 0 2024-01-18 $24.02 $0.00 30.1% 8.6% 11.8% 12.2% 0.0% 11.2% -5.8% -500 6.1K -22 0.00 141.58 N/A N/A 0 1 0 6 2024-01-19 $24.14 $0.00 30.5% 8.7% 11.5% 12.5% 0.0% 0.1% -21.5% -1.4K 5.8K -20 0.00 137.78 N/A N/A 0 2 0 7 2024-01-22 $24.16 $0.00 33.8% 9.7% 10.9% 14.3% 0.0% 1.1% -26.9% -1.1K 4.7K -19 0.00 141.54 N/A N/A 0 1 0 6 2024-01-23 $24.11 $0.00 21.2% 6.1% 9.9% 7.3% 0.0% 10.4% -24.4% -1.4K 5.8K -22 0.00 137.30 N/A N/A 0 0 0 7 2024-01-24 $24.27 $0.00 34.5% 9.9% 10.1% 14.7% 0.0% 0.9% -28.3% -1.3K 5.0K -21 0.00 141.60 N/A N/A 0 0 0 7 2024-01-25 $24.26 $0.00 35.3% 10.1% 9.7% 15.2% 0.0% 5.8% -28.0% -1.3K 5.0K -21 0.00 141.59 N/A N/A 0 0 0 7 2024-01-26 $24.40 $0.00 37.1% 10.6% 9.9% 16.1% 0.0% 0.9% -10.6% -1.2K 4.5K -20 0.00 142.13 N/A N/A 0 0 0 7 2024-01-29 $24.46 $0.00 39.3% 11.3% 9.9% 17.4% 0.0% 1.1% -12.1% -1.2K 3.9K -18 0.00 142.07 N/A N/A 0 0 0 7 2024-01-30 $24.45 $0.00 41.1% 11.8% 9.9% 18.4% 0.0% -0.4% -14.3% -1.2K 4.0K -18 0.00 142.12 N/A N/A 0 0 0 7 2024-01-31 $24.35 $0.00 41.9% 12.0% 9.6% 18.9% 0.0% -0.7% -15.8% -1.3K 4.7K -19 0.00 140.37 N/A N/A 0 0 0 7
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