SCHY Options History — February 2024 In February 2024, SCHY traded between $23.76 and $24.57. ATM implied volatility averaged 23.9%, placing in the 8.7% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 13.1% (HV 20d: 10.8%). Max pain ranged from $24.00 to $24.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 9 of 20 days.
Notable Days 2024-02-28 : Highest Volume — 2 contracts2024-02-15 : Largest IV spike — 165.8% change2024-02-06 : Highest IV Rank — 22.9%2024-02-27 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $24.26 $23.76 $24.57 $24.57 $24.25 Max Pain $24.00 $24.00 $24.00 $24.00 $24.00 ATM IV 23.9% 9.0% 49.1% 41.6% 26.0% Expected Move 5.4% 2.6% 7.6% 7.4% 7.4% HV 20d 10.8% 10.1% 11.2% 10.1% 11.1% HV 60d 12.3% 11.6% 12.5% 12.1% 12.3% IV Rank 8.7% 0.4% 22.9% 18.7% 9.9% IV Percentile 32.6% 2.0% 65.5% 61.1% 42.5% Term Structure 3.0% -12.4% 31.1% -4.0% -12.4% Skew 25d -18.9% -36.2% -3.0% -12.8% -33.4% Skew 10d -11.6% -23.7% -0.0% -17.7% -2.4% Call IV 25d 30.3% 11.5% 47.5% 25.5% 47.5% Put IV 25d 11.4% 8.4% 14.3% 12.8% 14.2% Bid-Ask Spread % 140.26 136.64 142.80 140.16 141.53 Gamma HHI 0.73 0.52 0.93 0.93 0.55 Net GEX -1.4K -2.1K -941 -1.2K -1.1K Net DEX 7.5K 3.2K 14.5K 3.2K 14.5K Net VEX -23 -26 -15 -15 -26 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.3 0 2 0 0 Total OI 8.8 7 12 7 12
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 2024-02-01 $24.57 $24.00 41.6% 7.4% 10.1% 18.7% 0.0% -12.8% -4.0% -1.2K 3.2K -15 0.00 140.16 N/A N/A 0 0 0 7 2024-02-02 $24.35 $24.00 36.8% 5.7% 10.6% 16.0% 0.0% -15.6% -5.8% -1.4K 4.2K -18 0.00 140.50 N/A N/A 0 0 0 7 2024-02-05 $24.20 $24.00 47.1% 2.8% 10.8% 21.8% 0.0% -7.9% 14.3% -1.5K 5.2K -18 0.00 138.35 N/A N/A 0 1 0 7 2024-02-06 $24.33 $24.00 49.1% 6.0% 10.7% 22.9% 0.0% -15.5% -7.8% -1.5K 5.3K -22 0.00 137.93 N/A N/A 0 0 0 8 2024-02-07 $24.16 $24.00 12.1% 3.5% 10.7% 2.2% 0.0% -16.1% 9.0% -1.7K 6.1K -23 0.00 139.58 N/A N/A 0 0 0 8 2024-02-08 $24.13 $24.00 9.3% 2.7% 10.7% 0.6% 0.0% -14.8% 14.5% -1.8K 6.3K -23 0.00 140.03 N/A N/A 0 0 0 8 2024-02-09 $24.10 $24.00 10.2% 2.9% 10.7% 1.1% 0.0% -15.0% 13.1% -1.9K 6.4K -23 0.00 139.41 N/A N/A 0 0 0 8 2024-02-12 $24.16 $24.00 9.4% 2.7% 10.4% 0.7% 0.0% -7.5% 14.5% -1.9K 6.0K -21 0.00 136.64 N/A N/A 0 0 0 8 2024-02-13 $23.76 $24.00 9.3% 2.7% 10.1% 0.6% 0.0% -3.0% 11.1% -1.4K 9.0K -24 0.00 137.64 N/A N/A 0 0 0 8 2024-02-14 $24.05 $24.00 9.0% 2.6% 10.6% 0.4% 0.0% -15.5% 15.1% -2.1K 6.7K -21 0.00 140.10 N/A N/A 0 1 0 8 2024-02-15 $24.30 $24.00 24.0% 6.9% 11.2% 8.8% 0.0% -16.5% 31.1% -1.5K 6.5K -25 0.00 140.80 N/A N/A 0 0 0 9 2024-02-16 $24.31 $24.00 22.5% 6.4% 11.1% 8.0% 0.0% -18.9% 31.0% -1.8K 5.6K -23 0.00 136.71 N/A N/A 0 1 0 9 2024-02-20 $24.35 $24.00 21.8% 6.2% 11.1% 7.6% 0.0% -27.9% -6.2% -950 7.6K -25 0.00 141.98 N/A N/A 0 1 0 9 2024-02-21 $24.34 $24.00 22.8% 6.5% 11.0% 8.2% 0.0% -28.5% -6.8% -965 9.8K -26 0.00 142.80 N/A N/A 0 0 0 10 2024-02-22 $24.46 $24.00 23.0% 6.6% 10.9% 8.3% 0.0% -18.0% -6.6% -968 9.2K -25 0.00 142.33 N/A N/A 0 0 0 10 2024-02-23 $24.50 $24.00 26.4% 7.6% 10.9% 10.2% 0.0% -10.9% -8.1% -941 9.2K -25 0.00 142.22 N/A N/A 0 0 0 10 2024-02-26 $24.38 $24.00 25.1% 7.2% 10.9% 9.5% 0.0% -31.8% -10.9% -987 9.5K -23 0.00 141.91 N/A N/A 0 0 0 10 2024-02-27 $24.38 $24.00 26.5% 7.6% 10.9% 10.2% 0.0% -31.4% -12.3% -971 9.6K -23 0.00 142.35 N/A N/A 0 0 0 10 2024-02-28 $24.21 $24.00 25.2% 7.2% 11.1% 9.5% 0.0% -36.2% -12.3% -1.2K 9.8K -21 0.00 142.19 N/A N/A 0 2 0 10 2024-02-29 $24.25 $24.00 26.0% 7.4% 11.1% 9.9% 0.0% -33.4% -12.4% -1.1K 14.5K -26 0.00 141.53 N/A N/A 0 0 0 12
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