SCHY Options History — March 2024 In March 2024, SCHY traded between $24.06 and $24.61. ATM implied volatility averaged 25.5%, placing in the 9.9% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 16.2% (HV 20d: 9.3%). 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 1 of 20 days.
Notable Days 2024-03-19 : Highest Volume — 1 contracts2024-03-06 : Largest IV spike — 233.8% change2024-03-12 : Highest IV Rank — 26.7%2024-03-13 : Largest Expected Move — 8.5%Monthly Statistics Metric Avg Min Max Open Close Price $24.30 $24.06 $24.61 $24.34 $24.27 Max Pain $24.00 $24.00 $24.00 $24.00 $24.00 ATM IV 25.5% 7.8% 55.7% 13.9% 21.9% Expected Move 6.2% 4.0% 8.5% 4.0% 6.3% HV 20d 9.3% 8.1% 11.0% 10.6% 8.3% HV 60d 10.4% 9.6% 12.3% 12.2% 9.6% IV Rank 9.9% 0.0% 26.7% 3.2% 7.8% IV Percentile 38.1% 0.0% 75.0% 19.8% 32.1% Term Structure -7.6% -12.0% 13.9% 13.9% -10.1% Skew 25d -3.4% -11.3% 0.6% -11.3% -2.1% Skew 10d 8.8% -37.1% 31.2% -37.1% 0.8% Call IV 25d 33.6% 21.7% 40.6% 21.7% 40.6% Put IV 25d 30.2% 10.4% 40.5% 10.4% 38.4% Bid-Ask Spread % 143.77 141.40 145.13 141.40 143.02 Gamma HHI 0.70 0.49 0.99 0.66 0.93 Net GEX -970 -2.8K -228 -1.5K -228 Net DEX 10.9K 7.6K 14.1K 13.3K 8.9K Net VEX -17 -25 -5 -25 -12 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.05 0 1 0 0 Total OI 9.2 5 12 12 6
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 2024-03-01 $24.34 $24.00 13.9% 4.0% 10.6% 3.2% 0.0% -11.3% 13.9% -1.5K 13.3K -25 0.00 141.40 N/A N/A 0 0 0 12 2024-03-04 $24.17 $0.00 7.8% 6.1% 10.5% 0.0% 0.0% -2.4% -8.6% -2.8K 12.8K -22 0.00 144.08 N/A N/A 0 0 0 12 2024-03-05 $24.15 $0.00 9.9% 6.1% 10.2% 1.2% 0.0% -3.2% -8.4% -2.7K 13.2K -21 0.00 144.45 N/A N/A 0 0 0 12 2024-03-06 $24.36 $0.00 33.1% 6.5% 10.5% 14.2% 0.0% -3.0% -8.4% -1.3K 13.8K -23 0.00 145.13 N/A N/A 0 0 0 12 2024-03-07 $24.61 $0.00 34.4% 8.0% 10.8% 14.8% 0.0% -3.7% -7.4% -1.3K 12.8K -22 0.00 144.57 N/A N/A 0 0 0 12 2024-03-08 $24.47 $0.00 38.8% 5.9% 11.0% 17.3% 0.0% -1.7% -12.0% -1.2K 13.5K -22 0.00 144.65 N/A N/A 0 0 0 12 2024-03-11 $24.45 $0.00 48.9% 5.9% 11.0% 23.0% 0.0% -6.1% -9.8% -1.4K 13.4K -19 0.00 144.24 N/A N/A 0 0 0 12 2024-03-12 $24.48 $0.00 55.7% 5.9% 11.0% 26.7% 0.0% -6.0% -10.5% -1.4K 13.3K -18 0.00 144.39 N/A N/A 0 0 0 12 2024-03-13 $24.54 $0.00 29.7% 8.5% 8.9% 12.2% 0.0% -7.4% -8.7% -1.3K 13.2K -17 0.00 144.43 N/A N/A 0 0 0 12 2024-03-14 $24.29 $0.00 20.0% 5.7% 8.9% 6.8% 0.0% -5.8% -8.7% -1.3K 14.1K -14 0.00 143.62 N/A N/A 0 0 0 12 2024-03-15 $24.29 $0.00 19.4% 5.5% 8.1% 6.5% 0.0% -6.5% -8.8% -483 7.6K -11 0.00 144.16 N/A N/A 0 0 0 12 2024-03-18 $24.21 $0.00 19.7% 5.6% 8.2% 6.6% 0.0% -6.5% -8.8% -387 7.8K -12 0.00 143.70 N/A N/A 0 0 0 5 2024-03-19 $24.27 $0.00 19.1% 5.5% 8.2% 6.3% 0.0% -3.6% -7.1% -367 8.0K -5 0.00 142.71 N/A N/A 0 1 0 5 2024-03-20 $24.32 $0.00 22.8% 6.5% 8.2% 8.4% 0.0% -0.1% -7.3% -254 9.0K -12 0.00 144.23 N/A N/A 0 0 0 6 2024-03-21 $24.14 $0.00 19.7% 5.6% 8.4% 6.7% 0.0% 0.5% -6.5% -275 8.5K -12 0.00 143.07 N/A N/A 0 0 0 6 2024-03-22 $24.06 $0.00 22.5% 6.5% 8.4% 8.2% 0.0% 0.4% -7.7% -284 8.5K -11 0.00 143.04 N/A N/A 0 0 0 6 2024-03-25 $24.09 $0.00 23.3% 6.7% 8.3% 8.7% 0.0% 0.6% -8.6% -309 8.5K -16 0.00 143.52 N/A N/A 0 0 0 6 2024-03-26 $24.13 $0.00 24.3% 7.0% 8.4% 9.2% 0.0% 0.6% -9.2% -318 8.4K -18 0.00 143.41 N/A N/A 0 0 0 6 2024-03-27 $24.27 $0.00 24.6% 7.1% 8.3% 9.4% 0.0% -0.7% -9.6% -276 8.7K -18 0.00 143.51 N/A N/A 0 0 0 6 2024-03-28 $24.27 $0.00 21.9% 6.3% 8.3% 7.8% 0.0% -2.1% -10.1% -228 8.9K -12 0.00 143.02 N/A N/A 0 0 0 6
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