SCHY Options History — April 2024 In April 2024, SCHY traded between $23.20 and $24.20. ATM implied volatility averaged 31.2%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 22.2% (HV 20d: 8.9%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-04-01 : Highest Volume — 1 contracts2024-04-15 : Largest IV spike — 36.8% change2024-04-30 : Highest IV Rank — 18.1%2024-04-30 : Largest Expected Move — 11.5%Monthly Statistics Metric Avg Min Max Open Close Price $23.75 $23.20 $24.20 $24.18 $23.67 Max Pain $26.00 $26.00 $26.00 $26.00 $26.00 ATM IV 31.2% 22.6% 40.1% 22.6% 40.1% Expected Move 8.7% 6.5% 11.5% 6.5% 11.5% HV 20d 8.9% 7.0% 10.7% 8.2% 10.7% HV 60d 9.6% 9.2% 9.9% 9.6% 9.6% IV Rank 13.1% 8.3% 18.1% 8.3% 18.1% IV Percentile 54.1% 33.7% 64.7% 33.7% 64.7% Term Structure -12.6% -26.9% -3.3% -12.0% -13.8% VWIV 23.1% 23.1% 23.1% 23.1% 23.1% Skew 25d 1.1% -17.6% 21.0% -1.6% 17.4% Skew 10d 0.8% -3.2% 1.8% 0.7% 1.0% Call IV 25d 37.3% 18.7% 48.2% 44.4% 32.0% Put IV 25d 38.4% 13.2% 49.4% 42.8% 49.4% Bid-Ask Spread % 161.09 142.69 164.87 142.69 163.68 Gamma HHI 0.85 0.67 0.95 0.95 0.81 Net GEX -557 -828 -233 -233 -641 Net DEX 7.7K 5.5K 9.9K 8.9K 5.5K Net VEX -27 -33 -12 -12 -26 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 0.273 0 1 1 0 Total OI 7.364 6 9 6 8
Daily Data (22 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 2024-04-01 $24.18 $0.00 22.6% 6.5% 8.2% 8.3% 0.0% -1.6% -12.0% -233 8.9K -12 0.00 142.69 N/A N/A 0 1 0 6 2024-04-02 $24.07 $0.00 27.1% 7.8% 8.0% 10.8% 0.0% -0.4% -12.2% -396 9.0K -25 0.00 142.86 N/A N/A 0 1 0 7 2024-04-03 $24.20 $0.00 28.4% 8.1% 8.3% 11.5% 0.0% -0.5% -13.7% -423 9.8K -31 0.00 143.01 N/A N/A 0 0 0 8 2024-04-04 $24.01 $0.00 27.0% 6.8% 8.1% 10.7% 0.0% -2.5% -5.0% -479 9.7K -31 0.00 164.19 N/A N/A 0 0 0 8 2024-04-05 $24.01 $0.00 27.3% 6.7% 7.0% 10.9% 0.0% 0.0% -4.4% -483 9.6K -30 0.00 164.01 N/A N/A 0 0 0 8 2024-04-08 $24.10 $0.00 33.7% 7.5% 7.0% 14.5% 0.0% -0.0% -6.4% -426 9.9K -33 0.00 163.77 N/A N/A 0 0 0 8 2024-04-09 $24.11 $0.00 31.4% 7.2% 7.0% 13.2% 0.0% 0.0% -3.3% -377 5.6K -26 0.00 164.58 N/A N/A 0 0 0 6 2024-04-10 $23.80 $0.00 24.3% 7.0% 8.2% 9.2% 0.0% -0.1% -5.9% -461 5.6K -26 0.00 164.09 N/A N/A 0 1 0 6 2024-04-11 $23.84 $0.00 24.6% 7.0% 8.1% 9.4% 0.0% -0.0% -6.1% -569 6.2K -27 0.00 164.35 N/A N/A 0 0 0 7 2024-04-12 $23.52 $0.00 24.6% 7.0% 8.7% 9.4% 0.0% -17.6% -7.4% -603 7.0K -28 0.00 161.03 N/A N/A 0 0 0 7 2024-04-15 $23.41 $0.00 33.6% 9.6% 8.7% 14.4% 0.0% -1.0% -26.0% -583 7.3K -27 0.00 164.74 N/A N/A 0 1 0 7 2024-04-16 $23.20 $0.00 32.5% 9.3% 9.1% 13.8% 0.0% -0.0% -24.9% -687 9.2K -28 0.00 163.50 N/A N/A 0 0 0 8 2024-04-17 $23.27 $0.00 33.5% 9.6% 9.1% 14.3% 0.0% 0.2% -25.8% -700 9.0K -27 0.00 164.01 N/A N/A 0 1 0 8 2024-04-18 $23.26 $0.00 33.6% 9.6% 9.0% 14.4% 0.0% 0.3% -24.1% -828 9.9K -31 0.00 164.13 N/A N/A 0 0 0 9 2024-04-19 $23.39 $0.00 34.5% 9.9% 9.2% 14.9% 0.0% 0.2% -26.9% -630 9.5K -30 0.00 164.87 N/A N/A 0 0 0 9 2024-04-22 $23.66 $0.00 33.1% 9.5% 10.2% 14.1% 0.0% 11.1% -8.0% -634 6.4K -27 0.00 164.68 N/A N/A 0 0 0 7 2024-04-23 $23.80 $0.00 31.7% 9.1% 10.5% 13.3% 0.0% 1.1% -8.6% -602 6.1K -26 0.00 163.50 N/A N/A 0 0 0 7 2024-04-24 $23.68 $0.00 34.5% 9.9% 10.6% 14.9% 0.0% 0.5% -9.6% -634 6.4K -27 0.00 164.38 N/A N/A 0 0 0 7 2024-04-25 $23.67 $0.00 35.3% 10.1% 10.3% 15.4% 0.0% -0.3% -9.1% -634 6.4K -27 0.00 164.14 N/A N/A 0 0 0 7 2024-04-26 $23.74 $0.00 36.1% 10.3% 10.4% 15.8% 0.0% -2.8% -10.5% -631 6.2K -26 0.00 164.22 N/A N/A 0 0 0 7 2024-04-29 $23.85 $0.00 36.5% 10.5% 10.5% 16.1% 23.1% 21.0% -12.5% -609 6.0K -25 0.00 163.53 N/A N/A 1 0 0 7 2024-04-30 $23.67 $26.00 40.1% 11.5% 10.7% 18.1% 0.0% 17.4% -13.8% -641 5.5K -26 0.00 163.68 N/A N/A 0 0 1 7
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