SCHY Options History — May 2024 In May 2024, SCHY traded between $23.71 and $24.92. ATM implied volatility averaged 38.5%, placing in the 17.1% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 29.8% (HV 20d: 8.7%). Max pain ranged from $23.00 to $26.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 2 of 22 days.
Notable Days 2024-05-17 : Highest Volume — 1 contracts2024-05-09 : Largest IV spike — 88.4% change2024-05-14 : Highest IV Rank — 45.2%2024-05-03 : Largest Expected Move — 11.5%Monthly Statistics Metric Avg Min Max Open Close Price $24.38 $23.71 $24.92 $23.71 $24.41 Max Pain $23.41 $23.00 $26.00 $26.00 $23.00 ATM IV 38.5% 25.7% 88.7% 37.6% 37.0% Expected Move 8.6% 6.0% 11.5% 10.8% 10.6% HV 20d 8.7% 6.6% 10.8% 10.5% 9.1% HV 60d 9.1% 8.6% 9.7% 9.6% 9.2% IV Rank 17.1% 10.0% 45.2% 16.6% 16.3% IV Percentile 57.5% 36.9% 93.3% 63.1% 61.9% Term Structure -6.9% -16.8% 35.7% -14.0% -12.8% VWIV 11.6% 11.6% 11.6% 11.6% 11.6% Skew 25d -4.3% -22.2% 26.0% 18.5% -22.2% Skew 10d 1.6% -12.2% 14.4% 1.5% 2.8% Call IV 25d 28.0% 18.7% 36.6% 32.1% 36.6% Put IV 25d 23.7% 11.7% 53.0% 50.6% 14.4% Bid-Ask Spread % 145.00 140.89 165.14 165.14 142.70 Gamma HHI 0.68 0.49 0.81 0.72 0.78 Net GEX -470 -622 -361 -622 -450 Net DEX 6.8K 5.8K 7.7K 7.7K 6.9K Net VEX -26 -32 -20 -32 -20 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.045 0 1 0 0 Total OI 8.182 7 9 9 7
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 2024-05-01 $23.71 $26.00 37.6% 10.8% 10.5% 16.6% 0.0% 18.5% -14.0% -622 7.7K -32 0.00 165.14 N/A N/A 0 0 1 8 2024-05-02 $23.87 $26.00 38.1% 10.9% 10.5% 16.9% 0.0% 21.4% -13.4% -574 7.4K -31 0.00 163.33 N/A N/A 0 0 1 8 2024-05-03 $24.02 $26.00 40.0% 11.5% 10.8% 18.0% 0.0% 26.0% -16.8% -538 7.1K -30 0.00 164.00 N/A N/A 0 0 1 8 2024-05-06 $24.12 $23.00 46.5% 7.6% 10.8% 21.6% 0.0% 1.6% -9.9% -510 7.0K -29 0.00 142.00 N/A N/A 0 0 1 8 2024-05-07 $24.14 $23.00 29.7% 7.5% 10.8% 12.2% 0.0% -3.6% -9.6% -508 7.0K -29 0.00 142.15 N/A N/A 0 0 1 8 2024-05-08 $24.15 $23.00 28.7% 7.6% 9.7% 11.7% 0.0% -5.1% -9.5% -519 6.7K -26 0.00 141.59 N/A N/A 0 0 1 8 2024-05-09 $24.32 $23.00 54.1% 7.8% 9.9% 25.9% 0.0% -1.4% -8.5% -477 6.3K -27 0.00 141.17 N/A N/A 0 0 1 8 2024-05-10 $24.43 $23.00 61.3% 8.0% 8.4% 29.9% 0.0% -1.6% -10.4% -464 6.3K -26 0.00 141.90 N/A N/A 0 0 1 8 2024-05-13 $24.48 $23.00 51.2% 6.0% 8.0% 24.2% 0.0% -10.4% -9.9% -461 6.3K -25 0.00 140.89 N/A N/A 0 0 1 8 2024-05-14 $24.61 $23.00 88.7% 6.0% 6.8% 45.2% 0.0% 5.5% 4.6% -464 6.0K -23 0.00 141.48 N/A N/A 0 0 1 8 2024-05-15 $24.82 $23.00 25.7% 7.4% 7.1% 10.0% 0.0% 8.3% -8.3% -361 5.8K -28 0.00 142.05 N/A N/A 0 0 1 8 2024-05-16 $24.84 $23.00 26.0% 7.5% 7.1% 10.2% 0.0% 6.6% 35.7% -366 5.8K -27 0.00 140.99 N/A N/A 0 0 1 8 2024-05-17 $24.92 $23.00 26.4% 7.6% 7.0% 10.4% 11.6% -10.7% -4.9% -455 7.1K -28 0.00 141.73 N/A N/A 0 1 1 8 2024-05-20 $24.85 $23.00 27.2% 7.8% 6.6% 10.8% 0.0% -19.3% -5.1% -398 6.7K -25 0.00 141.81 N/A N/A 0 0 0 7 2024-05-21 $24.76 $23.00 28.5% 8.2% 6.8% 11.6% 0.0% -14.6% -5.1% -399 6.9K -26 0.00 141.57 N/A N/A 0 0 0 7 2024-05-22 $24.48 $23.00 32.2% 9.2% 7.9% 13.7% 0.0% -17.7% -8.4% -461 7.1K -22 0.00 142.57 N/A N/A 0 0 0 7 2024-05-23 $24.33 $23.00 32.1% 9.2% 8.4% 13.6% 0.0% -17.7% -8.4% -454 7.0K -22 0.00 141.59 N/A N/A 0 0 0 7 2024-05-24 $24.45 $23.00 32.5% 9.3% 8.4% 13.8% 0.0% -18.0% -8.7% -441 6.9K -21 0.00 142.23 N/A N/A 0 0 0 7 2024-05-28 $24.36 $23.00 33.7% 9.7% 8.6% 14.5% 0.0% -16.8% -8.8% -461 7.0K -21 0.00 142.86 N/A N/A 0 0 0 7 2024-05-29 $24.11 $23.00 33.7% 9.7% 9.0% 14.5% 0.0% -12.5% -8.3% -486 7.4K -22 0.00 142.39 N/A N/A 0 0 0 7 2024-05-30 $24.26 $23.00 35.3% 10.1% 9.2% 15.4% 0.0% -11.9% -10.3% -468 7.2K -21 0.00 143.90 N/A N/A 0 0 0 7 2024-05-31 $24.41 $23.00 37.0% 10.6% 9.1% 16.3% 0.0% -22.2% -12.8% -450 6.9K -20 0.00 142.70 N/A N/A 0 0 0 7
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