SCHY Options History — June 2024

In June 2024, SCHY traded between $23.52 and $24.61. ATM implied volatility averaged 34.0%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 23.4% (HV 20d: 10.6%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 1.00.

Notable Days

2024-06-11: Highest Volume — 2 contracts
2024-06-07: Largest IV spike — 75.2% change
2024-06-10: Highest IV Rank — 21.8%
2024-06-05: Largest Expected Move — 11.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.06	$23.52	$24.61	$24.45	$23.55
Max Pain	$23.00	$23.00	$23.00	$23.00	$23.00
ATM IV	34.0%	23.2%	46.9%	40.0%	37.3%
Expected Move	9.4%	6.7%	11.7%	11.5%	10.7%
HV 20d	10.6%	8.9%	13.5%	8.9%	12.8%
HV 60d	9.7%	8.9%	11.0%	9.0%	10.9%
IV Rank	14.8%	8.8%	21.8%	18.0%	16.7%
IV Percentile	54.1%	25.8%	70.2%	64.7%	64.3%
Term Structure	-9.3%	-14.7%	-6.2%	-14.7%	-10.5%
Skew 25d	-1.3%	-14.4%	8.7%	-14.4%	0.0%
Skew 10d	3.1%	-0.3%	18.5%	-0.3%	3.0%
Call IV 25d	38.6%	33.1%	45.3%	34.5%	45.3%
Put IV 25d	37.3%	20.1%	45.4%	20.1%	45.4%
Bid-Ask Spread %	161.00	142.14	165.80	142.14	163.96
Gamma HHI	0.75	0.51	0.94	0.70	0.66
Net GEX	-652	-3.0K	-260	-435	-526
Net DEX	7.7K	5.4K	9.1K	7.2K	5.9K
Net VEX	-28	-36	-21	-23	-36
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.00	1.00	1.00	1.00	1.00
Total Volume	0.263	0	2	0	0
Total OI	8.684	7	10	7	8

Daily Data (19 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
2024-06-03	$24.45	$23.00	40.0%	11.5%	8.9%	18.0%	0.0%	-14.4%	-14.7%	-435	7.2K	-23	0.00	142.14	N/A	N/A	0	0	0	7
2024-06-04	$24.41	$23.00	40.0%	11.5%	8.9%	18.0%	0.0%	-12.8%	-13.0%	-435	7.5K	-21	0.00	143.81	N/A	N/A	0	1	0	7
2024-06-05	$24.52	$23.00	40.9%	11.7%	9.0%	18.5%	0.0%	-14.4%	-12.9%	-489	8.0K	-28	0.00	143.42	N/A	N/A	0	0	0	8
2024-06-06	$24.61	$0.00	25.2%	8.1%	9.0%	9.7%	0.0%	0.9%	-6.4%	-494	7.7K	-27	0.00	165.80	N/A	N/A	0	0	0	8
2024-06-07	$24.34	$0.00	44.2%	8.0%	9.7%	20.3%	0.0%	1.1%	-6.9%	-519	8.2K	-26	0.00	165.21	N/A	N/A	0	0	0	8
2024-06-10	$24.32	$0.00	46.9%	8.6%	9.5%	21.8%	0.0%	1.1%	-9.6%	-536	8.1K	-23	0.00	165.63	N/A	N/A	0	0	0	8
2024-06-11	$24.01	$0.00	25.2%	8.6%	10.5%	9.7%	0.0%	1.3%	-7.9%	-638	8.2K	-24	1.00	164.96	N/A	N/A	1	1	0	8
2024-06-12	$24.17	$0.00	29.6%	8.5%	10.6%	12.2%	0.0%	0.7%	-10.2%	-551	8.1K	-31	0.00	164.52	N/A	N/A	0	0	1	9
2024-06-13	$23.97	$0.00	30.6%	8.8%	10.3%	12.7%	0.0%	0.5%	-8.3%	-582	8.6K	-31	0.00	164.36	N/A	N/A	0	0	1	9
2024-06-14	$23.73	$0.00	31.9%	9.1%	10.6%	13.7%	0.0%	-2.6%	-8.6%	-671	9.1K	-27	0.00	164.31	N/A	N/A	0	0	1	9
2024-06-17	$23.82	$0.00	33.3%	9.6%	10.7%	14.5%	0.0%	1.2%	-9.3%	-626	9.1K	-30	0.00	164.08	N/A	N/A	0	0	1	9
2024-06-18	$23.99	$0.00	32.4%	9.3%	11.2%	14.0%	0.0%	0.7%	-8.9%	-588	8.6K	-29	0.00	163.99	N/A	N/A	0	0	1	9
2024-06-20	$24.03	$0.00	32.6%	9.3%	11.2%	14.1%	0.0%	0.7%	-6.2%	-598	8.1K	-26	0.00	163.60	N/A	N/A	0	0	1	9
2024-06-21	$23.95	$0.00	34.1%	9.8%	10.6%	15.0%	0.0%	0.8%	-6.8%	-3.0K	7.7K	-25	0.00	164.30	N/A	N/A	0	0	1	9
2024-06-24	$24.17	$0.00	33.4%	9.6%	11.1%	14.5%	0.0%	0.5%	-8.5%	-260	5.4K	-23	0.00	163.47	N/A	N/A	0	2	1	6
2024-06-25	$24.09	$0.00	33.7%	9.6%	10.9%	14.7%	0.0%	0.5%	-8.9%	-412	7.0K	-36	0.00	163.24	N/A	N/A	0	0	1	8
2024-06-26	$23.54	$0.00	32.4%	9.3%	13.5%	14.0%	0.0%	8.7%	-9.4%	-521	8.3K	-36	0.00	164.09	N/A	N/A	0	0	1	8
2024-06-27	$23.52	$0.00	23.2%	6.7%	13.1%	8.8%	0.0%	1.7%	-9.3%	-530	6.0K	-36	0.00	164.15	N/A	N/A	0	0	1	7
2024-06-28	$23.55	$0.00	37.3%	10.7%	12.8%	16.7%	0.0%	0.0%	-10.5%	-526	5.9K	-36	0.00	163.96	N/A	N/A	0	0	1	7