SCHY Options History — July 2024 In July 2024, SCHY traded between $23.68 and $25.06. ATM implied volatility averaged 34.2%, placing in the 15.0% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 22.4% (HV 20d: 11.9%). 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.
Notable Days 2024-07-23 : Highest Volume — 3 contracts2024-07-10 : Largest IV drop — 33.8% change2024-07-08 : Highest IV Rank — 20.4%2024-07-01 : Largest Expected Move — 11.2%Monthly Statistics Metric Avg Min Max Open Close Price $24.41 $23.68 $25.06 $23.68 $25.06 Max Pain $26.00 $26.00 $26.00 $26.00 $26.00 ATM IV 34.2% 27.3% 43.6% 39.0% 35.9% Expected Move 9.2% 7.4% 11.2% 11.2% 10.3% HV 20d 11.9% 8.8% 13.4% 12.8% 9.6% HV 60d 10.7% 10.4% 11.1% 10.9% 10.8% IV Rank 15.0% 11.1% 20.4% 17.7% 15.9% IV Percentile 55.1% 38.5% 71.0% 65.9% 62.3% Term Structure -9.6% -22.9% -5.1% -11.2% -11.8% VWIV 39.6% 39.6% 39.6% 39.6% 39.6% Skew 25d 0.6% -0.2% 3.2% 3.2% 0.2% Skew 10d 2.9% 2.1% 14.2% 2.7% 2.7% Call IV 25d 40.0% 31.7% 49.5% 45.1% 47.9% Put IV 25d 40.6% 32.3% 49.8% 48.3% 48.2% Bid-Ask Spread % 163.84 162.61 164.98 163.18 162.97 Gamma HHI 0.55 0.38 0.66 0.64 0.59 Net GEX -611 -779 -476 -522 -744 Net DEX 6.4K 4.4K 8.5K 5.4K 5.9K Net VEX -36 -50 -29 -34 -38 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.364 0 3 0 0 Total OI 9.864 8 12 8 12
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 2024-07-01 $23.68 $0.00 39.0% 11.2% 12.8% 17.7% 0.0% 3.2% -11.2% -522 5.4K -34 0.00 163.18 N/A N/A 0 0 1 7 2024-07-02 $23.69 $0.00 38.9% 11.2% 12.8% 17.7% 0.0% 0.3% -11.5% -562 5.2K -33 0.00 163.67 N/A N/A 0 0 1 7 2024-07-03 $23.93 $0.00 36.1% 10.3% 13.4% 16.1% 0.0% 0.3% -11.3% -490 4.6K -32 0.00 163.43 N/A N/A 0 0 1 7 2024-07-05 $24.05 $0.00 39.3% 7.4% 13.4% 17.9% 0.0% 0.7% -5.1% -476 4.7K -33 0.00 162.69 N/A N/A 0 0 1 7 2024-07-08 $24.01 $0.00 43.6% 7.6% 13.3% 20.4% 0.0% 0.7% -5.7% -477 4.4K -31 0.00 162.61 N/A N/A 0 1 1 7 2024-07-09 $23.97 $0.00 41.8% 7.7% 12.8% 19.3% 39.6% 0.5% -5.8% -575 6.8K -33 0.00 164.46 N/A N/A 0 1 1 8 2024-07-10 $24.20 $26.00 27.7% 7.9% 13.3% 11.3% 0.0% 0.0% -5.8% -611 8.5K -36 0.00 164.70 N/A N/A 0 1 1 9 2024-07-11 $24.36 $26.00 29.6% 8.5% 12.7% 12.4% 0.0% -0.1% -8.0% -514 6.2K -34 0.00 164.98 N/A N/A 0 1 1 8 2024-07-12 $24.61 $26.00 27.3% 7.8% 13.0% 11.1% 0.0% 0.1% -5.3% -584 6.9K -34 0.00 163.99 N/A N/A 0 0 1 9 2024-07-15 $24.48 $26.00 30.8% 8.8% 12.7% 13.0% 0.0% -0.2% -7.7% -629 7.2K -33 0.00 164.52 N/A N/A 0 0 1 9 2024-07-16 $24.48 $26.00 31.7% 9.1% 12.0% 13.6% 0.0% -0.1% -8.6% -677 7.4K -32 0.00 164.58 N/A N/A 0 0 1 9 2024-07-17 $24.61 $26.00 29.5% 8.4% 12.1% 12.3% 0.0% 1.0% -6.4% -600 7.0K -32 0.00 164.81 N/A N/A 0 0 1 9 2024-07-18 $24.59 $26.00 30.9% 8.9% 11.9% 13.1% 0.0% 0.8% -8.6% -612 7.0K -31 0.00 164.31 N/A N/A 0 0 1 9 2024-07-19 $24.46 $26.00 33.4% 9.6% 12.1% 14.5% 0.0% 0.8% -10.2% -523 6.0K -32 0.00 164.35 N/A N/A 0 1 1 8 2024-07-22 $24.64 $26.00 32.3% 9.2% 12.2% 13.9% 0.0% 1.1% -8.4% -487 5.6K -31 0.00 163.76 N/A N/A 0 0 1 8 2024-07-23 $24.51 $26.00 33.4% 9.6% 12.1% 14.6% 0.0% 0.9% -22.9% -540 5.6K -29 0.00 164.45 N/A N/A 0 3 1 8 2024-07-24 $24.39 $26.00 35.4% 10.2% 12.2% 15.7% 0.0% 0.9% -12.4% -755 8.4K -50 0.00 163.96 N/A N/A 0 0 1 11 2024-07-25 $24.62 $26.00 33.9% 9.7% 8.8% 14.8% 0.0% 0.1% -10.2% -740 7.6K -48 0.00 164.01 N/A N/A 0 0 1 11 2024-07-26 $24.91 $26.00 31.9% 9.2% 9.3% 13.7% 0.0% 0.6% -9.8% -775 6.4K -41 0.00 162.93 N/A N/A 0 0 1 11 2024-07-29 $24.84 $26.00 35.1% 10.1% 9.5% 15.5% 0.0% 0.5% -12.1% -761 6.8K -43 0.00 163.11 N/A N/A 0 0 1 11 2024-07-30 $24.88 $26.00 36.1% 10.3% 9.5% 16.1% 0.0% 0.6% -12.7% -779 6.5K -41 0.00 162.99 N/A N/A 0 0 1 11 2024-07-31 $25.06 $26.00 35.9% 10.3% 9.6% 15.9% 0.0% 0.2% -11.8% -744 5.9K -38 0.00 162.97 N/A N/A 0 0 1 11
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