SCHY Options History — August 2024

In August 2024, SCHY traded between $24.15 and $26.13. ATM implied volatility averaged 43.3%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 30.0% (HV 20d: 13.4%). Max pain ranged from $23.00 to $26.00. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2024-08-28: Highest Volume — 5 contracts
2024-08-14: Largest IV drop — 70.6% change
2024-08-06: Highest IV Rank — 47.9%
2024-08-06: Largest Expected Move — 13.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.21	$24.15	$26.13	$24.61	$25.98
Max Pain	$23.27	$23.00	$26.00	$26.00	$23.00
ATM IV	43.3%	24.0%	92.2%	32.8%	30.7%
Expected Move	8.6%	6.4%	13.9%	9.4%	8.8%
HV 20d	13.4%	11.7%	14.3%	11.7%	12.2%
HV 60d	12.2%	11.4%	12.5%	11.4%	12.5%
IV Rank	20.2%	9.2%	47.9%	14.2%	13.0%
IV Percentile	55.6%	23.4%	96.8%	52.0%	41.7%
Term Structure	-4.5%	-16.8%	31.7%	2.0%	-6.3%
VWIV	49.7%	49.7%	49.7%	49.7%	49.7%
Skew 25d	-5.1%	-22.3%	2.6%	0.4%	-10.6%
Skew 10d	0.5%	-12.2%	30.1%	2.3%	-12.2%
Call IV 25d	37.5%	29.4%	57.7%	49.6%	39.9%
Put IV 25d	32.4%	17.0%	57.1%	50.0%	29.4%
Bid-Ask Spread %	145.17	139.14	164.07	164.07	140.44
Gamma HHI	0.59	0.42	0.65	0.61	0.42
Net GEX	-514	-819	84	-772	70
Net DEX	4.9K	-1.0K	8.7K	7.7K	-841
Net VEX	-33	-48	-18	-47	-32
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	0.318	0	5	0	0
Total OI	12	11	16	12	16

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	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2024-08-01	$24.61	$26.00	32.8%	9.4%	11.7%	14.2%	0.0%	0.4%	2.0%	-772	7.7K	-47	164.07	N/A	N/A	0	0	1	11
2024-08-02	$24.60	$26.00	43.8%	12.5%	11.7%	20.4%	0.0%	-0.6%	-16.8%	-703	7.8K	-48	158.80	N/A	N/A	0	0	1	11
2024-08-05	$24.15	$23.00	67.5%	10.8%	13.6%	33.9%	0.0%	-14.5%	-9.3%	-770	8.7K	-48	151.43	N/A	N/A	0	1	1	11
2024-08-06	$24.18	$23.00	92.2%	13.9%	13.6%	47.9%	0.0%	-20.2%	-14.6%	-788	8.3K	-47	156.40	N/A	N/A	0	0	1	11
2024-08-07	$24.36	$23.00	54.2%	8.2%	13.4%	26.4%	0.0%	-6.7%	-7.8%	-745	8.6K	-48	142.66	N/A	N/A	0	0	1	11
2024-08-08	$24.63	$23.00	75.8%	7.7%	13.7%	38.6%	0.0%	-22.3%	-8.2%	-737	8.1K	-46	154.01	N/A	N/A	0	0	1	11
2024-08-09	$24.64	$23.00	57.2%	6.4%	13.3%	28.1%	0.0%	-10.5%	-4.9%	-763	7.8K	-44	143.44	N/A	N/A	0	0	1	11
2024-08-12	$24.63	$23.00	76.9%	6.5%	13.1%	39.2%	0.0%	-14.9%	-5.8%	-787	7.7K	-43	143.28	N/A	N/A	0	0	1	11
2024-08-13	$24.89	$23.00	81.6%	6.8%	13.6%	41.9%	0.0%	-8.9%	-5.5%	-814	6.7K	-39	142.98	N/A	N/A	0	0	1	11
2024-08-14	$24.95	$23.00	24.0%	6.9%	13.5%	9.2%	0.0%	-7.5%	-5.8%	-819	6.4K	-36	142.74	N/A	N/A	0	0	1	11
2024-08-15	$25.14	$23.00	26.6%	7.6%	13.7%	10.7%	0.0%	-5.7%	31.7%	-778	5.6K	-31	142.97	N/A	N/A	0	0	1	11
2024-08-16	$25.30	$23.00	26.8%	7.7%	13.6%	10.8%	0.0%	2.6%	-2.5%	-381	5.6K	-22	143.09	N/A	N/A	0	0	1	11
2024-08-19	$25.55	$23.00	28.2%	8.1%	13.8%	11.6%	0.0%	0.1%	-3.7%	-333	2.8K	-22	142.08	N/A	N/A	0	0	1	10
2024-08-20	$25.52	$23.00	28.7%	8.2%	13.6%	11.9%	0.0%	0.1%	-4.0%	-346	2.9K	-22	142.21	N/A	N/A	0	0	1	10
2024-08-21	$25.68	$23.00	28.3%	8.1%	13.4%	11.6%	0.0%	1.2%	-4.1%	-331	2.6K	-21	141.80	N/A	N/A	0	0	1	10
2024-08-22	$25.54	$23.00	29.7%	8.5%	13.4%	12.4%	0.0%	0.9%	-5.0%	-352	2.7K	-20	141.51	N/A	N/A	0	0	1	10
2024-08-23	$26.02	$23.00	27.0%	7.7%	14.3%	10.9%	0.0%	1.7%	-3.6%	-310	2.3K	-19	139.94	N/A	N/A	0	0	1	10
2024-08-26	$26.07	$23.00	28.9%	8.3%	14.2%	12.0%	0.0%	1.2%	-5.5%	-311	2.2K	-18	139.14	N/A	N/A	0	0	1	10
2024-08-27	$26.13	$23.00	31.4%	9.0%	14.2%	13.4%	49.7%	1.1%	-6.9%	-314	2.2K	-18	140.26	N/A	N/A	1	0	1	10
2024-08-28	$26.05	$23.00	30.2%	8.7%	14.2%	12.7%	0.0%	0.8%	-6.4%	-317	2.2K	-18	140.67	N/A	N/A	5	0	1	10
2024-08-29	$26.06	$23.00	30.9%	8.8%	12.1%	13.1%	0.0%	0.8%	-6.8%	84	-1.0K	-33	139.93	N/A	N/A	0	0	6	10
2024-08-30	$25.98	$23.00	30.7%	8.8%	12.2%	13.0%	0.0%	-10.6%	-6.3%	70	-841	-32	140.44	N/A	N/A	0	0	6	10