SCHY Options History — September 2024 In September 2024, SCHY traded between $25.73 and $26.52. ATM implied volatility averaged 34.1%, placing in the 14.9% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 23.7% (HV 20d: 10.4%). Max pain ranged from $23.00 to $28.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-09-17 : Highest Volume — 1 contracts2024-09-18 : Largest IV spike — 72.7% change2024-09-18 : Highest IV Rank — 24.4%2024-09-18 : Largest Expected Move — 14.5%Monthly Statistics Metric Avg Min Max Open Close Price $26.07 $25.73 $26.52 $25.74 $26.13 Max Pain $27.50 $23.00 $28.00 $23.00 $28.00 ATM IV 34.1% 22.6% 50.7% 33.0% 22.6% Expected Move 9.0% 6.5% 14.5% 9.5% 6.5% HV 20d 10.4% 8.0% 12.1% 10.4% 12.1% HV 60d 11.8% 10.8% 12.6% 12.6% 11.9% IV Rank 14.9% 8.4% 24.4% 14.3% 8.4% IV Percentile 49.9% 14.3% 79.0% 50.8% 14.3% Term Structure -11.2% -17.0% -5.9% -8.6% -8.4% Skew 25d 0.2% -15.2% 12.9% 0.5% 0.9% Skew 10d -1.0% -23.9% 15.5% -23.9% 2.6% Call IV 25d 38.2% 21.9% 67.2% 44.9% 41.7% Put IV 25d 38.3% 18.3% 67.2% 45.4% 42.6% Bid-Ask Spread % 162.51 138.50 180.58 138.50 163.47 Gamma HHI 0.45 0.37 0.52 0.41 0.51 Net GEX -10 -269 151 81 111 Net DEX -273 -1.7K 1.5K -1.4K 1.4K Net VEX -31 -39 -19 -19 -33 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.1 0 1 0 0 Total OI 14.95 12 17 16 12
Daily Data (20 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 2024-09-03 $25.74 $23.00 33.0% 9.5% 10.4% 14.3% 0.0% 0.5% -8.6% 81 -1.4K -19 0.00 138.50 N/A N/A 0 0 6 10 2024-09-04 $25.81 $23.00 35.2% 10.1% 10.4% 15.6% 0.0% 0.6% -9.4% 25 -523 -31 0.00 139.02 N/A N/A 0 0 6 10 2024-09-05 $25.94 $28.00 37.5% 7.8% 10.3% 16.9% 0.0% 0.2% -17.0% 55 -756 -30 0.00 163.98 N/A N/A 0 0 6 10 2024-09-06 $25.73 $28.00 37.6% 8.0% 10.6% 17.0% 0.0% 7.3% -15.4% 20 -173 -31 0.00 164.95 N/A N/A 0 0 6 10 2024-09-09 $25.88 $28.00 42.4% 8.1% 10.6% 19.7% 0.0% 0.6% -16.5% 62 -622 -29 0.00 163.98 N/A N/A 0 0 6 10 2024-09-10 $25.81 $28.00 46.0% 8.4% 10.8% 21.7% 0.0% 10.3% -16.6% 28 -515 -28 0.00 164.45 N/A N/A 0 0 6 10 2024-09-11 $25.81 $28.00 28.9% 8.3% 10.3% 12.0% 0.0% -0.3% -16.9% 21 -434 -28 0.00 164.01 N/A N/A 0 0 6 10 2024-09-12 $25.97 $28.00 28.5% 8.2% 10.4% 11.8% 0.0% -15.2% -16.8% 66 -677 -27 0.00 162.77 N/A N/A 0 0 6 10 2024-09-13 $26.05 $28.00 28.9% 8.3% 10.3% 12.0% 0.0% 0.2% -6.2% -138 -455 -39 0.00 163.89 N/A N/A 0 0 6 10 2024-09-16 $26.27 $28.00 29.2% 8.4% 10.4% 12.2% 0.0% 12.9% -8.4% -84 -1.6K -34 0.00 163.23 N/A N/A 0 0 6 10 2024-09-17 $26.13 $28.00 29.4% 8.4% 10.3% 12.2% 0.0% -0.8% -7.7% -153 -1.7K -28 0.00 162.53 N/A N/A 0 1 6 10 2024-09-18 $26.12 $28.00 50.7% 14.5% 10.2% 24.4% 0.0% 0.0% -15.6% -269 206 -36 0.00 180.58 N/A N/A 0 0 6 11 2024-09-19 $26.29 $28.00 30.7% 8.8% 10.2% 13.0% 0.0% -0.7% -9.0% -226 -620 -26 0.00 163.34 N/A N/A 0 0 6 11 2024-09-20 $26.15 $28.00 30.0% 8.6% 10.2% 12.6% 0.0% -0.9% -5.9% -18 1.5K -37 0.00 163.32 N/A N/A 0 1 6 11 2024-09-23 $26.27 $28.00 32.6% 9.3% 8.0% 14.1% 0.0% -0.9% -10.4% -44 654 -32 0.00 162.89 N/A N/A 0 0 5 7 2024-09-24 $26.52 $28.00 35.8% 10.3% 8.6% 15.9% 0.0% -1.6% -8.7% -31 -530 -29 0.00 164.20 N/A N/A 0 0 5 7 2024-09-25 $26.07 $28.00 29.7% 8.5% 10.7% 12.4% 0.0% 0.8% -6.6% 83 1.0K -36 0.00 162.74 N/A N/A 0 0 5 7 2024-09-26 $26.38 $28.00 45.2% 13.0% 11.5% 21.3% 0.0% -11.5% -11.9% 58 -375 -38 0.00 175.01 N/A N/A 0 0 5 7 2024-09-27 $26.41 $28.00 27.6% 7.9% 11.5% 11.3% 0.0% 0.6% -8.4% 151 163 -34 0.00 163.26 N/A N/A 0 0 5 7 2024-09-30 $26.13 $28.00 22.6% 6.5% 12.1% 8.4% 0.0% 0.9% -8.4% 111 1.4K -33 0.00 163.47 N/A N/A 0 0 5 7
« Aug 2024 | All History | Oct 2024 » Home SCHY History September 2024