SCHY Options History — October 2024

In October 2024, SCHY traded between $24.64 and $26.06. ATM implied volatility averaged 30.5%, placing in the 12.9% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 19.8% (HV 20d: 10.6%). Max pain ranged from $26.00 to $28.00. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.00.

Notable Days

2024-10-17: Highest Volume — 2 contracts
2024-10-28: Largest IV spike — 68.3% change
2024-10-08: Highest IV Rank — 24.8%
2024-10-31: Largest Expected Move — 12.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.33	$24.64	$26.06	$26.06	$24.64
Max Pain	$26.40	$26.00	$28.00	$28.00	$26.00
ATM IV	30.5%	21.3%	51.4%	23.9%	42.2%
Expected Move	7.9%	6.1%	12.1%	6.9%	12.1%
HV 20d	10.6%	7.5%	12.6%	11.6%	7.5%
HV 60d	11.7%	10.7%	12.2%	11.9%	10.7%
IV Rank	12.9%	7.7%	24.8%	9.2%	19.5%
IV Percentile	37.6%	8.3%	81.3%	16.7%	76.2%
Term Structure	-6.2%	-15.2%	-2.4%	-10.2%	-15.2%
VWIV	12.5%	10.6%	14.4%	10.6%	14.4%
Skew 25d	2.9%	-19.3%	27.7%	1.2%	27.7%
Skew 10d	1.3%	-7.0%	3.2%	2.8%	2.9%
Call IV 25d	28.2%	13.4%	42.8%	42.8%	22.1%
Put IV 25d	31.1%	11.1%	49.7%	44.0%	49.7%
Bid-Ask Spread %	159.03	151.71	164.37	162.83	152.75
Gamma HHI	0.47	0.40	0.63	0.51	0.56
Net GEX	-418	-1.1K	89	89	-669
Net DEX	4.4K	1.5K	8.7K	1.5K	5.5K
Net VEX	-37	-46	-30	-31	-46
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	0.348	0	2	1	0
Total OI	12.783	10	15	12	14

Daily Data (23 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
2024-10-01	$26.06	$28.00	23.9%	6.9%	11.6%	9.2%	0.0%	1.2%	-10.2%	89	1.5K	-31	162.83	N/A	N/A	0	1	5	7
2024-10-02	$25.91	$28.00	36.3%	10.4%	11.8%	16.2%	0.0%	3.4%	-10.8%	-126	2.7K	-36	162.64	N/A	N/A	0	0	5	8
2024-10-03	$25.57	$0.00	31.5%	7.4%	12.6%	13.5%	0.0%	1.5%	-2.4%	-260	3.5K	-35	163.65	N/A	N/A	0	0	5	8
2024-10-04	$25.63	$0.00	41.4%	7.3%	12.3%	19.1%	0.0%	-0.9%	-3.0%	-136	3.1K	-36	164.00	N/A	N/A	0	0	5	8
2024-10-07	$25.52	$0.00	46.0%	8.0%	12.1%	21.7%	0.0%	-1.3%	-3.8%	-140	3.2K	-37	163.69	N/A	N/A	0	0	5	8
2024-10-08	$25.49	$0.00	51.4%	6.3%	12.1%	24.8%	0.0%	-12.3%	-2.9%	-129	3.4K	-38	164.13	N/A	N/A	0	0	5	8
2024-10-09	$25.52	$0.00	28.2%	8.1%	12.1%	11.6%	0.0%	0.1%	-3.8%	-203	3.6K	-33	163.76	N/A	N/A	0	0	5	8
2024-10-10	$25.48	$0.00	21.3%	6.1%	11.9%	7.7%	0.0%	-7.9%	-3.2%	-179	3.8K	-34	164.08	N/A	N/A	0	0	5	8
2024-10-11	$25.52	$0.00	27.8%	8.0%	11.8%	11.4%	0.0%	-0.9%	-4.0%	-202	3.7K	-32	163.87	N/A	N/A	0	0	5	8
2024-10-14	$25.58	$0.00	29.1%	8.3%	11.4%	12.1%	0.0%	-2.7%	-4.0%	-188	2.9K	-31	163.80	N/A	N/A	0	0	5	8
2024-10-15	$25.41	$0.00	21.3%	6.1%	11.4%	7.7%	0.0%	-3.4%	-5.2%	-155	3.5K	-32	164.37	N/A	N/A	0	0	5	8
2024-10-16	$25.48	$0.00	32.3%	9.2%	11.5%	13.9%	0.0%	1.5%	-6.1%	-127	3.8K	-35	157.31	N/A	N/A	0	0	5	8
2024-10-17	$25.45	$0.00	22.9%	6.6%	11.2%	8.6%	0.0%	-19.3%	-6.6%	-183	3.3K	-30	157.16	N/A	N/A	0	2	5	8
2024-10-18	$25.48	$0.00	22.8%	6.5%	11.1%	8.5%	0.0%	-5.0%	-7.2%	-709	6.1K	-36	156.38	N/A	N/A	0	0	5	10
2024-10-21	$25.21	$0.00	22.7%	6.5%	11.4%	8.5%	10.6%	-11.2%	-7.6%	-612	7.2K	-43	156.93	N/A	N/A	0	1	0	10
2024-10-22	$25.13	$26.00	21.3%	6.1%	10.5%	7.7%	0.0%	-3.3%	-3.8%	-924	8.4K	-40	153.59	N/A	N/A	0	0	0	11
2024-10-23	$24.94	$26.00	22.4%	6.4%	9.2%	8.3%	0.0%	-3.1%	-3.6%	-1.1K	8.7K	-38	153.24	N/A	N/A	2	0	0	11
2024-10-24	$24.96	$26.00	33.7%	9.7%	7.7%	14.7%	0.0%	12.7%	-9.3%	-676	3.4K	-35	154.82	N/A	N/A	0	0	2	11
2024-10-25	$24.83	$26.00	21.4%	6.1%	7.6%	7.7%	0.0%	26.2%	-4.4%	-756	6.0K	-46	151.71	N/A	N/A	0	0	2	11
2024-10-28	$25.07	$26.00	36.0%	10.3%	8.3%	16.0%	0.0%	13.9%	-6.0%	-828	4.8K	-41	155.67	N/A	N/A	0	0	2	11
2024-10-29	$24.91	$26.00	26.1%	7.5%	8.5%	10.4%	0.0%	23.8%	-7.2%	-789	5.8K	-43	155.08	N/A	N/A	0	0	2	11
2024-10-30	$24.81	$26.00	38.4%	11.0%	8.4%	17.4%	14.4%	26.1%	-13.3%	-601	4.3K	-38	152.28	N/A	N/A	0	2	2	11
2024-10-31	$24.64	$26.00	42.2%	12.1%	7.5%	19.5%	0.0%	27.7%	-15.2%	-669	5.5K	-46	152.75	N/A	N/A	0	0	2	12