SCHY Options History — December 2024

In December 2024, SCHY traded between $23.04 and $24.55. ATM implied volatility averaged 27.1%, placing in the 19.8% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 16.5% (HV 20d: 10.6%). Max pain ranged from $24.00 to $24.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 4.95.

Notable Days

2024-12-23: Highest Volume — 21 contracts
2024-12-05: Largest IV spike — 242.7% change
2024-12-30: Highest IV Rank — 37.8%
2024-12-30: Largest Expected Move — 11.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.75	$23.04	$24.55	$24.31	$23.12
Max Pain	$24.00	$24.00	$24.00	$24.00	$24.00
ATM IV	27.1%	9.6%	52.2%	9.6%	39.6%
Expected Move	8.0%	2.8%	11.4%	2.8%	11.4%
HV 20d	10.6%	7.0%	12.2%	12.1%	11.2%
HV 60d	10.8%	10.4%	11.5%	10.7%	10.4%
IV Rank	19.8%	1.0%	37.8%	1.0%	37.7%
IV Percentile	40.2%	2.0%	88.9%	2.0%	79.4%
Term Structure	-9.3%	-20.9%	36.0%	15.0%	-15.0%
VWIV	25.3%	6.4%	34.7%	6.4%	34.7%
Skew 25d	0.1%	-43.0%	30.0%	-10.0%	19.6%
Skew 10d	2.2%	-25.2%	19.9%	-25.2%	4.2%
Call IV 25d	33.6%	14.1%	62.5%	19.9%	31.1%
Put IV 25d	33.7%	8.7%	50.7%	9.8%	50.7%
Bid-Ask Spread %	162.51	155.21	171.93	155.21	163.82
Gamma HHI	0.58	0.48	0.88	0.55	0.48
Net GEX	-781	-3.0K	1.5K	-589	108
Net DEX	928	-10.9K	22.6K	-1.2K	4.1K
Net VEX	-131	-250	-86	-101	-250
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	4.95	0.00	20.00	0.07	20.00
Total Volume	3.19	0	21	0	0
Total OI	38.762	29	57	29	57

Daily Data (21 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
2024-12-02	$24.31	$24.00	9.6%	2.8%	12.1%	1.0%	0.0%	-10.0%	15.0%	-589	-1.2K	-101	0.00	155.21	N/A	N/A	0	0	12	17
2024-12-03	$24.40	$24.00	10.3%	3.0%	12.2%	1.4%	0.0%	-43.0%	36.0%	-589	-5.0K	-96	0.00	171.93	N/A	N/A	0	0	12	17
2024-12-04	$24.33	$24.00	15.2%	4.4%	12.0%	4.2%	0.0%	-36.1%	3.5%	-279	-984	-99	0.00	156.94	N/A	N/A	0	0	12	17
2024-12-05	$24.55	$0.00	52.2%	9.1%	11.0%	25.2%	0.0%	-15.3%	-5.8%	-336	-4.2K	-95	0.00	161.60	N/A	N/A	0	0	12	17
2024-12-06	$24.45	$0.00	13.0%	8.3%	9.8%	2.9%	0.0%	0.3%	-18.5%	-330	-5.4K	-91	0.00	164.30	N/A	N/A	0	0	12	17
2024-12-09	$24.48	$0.00	13.3%	8.6%	8.8%	3.1%	0.0%	0.2%	-19.7%	-97	-5.6K	-87	0.00	164.27	N/A	N/A	0	0	12	17
2024-12-10	$24.39	$0.00	12.7%	5.4%	8.8%	2.8%	0.0%	-20.6%	-18.9%	-204	-4.3K	-89	0.00	158.31	N/A	N/A	0	0	12	17
2024-12-11	$24.37	$0.00	30.2%	8.7%	7.0%	12.7%	0.0%	0.2%	-19.0%	-632	-5.4K	-86	0.00	164.73	N/A	N/A	0	0	12	17
2024-12-12	$24.14	$0.00	17.7%	5.1%	7.7%	5.6%	6.4%	-2.5%	-19.3%	-3.0K	-2.3K	-86	0.07	156.87	N/A	N/A	15	1	12	17
2024-12-13	$23.84	$24.00	26.6%	7.6%	8.9%	22.3%	0.0%	-0.6%	-16.8%	-998	-3.9K	-96	0.00	163.84	N/A	N/A	0	5	17	18
2024-12-16	$23.73	$24.00	29.2%	8.4%	9.0%	25.4%	0.0%	0.2%	-19.0%	-1.3K	-2.3K	-98	0.00	163.83	N/A	N/A	0	0	17	18
2024-12-17	$23.63	$24.00	24.3%	7.0%	8.5%	19.5%	0.0%	0.3%	-6.7%	-1.2K	-126	-97	0.00	164.39	N/A	N/A	1	0	17	18
2024-12-18	$23.04	$24.00	29.4%	8.4%	12.1%	25.6%	0.0%	0.7%	-20.9%	-1.9K	9.4K	-89	4.50	162.73	N/A	N/A	2	9	18	18
2024-12-19	$23.05	$24.00	31.9%	9.1%	12.1%	28.5%	0.0%	1.0%	-7.7%	-2.2K	22.6K	-91	0.00	163.37	N/A	N/A	0	0	20	26
2024-12-20	$23.11	$24.00	31.4%	9.0%	12.2%	27.9%	0.0%	1.7%	-5.2%	-2.6K	19.8K	-90	0.20	163.20	N/A	N/A	10	2	20	26
2024-12-23	$23.16	$24.00	34.7%	10.0%	12.0%	31.9%	34.7%	1.1%	-10.0%	1.5K	-10.9K	-134	20.00	163.28	N/A	N/A	1	20	25	11
2024-12-24	$23.17	$24.00	34.3%	9.8%	11.9%	31.4%	0.0%	29.0%	-9.4%	-546	4.5K	-247	0.00	161.71	N/A	N/A	0	0	26	31
2024-12-26	$23.19	$24.00	36.4%	10.4%	11.9%	33.9%	34.7%	30.0%	-10.9%	-610	1.1K	-240	0.00	161.83	N/A	N/A	0	1	26	30
2024-12-27	$23.17	$24.00	36.7%	10.5%	11.6%	34.3%	0.0%	17.6%	-12.4%	-653	3.6K	-246	0.00	163.38	N/A	N/A	0	0	26	31
2024-12-30	$23.14	$24.00	39.7%	11.4%	11.2%	37.8%	0.0%	28.0%	-13.9%	-13	6.2K	-243	0.00	163.11	N/A	N/A	0	0	26	31
2024-12-31	$23.12	$24.00	39.6%	11.4%	11.2%	37.7%	0.0%	19.6%	-15.0%	108	4.1K	-250	0.00	163.82	N/A	N/A	0	0	26	31