SCHY Options History — February 2025

In February 2025, SCHY traded between $23.70 and $24.59. ATM implied volatility averaged 24.6%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 14.0% (HV 20d: 10.5%). Max pain ranged from $21.00 to $24.00. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.13.

Notable Days

2025-02-21: Highest Volume — 9 contracts
2025-02-25: Largest IV spike — 161.6% change
2025-02-11: Highest IV Rank — 51.1%
2025-02-05: Largest Expected Move — 11.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.28	$23.70	$24.59	$23.70	$24.29
Max Pain	$21.47	$21.00	$24.00	$24.00	$21.00
ATM IV	24.6%	9.1%	50.9%	37.2%	10.5%
Expected Move	5.1%	2.6%	11.4%	10.7%	3.0%
HV 20d	10.5%	8.7%	12.4%	11.5%	9.4%
HV 60d	10.8%	10.4%	11.8%	11.7%	10.7%
IV Rank	19.9%	1.6%	51.1%	34.8%	3.2%
IV Percentile	38.2%	0.4%	92.5%	75.4%	2.8%
Term Structure	6.8%	-27.3%	61.9%	-4.1%	61.9%
VWIV	68.4%	50.4%	86.3%	50.4%	86.3%
Skew 25d	-18.0%	-88.5%	4.2%	-7.2%	-88.5%
Skew 10d	-7.5%	-106.5%	42.3%	42.3%	-106.5%
Call IV 25d	32.9%	14.3%	99.7%	34.7%	99.7%
Put IV 25d	15.0%	7.3%	29.4%	27.5%	11.2%
Bid-Ask Spread %	150.43	138.85	166.14	138.85	166.14
Gamma HHI	0.48	0.35	0.66	0.43	0.46
Net GEX	3.6K	-977	11.8K	268	2.8K
Net DEX	-25.3K	-38.1K	2.4K	2.4K	-32.9K
Net VEX	-240	-289	-205	-281	-214
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.13	0.00	0.50	0.00	0.00
Total Volume	1.211	0	9	0	1
Total OI	89.789	84	97	91	84

Daily Data (19 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
2025-02-03	$23.70	$24.00	37.2%	10.7%	11.5%	34.8%	0.0%	-7.2%	-4.1%	268	2.4K	-281	0.00	138.85	N/A	N/A	0	0	38	53
2025-02-04	$23.95	$24.00	36.3%	10.4%	11.9%	33.8%	0.0%	-23.6%	-8.7%	627	-7.1K	-289	0.00	145.23	N/A	N/A	0	0	38	53
2025-02-05	$24.16	$24.00	39.7%	11.4%	12.2%	37.8%	0.0%	-12.2%	-27.3%	2.4K	-18.9K	-275	0.00	141.07	N/A	N/A	0	0	38	53
2025-02-06	$24.18	$21.00	41.0%	3.0%	12.2%	39.3%	0.0%	-14.0%	8.5%	2.2K	-20.1K	-271	0.00	157.10	N/A	N/A	1	0	38	53
2025-02-07	$24.05	$21.00	40.0%	2.8%	12.4%	38.1%	0.0%	-9.9%	8.8%	3.0K	-13.4K	-285	0.00	146.96	N/A	N/A	5	0	38	53
2025-02-10	$24.18	$21.00	38.1%	3.2%	11.2%	35.9%	0.0%	0.5%	8.7%	2.6K	-19.0K	-271	0.00	152.59	N/A	N/A	0	0	38	53
2025-02-11	$24.24	$21.00	50.9%	3.0%	11.0%	51.1%	0.0%	-9.0%	8.4%	3.3K	-22.7K	-252	0.00	151.67	N/A	N/A	0	0	38	53
2025-02-12	$24.31	$21.00	10.9%	3.1%	11.0%	3.7%	0.0%	1.3%	10.0%	3.3K	-26.5K	-245	0.00	158.14	N/A	N/A	0	0	38	53
2025-02-13	$24.41	$21.00	22.1%	6.3%	10.4%	16.9%	0.0%	4.2%	-13.1%	3.9K	-31.9K	-238	0.00	159.28	N/A	N/A	0	0	38	53
2025-02-14	$24.36	$21.00	9.6%	2.7%	10.5%	2.1%	0.0%	-18.0%	10.6%	7.0K	-33.5K	-229	0.00	146.45	N/A	N/A	0	0	38	53
2025-02-18	$24.41	$21.00	11.1%	3.2%	10.5%	3.9%	0.0%	-2.8%	8.2%	9.0K	-38.1K	-205	0.00	146.00	N/A	N/A	0	1	38	53
2025-02-19	$24.26	$21.00	9.1%	2.6%	10.0%	1.6%	0.0%	-18.4%	8.7%	11.8K	-30.4K	-205	0.00	150.48	N/A	N/A	0	4	38	54
2025-02-20	$24.48	$21.00	9.7%	2.8%	9.5%	2.2%	0.0%	-27.2%	12.7%	-977	-21.1K	-243	0.00	160.00	N/A	N/A	0	1	38	58
2025-02-21	$24.34	$21.00	10.6%	3.0%	9.7%	3.3%	0.0%	-19.8%	13.0%	9.4K	-24.2K	-215	0.50	143.79	N/A	N/A	6	3	38	59
2025-02-24	$24.45	$21.00	11.8%	3.4%	9.8%	4.8%	0.0%	-21.7%	11.8%	5.7K	-38.1K	-205	0.00	146.86	N/A	N/A	0	0	38	46
2025-02-25	$24.59	$21.00	30.9%	8.9%	8.9%	27.4%	0.0%	-24.7%	1.7%	-171	-35.4K	-210	0.00	153.72	N/A	N/A	0	0	38	46
2025-02-26	$24.59	$21.00	36.2%	10.4%	8.7%	33.7%	50.4%	-27.5%	-7.8%	-317	-35.4K	-206	0.00	148.67	N/A	N/A	1	0	38	46
2025-02-27	$24.34	$21.00	10.8%	3.1%	9.5%	3.5%	0.0%	-22.7%	17.7%	2.4K	-34.4K	-219	0.00	145.06	N/A	N/A	0	0	38	46
2025-02-28	$24.29	$21.00	10.5%	3.0%	9.4%	3.2%	86.3%	-88.5%	61.9%	2.8K	-32.9K	-214	0.00	166.14	N/A	N/A	0	1	38	46