SCHY Options History — March 2025

In March 2025, SCHY traded between $24.48 and $25.73. ATM implied volatility averaged 19.2%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 8.7% (HV 20d: 10.5%). Max pain ranged from $21.00 to $27.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.29.

Notable Days

2025-03-12: Highest Volume — 41 contracts
2025-03-04: Largest IV spike — 224.8% change
2025-03-04: Highest IV Rank — 38.5%
2025-03-04: Largest Expected Move — 11.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.31	$24.48	$25.73	$24.48	$25.36
Max Pain	$22.38	$21.00	$27.00	$21.00	$27.00
ATM IV	19.2%	10.1%	40.3%	12.4%	13.6%
Expected Move	6.8%	3.4%	11.5%	3.6%	3.5%
HV 20d	10.5%	9.3%	11.7%	9.5%	11.0%
HV 60d	10.7%	9.7%	11.4%	10.9%	10.4%
IV Rank	12.4%	1.2%	38.5%	5.5%	5.4%
IV Percentile	21.9%	1.6%	82.5%	7.5%	13.9%
Term Structure	2.0%	-11.1%	15.6%	15.4%	-2.5%
VWIV	32.3%	9.4%	111.4%	9.4%	14.8%
Skew 25d	-11.3%	-31.6%	13.1%	-31.6%	-22.3%
Skew 10d	0.4%	-29.5%	36.1%	-29.5%	-26.3%
Call IV 25d	30.5%	11.1%	48.6%	43.5%	37.8%
Put IV 25d	19.2%	10.7%	48.9%	11.9%	15.5%
Bid-Ask Spread %	145.96	108.57	159.67	150.56	151.97
Gamma HHI	0.33	0.22	0.48	0.37	0.48
Net GEX	-1.8K	-4.7K	1.3K	-561	-3.0K
Net DEX	-34.4K	-65.2K	16.2K	-29.9K	15.6K
Net VEX	-180	-212	-150	-212	-167
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.29	0.00	2.00	0.00	0.00
Total Volume	3.524	0	41	0	3
Total OI	92.81	54	132	85	55

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
2025-03-03	$24.48	$21.00	12.4%	3.6%	9.5%	5.5%	0.0%	-31.6%	15.4%	-561	-29.9K	-212	0.00	150.56	N/A	N/A	0	0	38	47
2025-03-04	$24.73	$21.00	40.3%	11.5%	9.4%	38.5%	9.4%	0.3%	-9.4%	-1.4K	-31.7K	-207	0.00	146.81	N/A	N/A	20	0	38	47
2025-03-05	$25.03	$21.00	12.0%	3.4%	9.6%	5.0%	14.0%	-6.4%	-6.7%	-1.0K	-53.2K	-172	0.00	121.36	N/A	N/A	2	0	38	47
2025-03-06	$25.07	$21.00	12.7%	3.6%	9.3%	5.8%	0.0%	-6.7%	-7.8%	-517	-56.7K	-180	0.00	119.67	N/A	N/A	0	0	40	47
2025-03-07	$25.38	$21.00	26.2%	7.5%	10.0%	20.6%	0.0%	-10.0%	7.9%	-808	-57.1K	-184	0.00	134.78	N/A	N/A	0	2	40	47
2025-03-10	$25.27	$21.00	13.2%	3.8%	9.9%	4.9%	21.1%	-13.3%	9.5%	-1.2K	-56.4K	-189	0.00	108.57	N/A	N/A	1	0	40	49
2025-03-11	$25.27	$21.00	12.0%	8.5%	9.9%	3.5%	111.4%	-13.1%	9.4%	-1.0K	-49.9K	-202	2.00	135.79	N/A	N/A	1	2	40	49
2025-03-12	$25.19	$21.00	11.1%	9.3%	10.1%	2.4%	0.0%	10.2%	9.4%	-1.5K	-47.6K	-199	0.03	140.12	N/A	N/A	40	1	40	51
2025-03-13	$25.14	$21.00	10.6%	9.6%	10.2%	1.8%	22.8%	13.1%	9.9%	-394	-49.2K	-205	0.00	139.85	N/A	N/A	1	0	80	52
2025-03-14	$25.36	$21.00	10.2%	10.1%	10.4%	1.3%	0.0%	-3.0%	10.6%	-139	-56.8K	-208	0.00	133.30	N/A	N/A	0	0	80	52
2025-03-17	$25.70	$27.00	30.3%	5.9%	11.1%	25.5%	0.0%	-15.2%	-9.2%	-1.1K	-65.2K	-173	0.00	158.34	N/A	N/A	0	0	80	52
2025-03-18	$25.63	$27.00	31.2%	6.0%	11.2%	26.6%	0.0%	-15.6%	-9.8%	-1.8K	-64.4K	-165	0.00	158.42	N/A	N/A	0	0	80	52
2025-03-19	$25.73	$27.00	30.9%	6.0%	10.8%	26.2%	0.0%	-16.6%	-9.4%	-1.8K	-65.2K	-165	0.00	157.59	N/A	N/A	0	0	80	52
2025-03-20	$25.57	$0.00	32.3%	7.0%	11.0%	27.9%	0.0%	-25.1%	-8.0%	1.3K	-60.6K	-201	0.00	159.61	N/A	N/A	0	0	80	52
2025-03-21	$25.45	$0.00	20.8%	7.3%	10.9%	14.1%	0.0%	1.1%	-7.1%	-4.7K	-63.1K	-156	0.00	157.71	N/A	N/A	0	0	80	52
2025-03-24	$25.44	$0.00	10.1%	7.2%	10.9%	1.2%	0.0%	-18.1%	14.1%	-4.3K	16.2K	-160	0.00	159.67	N/A	N/A	0	0	8	46
2025-03-25	$25.56	$0.00	26.1%	7.2%	10.9%	20.5%	0.0%	-7.4%	7.8%	-3.9K	14.6K	-150	0.00	159.56	N/A	N/A	0	0	8	46
2025-03-26	$25.29	$0.00	11.0%	6.9%	11.7%	2.2%	0.0%	-19.0%	14.2%	-3.4K	15.8K	-163	0.00	156.81	N/A	N/A	1	0	8	46
2025-03-27	$25.48	$0.00	24.4%	7.2%	11.1%	18.4%	0.0%	-16.4%	-11.1%	-3.0K	11.5K	-160	0.00	157.54	N/A	N/A	0	0	9	46
2025-03-28	$25.44	$0.00	11.9%	7.4%	11.0%	3.4%	0.0%	-21.5%	15.6%	-2.9K	11.7K	-157	0.00	157.20	N/A	N/A	0	0	9	46
2025-03-31	$25.36	$0.00	13.6%	3.5%	11.0%	5.4%	14.8%	-22.3%	-2.5%	-3.0K	15.6K	-167	0.00	151.97	N/A	N/A	0	3	9	46