SCHY Options History — May 2025

In May 2025, SCHY traded between $26.16 and $27.20. ATM implied volatility averaged 33.1%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 18.1% (HV 20d: 15.1%). Max pain ranged from $25.00 to $27.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-05-08: Highest Volume — 45 contracts
  • 2025-05-12: Largest IV spike — 218.4% change
  • 2025-05-02: Highest IV Rank — 100.0%
  • 2025-05-02: Largest Expected Move — 28.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.72$26.16$27.20$26.36$27.11
Max Pain$26.81$25.00$27.00$25.00$27.00
ATM IV33.1%12.8%99.6%55.4%24.6%
Expected Move8.6%6.1%28.6%15.9%7.0%
HV 20d15.1%9.6%33.0%32.9%10.2%
HV 60d20.5%20.2%20.7%20.3%20.4%
IV Rank26.8%4.1%100.0%55.7%17.1%
IV Percentile47.7%11.1%100.0%94.8%31.0%
Term Structure-3.8%-39.7%48.2%48.2%-9.7%
Skew 25d-2.4%-87.6%8.1%8.1%0.8%
Skew 10d-1.5%-72.7%37.1%37.1%1.1%
Call IV 25d38.2%23.1%129.2%129.2%30.0%
Put IV 25d35.8%16.0%137.3%137.3%30.8%
Bid-Ask Spread %156.72147.21180.73180.73147.88
Gamma HHI0.440.320.600.400.35
Net GEX-7.2K-14.2K-1.8K-8.1K-6.4K
Net DEX11.4K-70.3K64.8K46.4K54.2K
Net VEX-485-954-270-954-565
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume2.1904500
Total OI222.619191268268191

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-05-01$26.36$25.0055.4%15.9%32.9%55.7%0.0%8.1%48.2%-8.1K46.4K-9540.00180.73N/AN/A0070198
2025-05-02$26.58$25.0099.6%28.6%33.0%100.0%0.0%-87.6%-39.7%-1.8K-62.4K-4760.00180.38N/AN/A0070198
2025-05-05$26.64$27.0041.6%6.9%26.7%35.9%0.0%1.9%-2.4%-6.4K-42.0K-6640.00156.76N/AN/A0070198
2025-05-06$26.74$27.0042.9%6.8%24.6%37.3%0.0%2.2%-2.3%-4.0K-70.3K-5610.00156.91N/AN/A1070198
2025-05-07$26.57$27.0046.7%7.0%21.9%41.5%0.0%1.7%-2.5%-6.3K-47.5K-5720.00156.89N/AN/A0069198
2025-05-08$26.27$27.0031.2%7.5%13.9%24.4%0.0%1.7%-3.7%-4.6K-7.8K-7580.00156.81N/AN/A45069198
2025-05-09$26.34$27.0012.8%7.5%13.4%4.1%0.0%1.7%-3.6%-12.4K33.2K-5880.00156.74N/AN/A0027198
2025-05-12$26.20$27.0040.9%7.5%11.9%35.1%0.0%1.8%-3.3%-13.9K39.4K-5120.00157.18N/AN/A0027198
2025-05-13$26.31$27.0018.6%6.1%11.0%10.4%0.0%2.1%-3.2%-9.3K-104-3360.00147.35N/AN/A0027198
2025-05-14$26.16$27.0025.6%7.3%11.4%18.2%0.0%1.1%-3.4%-14.2K27.6K-5210.00156.84N/AN/A0027198
2025-05-15$26.55$27.0024.9%7.1%12.2%17.4%0.0%1.4%-3.5%-10.1K5.5K-3500.00156.00N/AN/A0027198
2025-05-16$26.69$27.0024.5%7.0%11.6%16.9%0.0%0.8%-1.8%-5.9K-8.2K-3310.00157.46N/AN/A0027198
2025-05-19$26.91$27.0025.1%7.2%11.6%17.7%0.0%1.2%-3.4%-5.4K29.5K-3140.00156.39N/AN/A0011180
2025-05-20$27.09$27.0026.6%7.6%10.6%19.3%0.0%0.9%-4.5%-5.5K26.4K-3030.00156.23N/AN/A0011180
2025-05-21$27.09$27.0027.1%7.8%10.4%19.8%0.0%1.7%-5.2%-5.2K26.0K-2940.00155.99N/AN/A0011180
2025-05-22$27.02$27.0021.8%6.2%10.0%14.0%0.0%1.6%-8.1%-6.5K56.6K-6180.00147.46N/AN/A0011180
2025-05-23$27.14$27.0028.0%8.0%9.8%20.8%0.0%2.4%-4.9%-6.0K25.4K-2870.00156.51N/AN/A0011180
2025-05-27$27.20$27.0023.8%6.8%9.6%16.2%0.0%1.1%-5.0%-5.3K19.1K-2700.00147.21N/AN/A0011180
2025-05-28$26.98$27.0024.0%6.9%10.2%16.5%0.0%0.8%-6.3%-6.9K23.2K-2780.00147.61N/AN/A0011180
2025-05-29$27.12$27.0030.6%8.8%10.2%23.7%0.0%1.9%-12.3%-6.4K64.8K-6280.00155.90N/AN/A0011180
2025-05-30$27.11$27.0024.6%7.0%10.2%17.1%0.0%0.8%-9.7%-6.4K54.2K-5650.00147.88N/AN/A0011180