SCCO Options History — January 2022

In January 2022, SCCO traded between $60.84 and $68.48. ATM implied volatility averaged 37.0%, placing in the 17.3% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 8.8% (HV 20d: 28.2%). Max pain ranged from $59.38 to $64.33. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.45.

Notable Days

  • 2022-01-12: Highest Volume — 7,877 contracts
  • 2022-01-18: Largest IV spike — 12.3% change
  • 2022-01-26: Highest IV Rank — 37.1%
  • 2022-01-26: Largest Expected Move — 13.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$64.48$60.84$68.48$60.84$62.92
Max Pain$62.35$59.38$64.33$59.38$64.33
ATM IV37.0%29.6%45.2%30.4%41.3%
Expected Move10.8%8.6%13.0%8.7%11.9%
HV 20d28.2%25.2%32.5%26.1%32.5%
HV 60d33.5%31.8%35.3%34.9%32.4%
IV Rank17.3%0.0%37.1%0.0%28.0%
IV Percentile43.5%0.0%87.3%0.0%77.4%
Term Structure-1.7%-5.1%4.1%4.1%-2.9%
VWIV37.9%30.6%45.4%30.7%41.8%
Skew 25d1.7%0.2%3.7%0.6%3.7%
Skew 10d3.9%-1.3%29.1%-1.3%29.1%
Call IV 25d36.9%30.6%43.0%31.0%41.2%
Put IV 25d38.6%31.0%45.8%31.5%44.9%
Bid-Ask Spread %52.018.2069.6139.7647.44
Gamma HHI0.290.220.370.220.22
Net GEX1.6M771.5K3.0M955.1K771.5K
Net DEX-41.3M-76.8M-17.6M-17.6M-20.3M
Net VEX-266.8K-298.1K-210.5K-211.6K-270.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.450.140.880.740.37
Total Volume2,434.29987,8771,2011,431
Total OI29,122.8524,31534,98826,94524,315

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-01-03$60.84$59.3830.4%8.7%26.1%0.0%30.7%0.6%4.1%955.1K-17.6M-211.6K0.7439.7668951216,29910,646
2022-01-04$61.95$59.3829.9%8.6%26.0%0.0%30.6%0.4%4.0%1.2M-24.0M-210.5K0.488.201,12653816,43110,721
2022-01-05$62.06$59.3830.2%8.6%25.4%0.7%30.8%0.3%3.9%1.3M-24.8M-213.7K0.7817.201,7561,37116,76710,801
2022-01-06$62.00$59.3829.8%9.2%25.2%0.0%33.5%3.0%-0.6%1.2M-23.3M-217.3K0.8869.6176467316,95011,389
2022-01-07$63.61$59.3829.6%9.5%26.5%0.0%32.8%2.1%-1.4%1.6M-32.7M-220.5K0.2136.562,90061416,96411,473
2022-01-10$63.08$59.3832.3%10.1%26.5%6.3%34.9%2.5%-1.9%1.6M-35.2M-267.0K0.3437.971,73659518,82711,569
2022-01-11$65.02$59.3831.4%9.9%27.7%4.2%34.3%2.1%-1.8%2.0M-48.7M-278.0K0.5859.201,11164119,20711,679
2022-01-12$68.48$59.3834.8%10.0%32.0%12.3%35.0%1.2%-1.8%2.2M-70.9M-270.9K0.1659.386,7981,07919,30611,764
2022-01-13$67.41$64.3335.7%10.2%27.6%14.5%36.5%0.2%-1.6%2.3M-65.3M-282.4K0.3863.591,55359320,56711,854
2022-01-14$67.01$64.3335.7%10.2%27.8%14.5%36.0%1.0%-0.9%2.3M-62.8M-284.9K0.5361.141,01554320,86511,982
2022-01-18$67.67$64.3340.1%11.5%27.6%25.0%42.3%0.9%-3.1%2.4M-67.6M-286.0K0.1457.783,89654121,03112,029
2022-01-19$67.94$64.3339.3%11.3%26.2%23.1%39.7%1.7%-3.0%3.0M-76.8M-295.6K0.3662.951,59556722,90112,087
2022-01-20$67.38$64.3339.2%11.2%25.4%22.8%40.0%1.1%-2.6%2.7M-70.1M-298.1K0.2961.521,63546722,67112,206
2022-01-21$65.46$64.3342.7%12.2%28.5%31.2%43.0%2.4%-4.2%1.2M-58.4M-292.8K0.4065.631,62564722,55912,303
2022-01-24$63.67$64.3342.6%12.2%30.7%30.9%42.9%2.4%-4.0%960.1K-26.9M-287.6K0.7556.121,23292215,4838,997
2022-01-25$63.97$64.3341.6%11.9%30.1%28.5%42.2%0.7%-2.2%1.0M-27.9M-287.4K0.4162.7196839715,4689,082
2022-01-26$64.03$64.3345.2%13.0%30.1%37.1%45.4%2.8%-4.1%1.0M-28.5M-293.0K0.3265.601,00631715,6729,173
2022-01-27$63.36$64.3343.3%12.4%30.3%32.6%44.0%1.3%-4.1%1.0M-26.0M-286.7K0.7958.6155844015,9869,187
2022-01-28$61.70$64.3344.0%12.6%31.9%34.2%41.7%3.3%-5.1%794.7K-17.8M-280.5K0.1649.193,30552815,9879,259
2022-01-31$62.92$64.3341.3%11.9%32.5%28.0%41.8%3.7%-2.9%771.5K-20.3M-270.7K0.3747.441,04338814,9219,394