SCCO Options History — April 2022

In April 2022, SCCO traded between $61.64 and $77.04. ATM implied volatility averaged 39.8%, placing in the 24.2% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 6.8% (HV 20d: 33.0%). Max pain ranged from $69.28 to $69.28. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.55.

Notable Days

  • 2022-04-25: Highest Volume — 6,998 contracts
  • 2022-04-13: Largest IV drop — 13.7% change
  • 2022-04-26: Highest IV Rank — 41.8%
  • 2022-04-26: Largest Expected Move — 13.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$69.90$61.64$77.04$76.87$61.93
Max Pain$69.28$69.28$69.28$69.28$69.28
ATM IV39.8%33.9%47.1%33.9%45.1%
Expected Move11.4%9.9%13.5%10.1%12.9%
HV 20d33.0%24.8%40.9%37.4%32.0%
HV 60d33.7%32.0%35.0%33.4%34.6%
IV Rank24.2%10.2%41.8%10.2%37.0%
IV Percentile64.8%13.9%92.9%13.9%90.5%
Term Structure-1.9%-4.8%0.5%0.4%-3.8%
VWIV39.8%35.1%47.1%35.1%47.1%
Skew 25d3.7%1.5%5.7%2.4%4.8%
Skew 10d6.8%3.1%14.5%6.6%6.8%
Call IV 25d38.6%34.0%44.3%35.2%44.3%
Put IV 25d42.4%36.9%49.1%37.6%49.1%
Bid-Ask Spread %58.9740.9567.6559.3750.31
Gamma HHI0.160.120.220.210.13
Net GEX1.4M259.8K3.3M3.1M259.8K
Net DEX-23.5M-72.2M18.1M-70.0M16.6M
Net VEX-446.9K-500.5K-373.1K-494.8K-373.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.550.081.530.240.81
Total Volume2,736.857686,9981,8402,004
Total OI41,060.735,64044,07938,31544,079

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-04-01$76.87$69.2833.9%10.1%37.4%10.2%35.1%2.4%0.4%3.1M-70.0M-494.8K0.2459.371,48835226,83411,481
2022-04-04$77.04$69.2836.5%9.9%36.1%16.3%35.3%2.9%0.5%3.3M-72.2M-500.5K0.3665.911,13740527,16811,494
2022-04-05$73.72$69.2836.8%10.7%39.6%17.2%35.6%3.8%-2.0%2.4M-48.8M-479.7K1.2464.261,4571,81327,27111,538
2022-04-06$71.97$69.2838.0%10.8%40.5%20.0%39.8%4.8%-1.3%1.6M-32.7M-482.0K1.5161.471,5132,27827,95013,012
2022-04-07$73.03$69.2836.5%11.2%40.9%16.5%38.4%4.4%-1.8%1.9M-36.9M-486.4K1.5365.501,1271,71928,07913,628
2022-04-08$73.38$69.2836.2%11.0%40.8%15.7%38.2%3.9%-1.0%2.0M-41.7M-498.4K0.2964.741,54644628,33413,679
2022-04-11$72.77$69.2841.1%11.2%33.0%27.4%38.7%2.5%-1.6%1.9M-38.0M-482.1K0.5964.4595356029,04213,828
2022-04-12$72.63$69.2842.3%11.0%32.5%30.3%38.2%2.5%-0.9%1.9M-37.4M-487.7K0.3765.201,17943229,15113,871
2022-04-13$73.76$69.2836.5%10.5%32.2%16.4%36.5%4.0%-0.4%2.3M-43.3M-450.5K0.4664.0982738429,17013,909
2022-04-14$72.25$69.2836.7%10.5%29.4%16.9%37.2%4.0%0.5%1.2M-33.1M-472.0K0.3261.211,44545929,23413,898
2022-04-18$72.42$69.2837.9%10.9%29.0%19.8%38.6%3.0%-2.4%1.3M-30.3M-465.4K0.3156.051,64951524,14611,494
2022-04-19$71.90$69.2837.5%10.8%24.8%18.8%37.0%3.4%-0.4%1.2M-26.9M-453.0K0.4467.6599443924,69811,748
2022-04-20$71.03$69.2840.2%11.5%25.0%25.1%39.9%1.5%-4.0%1.1M-23.3M-443.9K0.0859.295,75848724,84011,886
2022-04-21$67.48$69.2839.7%11.4%29.2%24.1%40.1%3.0%-2.2%1.2M-10.2M-433.0K0.2961.303,12890028,76712,078
2022-04-22$65.69$69.2841.5%11.9%30.0%28.4%41.2%2.9%-3.0%835.2K91.6K-406.5K0.3052.512,74383228,96812,526
2022-04-25$63.59$69.2843.8%12.6%30.8%33.8%43.8%5.5%-3.1%495.7K10.9M-380.9K0.7152.164,1012,89729,22212,942
2022-04-26$61.64$69.2847.1%13.5%31.6%41.8%46.4%5.7%-4.8%275.9K18.1M-380.1K0.4150.453,0521,25129,51314,167
2022-04-27$62.38$69.2844.6%12.8%32.0%35.7%45.0%5.2%-3.1%310.3K14.9M-384.2K0.3252.4758118729,47314,213
2022-04-28$62.48$69.2842.9%12.3%32.1%31.8%44.8%4.5%-2.6%314.0K14.0M-384.7K0.4740.951,15954029,56814,315
2022-04-29$61.93$69.2845.1%12.9%32.0%37.0%47.1%4.8%-3.8%259.8K16.6M-373.1K0.8150.311,10989529,65014,429