SCCO Options History — May 2022

In May 2022, SCCO traded between $53.27 and $64.30. ATM implied volatility averaged 42.0%, placing in the 29.6% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 1.4% (HV 20d: 40.6%). Max pain ranged from $64.33 to $69.28. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 1.37.

Notable Days

  • 2022-05-04: Highest Volume — 5,947 contracts
  • 2022-05-31: Largest IV spike — 16.8% change
  • 2022-05-02: Highest IV Rank — 47.6%
  • 2022-05-02: Largest Expected Move — 14.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.81$53.27$64.30$61.02$61.25
Max Pain$65.51$64.33$69.28$69.28$64.33
ATM IV42.0%33.4%49.6%49.6%39.0%
Expected Move11.7%9.6%14.2%14.2%11.2%
HV 20d40.6%30.2%47.4%30.2%46.6%
HV 60d38.2%34.6%41.1%34.6%39.1%
IV Rank29.6%9.0%47.6%47.6%22.4%
IV Percentile75.3%12.3%96.0%96.0%65.5%
Term Structure-1.9%-7.1%0.9%-7.1%-2.7%
VWIV39.3%34.8%49.2%49.2%39.2%
Skew 25d4.5%3.0%5.7%5.0%5.1%
Skew 10d8.5%4.5%13.2%12.3%13.2%
Call IV 25d39.6%33.6%46.8%46.8%36.3%
Put IV 25d44.0%37.3%51.8%51.8%41.4%
Bid-Ask Spread %41.0119.3163.9255.2830.38
Gamma HHI0.180.130.250.130.23
Net GEX-3.8K-297.2K471.5K86.2K323.9K
Net DEX25.9M2.8M47.3M22.0M9.5M
Net VEX-344.5K-395.8K-281.9K-353.2K-380.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.370.532.381.001.23
Total Volume3,919.9521,4435,9474,2603,310
Total OI46,379.8140,91750,33644,41443,827

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-05-02$61.02$69.2849.6%14.2%30.2%47.6%49.2%5.0%-7.1%86.2K22.0M-353.2K1.0055.282,1352,12529,76314,651
2022-05-03$62.01$69.2844.6%12.8%31.4%35.8%44.7%4.0%-5.0%9.5K21.8M-359.3K1.8256.851,0561,92629,65415,281
2022-05-04$64.30$69.2840.5%11.6%33.0%25.8%40.4%5.6%-2.5%144.6K12.5M-372.3K2.3863.921,7594,18829,90315,378
2022-05-05$61.63$69.2846.1%11.8%34.9%39.3%37.2%4.5%-1.3%-168.2K24.3M-357.2K1.9844.671,9513,86730,53615,930
2022-05-06$60.93$69.2844.8%11.6%33.9%36.2%34.9%4.4%-1.1%-297.2K27.8M-349.3K2.3241.911,6013,71830,80116,162
2022-05-09$57.84$64.3348.4%12.1%36.7%44.9%36.4%4.9%-2.3%-278.6K38.5M-319.0K0.8047.993,2052,55230,97816,233
2022-05-10$57.10$64.3347.5%11.5%36.7%42.7%35.2%4.1%-1.5%-261.0K39.5M-310.8K2.3646.351,0652,51431,12916,385
2022-05-11$56.63$64.3342.8%12.3%36.5%31.5%34.8%3.3%-1.4%-277.6K41.0M-304.9K1.5535.621,5092,33431,21516,453
2022-05-12$53.76$64.3343.8%12.6%37.5%33.9%41.9%3.7%-2.4%-199.5K47.1M-282.6K1.6649.631,8113,00031,72716,553
2022-05-13$54.46$64.3340.9%11.7%38.8%26.9%37.2%3.0%-1.0%-226.0K47.1M-281.9K1.7634.171,6332,87132,07316,962
2022-05-16$53.27$64.3341.9%12.0%38.4%29.2%41.5%4.7%-1.3%-171.6K47.3M-287.6K1.8535.201,3682,52832,38317,401
2022-05-17$56.25$64.3340.7%11.7%45.7%26.5%38.8%4.6%-1.8%-134.0K34.3M-315.1K1.0724.742,4242,58332,55716,538
2022-05-18$55.25$64.3342.8%12.3%45.7%31.4%42.6%5.2%-1.6%-62.8K35.0M-322.4K0.8219.311,4921,21933,42016,584
2022-05-19$57.67$64.3339.8%11.4%47.4%24.3%40.5%4.7%-1.3%-19.2K25.4M-348.2K0.7553.821,5941,19633,53416,325
2022-05-20$58.37$64.3338.5%11.0%47.3%21.1%40.2%5.7%-0.5%81.5K23.5M-354.9K0.7831.111,26898834,04616,290
2022-05-23$59.62$64.3339.7%11.4%47.1%24.0%39.1%3.8%-1.8%137.7K14.4M-370.3K1.4750.162,2623,32225,91315,004
2022-05-24$60.52$64.3340.0%11.5%46.3%24.7%39.6%4.5%-1.7%216.7K9.8M-395.2K0.5329.4194350027,08815,662
2022-05-25$60.40$64.3340.0%11.5%46.1%24.7%38.9%4.8%-0.7%239.6K10.3M-389.7K0.6860.111,7941,22827,17815,704
2022-05-26$60.71$64.3338.2%11.0%46.1%20.4%38.2%4.7%-1.3%305.3K9.5M-384.2K1.2423.721,0871,34827,60815,714
2022-05-27$62.02$64.3333.4%9.6%46.7%9.0%35.6%3.7%0.9%471.5K2.8M-395.8K0.7726.891,7181,32727,68015,753
2022-05-31$61.25$64.3339.0%11.2%46.6%22.4%39.2%5.1%-2.7%323.9K9.5M-380.3K1.2330.381,4831,82727,87915,948