SCCO Options History — June 2022

In June 2022, SCCO traded between $48.98 and $64.16. ATM implied volatility averaged 39.6%, placing in the 42.4% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 0.6% (HV 20d: 39.0%). Max pain ranged from $54.43 to $64.33. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.64.

Notable Days

  • 2022-06-02: Highest Volume — 3,995 contracts
  • 2022-06-15: Largest IV drop — 13.2% change
  • 2022-06-14: Highest IV Rank — 63.0%
  • 2022-06-14: Largest Expected Move — 12.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.63$48.98$64.16$61.64$49.15
Max Pain$59.15$54.43$64.33$64.33$54.43
ATM IV39.6%34.3%43.7%39.5%42.4%
Expected Move11.3%9.7%12.5%11.3%12.1%
HV 20d39.0%30.7%46.3%46.3%41.1%
HV 60d38.5%36.4%40.3%38.9%40.2%
IV Rank42.4%11.4%63.0%23.5%56.9%
IV Percentile65.5%15.9%92.1%68.7%85.7%
Term Structure2.7%-3.2%4.4%-3.2%2.5%
VWIV39.5%33.5%44.2%39.9%43.4%
Skew 25d5.1%3.8%6.9%5.4%4.1%
Skew 10d9.4%1.6%15.9%15.9%1.6%
Call IV 25d37.7%32.2%42.7%36.2%42.7%
Put IV 25d42.8%36.1%48.4%41.7%46.8%
Bid-Ask Spread %56.9740.2868.8146.5750.20
Gamma HHI0.210.170.250.230.22
Net GEX121.9K-285.8K947.6K335.0K-81.9K
Net DEX20.8M-9.2M37.0M8.0M37.0M
Net VEX-327.8K-419.2K-231.1K-391.2K-246.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.640.341.020.680.70
Total Volume2,433.5241,4403,9952,5001,440
Total OI41,846.66733,13246,49844,61637,444

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$61.64$64.3339.5%11.3%46.3%23.5%39.9%5.4%-3.2%335.0K8.0M-391.2K0.6846.571,4881,01228,18516,431
2022-06-02$63.48$59.3835.8%9.9%45.7%14.6%35.1%5.2%3.1%683.6K-5.3M-419.2K0.3447.342,9731,02228,31716,533
2022-06-03$62.74$59.3834.4%9.8%43.2%11.4%34.5%4.4%2.9%611.2K449.5K-404.9K0.4348.411,92483528,56716,754
2022-06-06$63.35$59.3835.0%9.8%43.0%18.8%35.5%4.4%3.7%736.5K-3.1M-403.5K0.6752.981,5541,03928,67616,752
2022-06-07$64.16$59.3835.2%9.7%38.1%23.4%33.5%3.8%3.8%947.6K-9.2M-410.1K0.4864.361,69480628,83116,823
2022-06-08$62.77$59.3834.3%9.8%38.8%21.0%35.2%5.2%3.7%712.6K-122.9K-396.2K0.4540.281,23356029,23116,834
2022-06-09$60.62$59.3837.6%10.8%41.1%35.7%37.7%4.1%2.4%214.6K11.6M-376.1K0.8261.971,3911,13729,21816,653
2022-06-10$59.64$59.3839.1%11.2%36.4%42.3%39.4%3.9%2.9%-61.9K17.2M-371.9K0.4264.682,26695829,01216,933
2022-06-13$57.23$59.3842.1%12.1%39.7%56.0%42.7%5.5%1.8%-180.6K27.5M-344.7K0.4767.162,01694729,30416,899
2022-06-14$56.54$59.3843.7%12.5%39.1%63.0%42.1%6.0%2.4%-235.9K31.1M-331.0K0.5166.911,24763429,44317,010
2022-06-15$57.07$59.3838.0%10.9%34.2%37.3%39.9%4.5%4.4%-285.8K29.2M-331.3K0.7968.811,10787229,50316,995
2022-06-16$55.64$59.3842.6%12.2%34.8%58.1%41.5%6.1%2.8%-79.8K34.2M-311.3K0.6168.431,12468729,55916,835
2022-06-17$54.95$59.3840.6%11.6%31.2%49.0%39.8%5.8%2.5%-190.4K35.8M-298.4K0.7661.481,26696529,55216,637
2022-06-21$54.86$59.3838.3%11.0%30.7%38.8%37.3%4.9%3.5%-51.4K24.5M-290.7K0.4755.011,39665519,72613,406
2022-06-22$52.48$59.3838.8%11.1%32.6%41.1%40.7%5.7%3.6%-67.6K30.6M-261.2K0.6153.541,8851,14320,16513,450
2022-06-23$48.98$59.3843.4%12.5%38.4%61.8%44.2%6.9%3.3%-90.0K35.9M-231.1K1.0256.231,7551,79620,55113,687
2022-06-24$50.89$59.3842.5%12.2%42.1%57.6%41.7%5.7%3.0%-100.9K32.8M-264.8K0.8549.281,4451,22520,90414,618
2022-06-27$51.11$59.3843.6%12.5%42.0%62.7%43.0%5.5%2.6%-122.7K33.3M-265.9K1.0061.6587787621,09814,925
2022-06-28$51.23$59.3842.3%12.1%40.8%56.7%39.3%5.6%2.6%-118.9K33.0M-267.7K0.5554.291,43878621,30714,986
2022-06-29$50.77$54.4343.0%12.3%40.8%59.9%42.9%5.4%2.3%-13.2K32.9M-265.1K0.7656.8292970122,01315,013
2022-06-30$49.15$54.4342.4%12.1%41.1%56.9%43.4%4.1%2.5%-81.9K37.0M-246.9K0.7050.2084759322,27415,170