SCCO Options History — July 2022

In July 2022, SCCO traded between $45.49 and $50.72. ATM implied volatility averaged 44.1%, placing in the 60.6% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded below realized volatility by 1.6% (HV 20d: 45.7%). Max pain ranged from $49.49 to $54.43. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.89.

Notable Days

  • 2022-07-14: Highest Volume — 4,851 contracts
  • 2022-07-11: Largest IV spike — 22.9% change
  • 2022-07-12: Highest IV Rank — 100.0%
  • 2022-07-14: Largest Expected Move — 14.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.22$45.49$50.72$49.52$49.62
Max Pain$49.98$49.49$54.43$54.43$49.49
ATM IV44.1%38.4%54.2%39.3%38.4%
Expected Move12.5%11.0%14.3%11.3%11.0%
HV 20d45.7%38.9%51.4%38.9%44.2%
HV 60d42.6%39.6%44.0%39.6%44.0%
IV Rank60.6%35.4%100.0%43.4%35.4%
IV Percentile84.7%55.2%100.0%69.0%55.2%
Term Structure-1.5%-5.1%4.3%4.3%-0.5%
VWIV45.2%39.3%54.5%39.3%39.4%
Skew 25d7.7%5.6%12.3%7.1%7.0%
Skew 10d14.4%8.4%53.4%9.7%8.4%
Call IV 25d40.8%36.0%43.8%38.0%36.0%
Put IV 25d48.5%43.0%54.4%45.1%43.0%
Bid-Ask Spread %36.257.1249.717.1221.08
Gamma HHI0.240.170.360.220.32
Net GEX-164.2K-275.1K-18.5K-84.1K-75.0K
Net DEX35.8M28.1M43.5M37.2M28.1M
Net VEX-259.7K-287.0K-221.4K-249.7K-275.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.890.332.390.860.62
Total Volume2,399.051,3774,8511,3772,235
Total OI41,26637,72343,90537,72343,096

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-07-01$49.52$54.4339.3%11.3%38.9%43.4%39.3%7.1%4.3%-84.1K37.2M-249.7K0.867.1274163622,47215,251
2022-07-05$47.25$54.4347.5%13.4%40.8%79.9%49.3%9.3%-1.0%-150.1K41.7M-221.4K0.4842.212,7921,34922,60915,408
2022-07-06$48.05$49.4944.7%12.9%41.4%67.5%45.3%8.2%-2.0%-134.1K37.1M-252.5K0.4035.652,37694923,48715,834
2022-07-07$50.72$49.4943.0%12.8%47.2%60.0%43.6%6.9%-2.8%-25.4K29.3M-283.7K0.5149.712,1231,07823,64815,884
2022-07-08$50.71$49.4941.1%12.6%47.2%51.4%43.3%7.6%-2.5%-18.5K29.8M-287.0K0.4344.091,63070524,23716,177
2022-07-11$48.59$49.4950.5%12.8%47.8%93.6%44.5%7.2%-2.2%-139.7K36.3M-261.0K0.3342.641,91563424,28516,305
2022-07-12$47.92$49.4954.2%12.8%47.7%100.0%45.5%7.0%-1.5%-141.8K37.7M-254.2K0.6241.0993958124,52716,345
2022-07-13$47.71$49.4945.3%13.0%46.4%63.8%48.3%6.6%-3.2%-127.3K37.7M-258.9K1.1226.539641,08324,86116,488
2022-07-14$45.49$49.4949.9%14.3%48.4%82.5%54.5%10.7%-5.1%-245.8K43.5M-229.4K1.1344.712,2772,57424,93816,827
2022-07-15$46.38$49.4948.3%13.9%49.1%76.0%47.5%9.0%-2.6%-173.7K41.4M-246.4K0.5237.201,45675525,75518,150
2022-07-18$47.34$49.4944.2%12.7%49.9%59.2%46.0%7.7%-1.4%-166.2K36.0M-252.8K0.5042.391,19560323,16916,908
2022-07-19$48.59$49.4943.1%12.4%51.4%54.9%46.9%8.2%-1.5%-106.5K32.9M-260.4K1.5230.549541,45023,62417,072
2022-07-20$48.14$49.4942.6%12.2%51.3%52.9%43.8%7.0%-0.9%-245.9K35.4M-260.6K1.0337.4479081523,82118,056
2022-07-21$48.63$49.4941.8%12.0%49.6%49.2%44.0%6.9%-1.2%-226.0K34.9M-262.4K1.2733.248341,05723,89318,311
2022-07-22$47.56$49.4941.9%12.0%43.9%49.7%44.7%7.4%-0.8%-275.1K36.3M-268.8K1.1148.6275083524,00218,727
2022-07-25$48.48$49.4943.1%12.4%42.1%54.9%47.8%6.4%-1.5%-248.3K33.7M-272.8K2.3945.439202,20024,03418,787
2022-07-26$48.31$49.4942.3%12.1%42.1%51.4%45.5%5.6%-1.0%-213.7K34.3M-272.0K1.3342.588181,09124,21918,518
2022-07-27$48.00$49.4940.5%11.6%42.0%44.3%42.4%6.4%-0.8%-226.6K35.0M-271.7K0.8020.421,07785724,33118,390
2022-07-28$47.37$49.4940.0%11.5%42.1%42.2%41.7%12.3%-0.8%-260.0K37.5M-253.4K0.7232.311,12781624,55218,322
2022-07-29$49.62$49.4938.4%11.0%44.2%35.4%39.4%7.0%-0.5%-75.0K28.1M-275.2K0.6221.081,38385224,79118,305