SCCO Options History — October 2022

In October 2022, SCCO traded between $45.34 and $48.75. ATM implied volatility averaged 46.0%, placing in the 66.4% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 5.5% (HV 20d: 40.5%). Max pain ranged from $44.54 to $44.54. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.64.

Notable Days

  • 2022-10-03: Highest Volume — 3,103 contracts
  • 2022-10-10: Largest IV spike — 10.5% change
  • 2022-10-11: Highest IV Rank — 83.1%
  • 2022-10-11: Largest Expected Move — 14.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.23$45.34$48.75$47.23$46.67
Max Pain$44.54$44.54$44.54$44.54$44.54
ATM IV46.0%41.5%50.1%44.2%46.5%
Expected Move13.3%11.9%14.6%12.7%13.3%
HV 20d40.5%32.9%45.2%43.8%40.4%
HV 60d38.7%37.5%40.2%40.0%39.9%
IV Rank66.4%48.3%83.1%59.2%68.3%
IV Percentile87.0%65.9%98.4%84.9%89.3%
Term Structure-1.8%-4.6%2.3%1.2%-2.3%
VWIV46.1%42.7%49.6%44.9%44.2%
Skew 25d5.2%2.8%7.1%4.6%5.0%
Skew 10d11.6%7.1%19.3%9.7%7.1%
Call IV 25d44.5%41.1%47.7%44.8%43.2%
Put IV 25d49.7%46.2%53.6%49.4%48.2%
Bid-Ask Spread %50.1622.2261.0528.6949.94
Gamma HHI0.220.150.310.200.18
Net GEX398.3K-40.8K919.9K454.1K216.4K
Net DEX10.9M3.0M18.4M9.9M14.0M
Net VEX-244.1K-278.3K-218.3K-266.8K-223.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.640.341.340.341.34
Total Volume1,967.8571,3673,1033,1032,983
Total OI39,141.8133,49041,65339,30336,159

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$47.23$44.5444.2%12.7%43.8%59.2%44.9%4.6%1.2%454.1K9.9M-266.8K0.3428.692,31478923,84715,456
2022-10-04$48.30$44.5442.3%12.1%44.1%51.6%43.6%5.5%1.3%684.4K5.3M-270.8K0.7122.221,05775024,42315,518
2022-10-05$48.48$44.5441.5%11.9%43.9%48.3%43.5%4.6%2.3%781.6K3.0M-278.3K0.6636.3684656024,69115,489
2022-10-06$47.79$44.5442.6%12.8%43.0%52.8%46.3%5.0%-0.8%676.9K6.3M-273.5K0.7753.4277259524,88015,511
2022-10-07$47.42$44.5441.7%12.8%40.4%49.1%46.4%5.8%-0.6%609.3K8.8M-266.5K1.0653.8487992824,93215,624
2022-10-10$47.12$44.5446.1%13.5%40.3%66.9%47.3%4.0%-3.3%585.7K10.4M-249.8K0.6258.6399561824,98915,434
2022-10-11$46.77$44.5450.1%14.6%38.7%83.1%49.6%7.1%-3.8%506.3K12.0M-247.5K0.6256.4199361525,09315,397
2022-10-12$47.63$44.5447.2%13.5%39.3%71.5%47.8%5.0%-1.6%699.6K7.9M-254.7K0.4051.771,77170725,32015,430
2022-10-13$48.29$44.5447.6%13.6%37.8%73.0%47.8%4.4%-2.3%919.9K3.5M-262.3K0.4254.681,75774125,85815,548
2022-10-14$46.61$44.5448.9%14.0%40.0%78.5%46.3%6.6%-1.4%411.4K14.1M-238.9K0.7754.1882263225,51215,626
2022-10-17$47.15$44.5447.6%13.6%39.0%72.9%49.5%6.5%-2.7%511.2K12.1M-235.2K0.5555.161,03557025,42415,661
2022-10-18$46.77$44.5449.3%14.1%39.0%80.0%46.6%5.4%-4.6%332.7K14.0M-228.3K0.6459.4195860825,66515,721
2022-10-19$45.89$44.5448.2%13.8%37.0%75.3%46.1%6.5%-3.5%-40.8K18.4M-220.1K0.7161.0580757125,75315,773
2022-10-20$46.57$44.5448.5%13.9%37.3%76.7%45.5%5.8%-4.5%72.4K15.6M-220.7K0.4660.811,02747425,77415,799
2022-10-21$48.17$44.5445.1%12.9%32.9%63.1%46.1%4.2%-2.6%82.2K9.7M-234.2K0.5051.451,64381725,83515,818
2022-10-24$45.34$44.5447.7%13.7%40.2%73.6%48.3%2.8%-2.8%23.6K18.1M-218.3K0.6953.361,8281,26819,90313,587
2022-10-25$46.70$44.5448.6%13.9%41.0%77.3%47.3%5.8%-3.9%133.2K14.4M-229.6K0.6358.201,12571120,69313,923
2022-10-26$48.75$44.5443.6%12.5%42.7%57.0%43.8%5.1%-0.6%274.6K6.6M-245.3K0.5247.071,27366720,94213,921
2022-10-27$47.88$44.5444.1%12.6%43.4%58.8%44.3%4.1%-1.3%262.3K9.6M-239.2K0.6043.851,04262621,29914,074
2022-10-28$46.38$44.5443.9%12.6%45.2%58.1%42.7%5.5%-0.5%167.2K15.6M-222.0K0.5242.891,41273921,59414,082
2022-10-31$46.67$44.5446.5%13.3%40.4%68.3%44.2%5.0%-2.3%216.4K14.0M-223.1K1.3449.941,2731,71022,00014,159