SCCO Options History — April 2024

In April 2024, SCCO traded between $106.05 and $119.05. ATM implied volatility averaged 36.8%, placing in the 61.8% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 0.4% (HV 20d: 36.4%). Max pain ranged from $94.02 to $103.92. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.51.

Notable Days

  • 2024-04-09: Highest Volume — 4,542 contracts
  • 2024-04-10: Largest IV spike — 11.3% change
  • 2024-04-19: Highest IV Rank — 83.9%
  • 2024-04-19: Largest Expected Move — 11.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$112.04$106.05$119.05$106.05$116.01
Max Pain$99.87$94.02$103.92$94.02$103.92
ATM IV36.8%31.5%40.7%33.7%38.6%
Expected Move10.7%9.0%11.7%9.7%11.1%
HV 20d36.4%26.9%47.2%46.2%34.2%
HV 60d37.3%36.5%38.5%37.1%38.5%
IV Rank61.8%32.5%83.9%44.7%71.7%
IV Percentile83.9%46.8%99.6%68.7%93.3%
Term Structure-1.8%-4.2%3.5%2.6%-4.2%
VWIV37.6%31.9%40.9%34.2%39.7%
Skew 25d-0.3%-1.7%0.7%-0.8%-0.4%
Skew 10d-0.7%-3.4%0.7%0.5%-0.8%
Call IV 25d37.6%32.1%40.4%34.6%38.0%
Put IV 25d37.3%32.3%40.3%33.8%37.6%
Bid-Ask Spread %70.4450.8088.0151.9388.01
Gamma HHI0.180.120.410.250.12
Net GEX2.3M1.2M3.5M2.3M1.8M
Net DEX-135.8M-174.7M-84.0M-113.1M-129.5M
Net VEX-478.7K-525.4K-429.5K-440.5K-525.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.510.181.410.280.34
Total Volume2,318.9091,0644,5422,1091,278
Total OI34,689.81830,09440,08630,09435,897

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-04-01$106.05$94.0233.7%9.7%46.2%44.7%34.2%-0.8%2.6%2.3M-113.1M-440.5K0.2851.931,64446517,98512,109
2024-04-02$106.69$94.0231.5%9.0%46.2%32.5%31.9%0.3%3.1%2.5M-119.3M-442.3K0.2959.621,94956918,46912,332
2024-04-03$110.46$94.0233.1%9.5%45.0%41.5%32.9%-0.7%3.5%2.6M-139.1M-429.5K0.2750.803,42994118,86312,642
2024-04-04$107.88$98.9735.2%10.6%47.2%52.8%37.2%0.2%-1.7%2.7M-124.2M-474.4K0.2071.682,42149219,91913,092
2024-04-05$109.10$98.9731.9%10.4%46.3%34.9%36.2%-0.4%-1.9%2.9M-132.5M-458.3K0.3370.6179826620,08213,235
2024-04-08$110.99$98.9732.7%10.3%46.3%39.1%36.1%-0.1%-2.1%3.1M-145.6M-441.5K0.3670.581,16842320,15713,326
2024-04-09$115.11$98.9733.7%10.8%46.7%44.5%38.1%0.1%-1.6%2.9M-169.5M-432.1K0.1873.173,84969320,47413,487
2024-04-10$114.65$98.9737.5%10.7%47.2%65.6%36.8%-0.7%-2.0%2.9M-169.0M-437.1K0.7052.552,3531,65321,42413,792
2024-04-11$115.69$98.9736.8%10.6%34.8%62.1%36.9%-1.7%-2.1%2.7M-174.7M-459.9K0.8771.0689077721,97015,011
2024-04-12$114.29$98.9738.0%10.9%35.6%68.9%38.4%-0.2%-2.1%2.6M-161.5M-487.8K0.2170.752,12544522,04915,397
2024-04-15$113.04$98.9740.1%11.5%31.0%80.3%40.1%-0.4%-2.4%2.7M-154.7M-475.1K0.6153.061,25176122,31415,514
2024-04-16$113.10$98.9739.6%11.3%31.0%77.3%39.8%0.3%-2.6%2.9M-154.6M-490.7K0.7974.341,06684622,72515,703
2024-04-17$112.50$98.9739.2%11.2%28.6%75.2%39.5%-0.7%-2.3%3.0M-152.1M-493.6K0.3273.8398131623,14416,159
2024-04-18$113.94$98.9739.1%11.2%26.9%75.0%39.1%-0.3%-2.5%3.5M-162.9M-493.1K0.5174.8773637423,27116,317
2024-04-19$111.94$98.9740.7%11.7%28.1%83.9%40.9%-0.1%-3.3%1.4M-146.7M-496.4K0.9076.991,3531,21723,62016,466
2024-04-22$110.65$103.9239.2%11.2%28.3%75.3%39.3%0.1%-4.0%1.3M-97.5M-501.0K0.5279.961,09556818,09713,081
2024-04-23$108.18$103.9239.4%11.3%29.5%76.1%39.6%0.2%-4.0%1.2M-84.2M-509.0K1.4177.948381,18018,31513,195
2024-04-24$108.35$103.9239.5%11.3%28.3%76.7%39.8%0.7%-4.2%1.3M-84.0M-520.7K0.6274.8588555118,58913,455
2024-04-25$110.79$103.9236.8%10.6%28.7%62.0%36.3%-1.1%-2.7%1.3M-97.8M-508.9K0.7679.211,20591818,73214,170
2024-04-26$116.44$103.9235.7%10.2%31.7%55.6%35.7%-0.3%-1.1%1.8M-129.6M-510.2K0.3476.402,01567819,38714,470
2024-04-29$119.05$103.9237.2%10.7%32.3%63.9%37.9%-0.6%-1.5%2.2M-145.9M-504.1K0.4977.552,3851,16920,00014,740
2024-04-30$116.01$103.9238.6%11.1%34.2%71.7%39.7%-0.4%-4.2%1.8M-129.5M-525.4K0.3488.0195732120,33515,562