SCCO Options History — July 2024 In July 2024, SCCO traded between $101.17 and $117.13. ATM implied volatility averaged 37.6%, placing in the 56.9% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 6.3% (HV 20d: 31.3%). Max pain ranged from $110.00 to $115.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.82.
Notable Days 2024-07-19 : Highest Volume — 2,591 contracts2024-07-16 : Largest IV spike — 7.5% change2024-07-16 : Highest IV Rank — 77.4%2024-07-16 : Largest Expected Move — 12.0%Monthly Statistics Metric Avg Min Max Open Close Price $109.44 $101.17 $117.13 $108.53 $107.07 Max Pain $111.36 $110.00 $115.00 $110.00 $110.00 ATM IV 37.6% 33.5% 41.9% 34.3% 37.1% Expected Move 10.8% 9.6% 12.0% 9.8% 10.6% HV 20d 31.3% 27.4% 39.4% 32.5% 39.4% HV 60d 38.0% 37.0% 39.5% 37.0% 38.9% IV Rank 56.9% 37.1% 77.4% 41.0% 54.6% IV Percentile 84.7% 59.5% 99.6% 69.4% 80.6% Term Structure -0.3% -4.3% 4.7% 3.6% -0.9% VWIV 37.9% 34.3% 41.6% 35.4% 37.6% Skew 25d 0.2% -5.2% 2.7% 0.9% 1.0% Skew 10d -0.6% -16.5% 14.2% 0.9% 0.8% Call IV 25d 37.6% 34.1% 40.2% 34.5% 36.8% Put IV 25d 37.8% 33.9% 40.6% 35.3% 37.8% Bid-Ask Spread % 75.67 68.16 90.63 69.59 73.67 Gamma HHI 0.14 0.08 0.40 0.11 0.11 Net GEX 1.0M -1.5M 2.4M 760.6K 157.6K Net DEX -53.6M -101.7M -10.4M -47.0M -38.1M Net VEX -490.0K -543.9K -435.3K -522.9K -468.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.82 0.11 4.42 0.42 1.85 Total Volume 955.091 316 2,591 433 1,403 Total OI 33,652.364 29,231 36,005 33,996 32,545
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2024-07-01 $108.53 $110.00 34.3% 9.8% 32.5% 41.0% 35.4% 0.9% 3.6% 760.6K -47.0M -522.9K 0.42 69.59 305 128 19,275 14,721 2024-07-02 $109.61 $110.00 33.5% 9.6% 32.3% 37.1% 34.3% -0.2% 4.7% 928.9K -51.0M -524.4K 0.11 71.33 870 93 19,495 14,736 2024-07-03 $116.17 $110.00 35.3% 10.1% 33.0% 45.9% 36.3% -1.5% 3.0% 2.2M -95.9M -543.9K 0.25 68.74 1,231 304 20,173 14,730 2024-07-05 $117.13 $110.00 35.5% 10.6% 32.5% 46.9% 38.0% 0.4% -0.6% 2.4M -101.7M -536.7K 0.52 75.70 677 352 20,177 14,765 2024-07-08 $116.25 $110.00 37.7% 11.4% 32.5% 57.3% 40.1% 0.6% -0.1% 2.3M -95.6M -535.3K 0.57 72.53 335 191 20,244 14,783 2024-07-09 $115.39 $110.00 37.4% 10.8% 29.1% 55.8% 38.5% -1.5% 1.5% 2.3M -91.5M -518.2K 0.25 75.63 431 106 20,253 14,820 2024-07-10 $115.73 $110.00 39.5% 11.3% 28.9% 66.1% 40.7% -1.3% -0.0% 2.2M -92.7M -518.8K 0.67 73.43 287 192 20,269 14,861 2024-07-11 $114.80 $110.00 37.9% 10.9% 27.4% 58.3% 39.3% -0.4% -1.8% 2.2M -85.7M -509.1K 0.39 81.59 370 145 20,335 14,920 2024-07-12 $115.03 $110.00 38.7% 11.1% 27.4% 62.1% 37.0% -0.8% 1.3% 2.4M -87.5M -503.9K 0.94 90.63 206 193 20,406 15,010 2024-07-15 $113.10 $110.00 39.0% 11.2% 27.4% 63.4% 37.5% 1.1% -0.8% 2.0M -73.7M -494.0K 0.15 81.68 762 112 20,381 15,038 2024-07-16 $111.73 $110.00 41.9% 12.0% 28.0% 77.4% 41.6% 0.2% -3.3% 1.6M -64.7M -498.0K 0.53 87.06 1,063 560 20,511 15,038 2024-07-17 $109.59 $115.00 40.9% 11.7% 28.9% 72.6% 38.5% 1.7% -4.3% 783.6K -46.1M -477.6K 0.87 81.85 229 199 20,249 15,389 2024-07-18 $104.06 $115.00 39.5% 11.3% 33.2% 65.6% 39.2% -5.2% -2.1% -425.1K -14.6M -452.5K 0.73 88.08 1,118 816 20,302 15,400 2024-07-19 $104.22 $115.00 38.6% 11.1% 32.0% 61.7% 39.0% 2.7% 0.4% -1.5M -15.5M -465.2K 4.42 87.02 478 2,113 20,581 15,424 2024-07-22 $104.32 $115.00 36.2% 10.4% 31.7% 50.1% 36.2% 0.2% -1.1% 294.2K -28.2M -454.3K 0.63 71.26 989 627 16,326 12,905 2024-07-23 $105.56 $115.00 35.7% 10.2% 31.6% 47.9% 36.0% 0.6% -0.7% 302.6K -29.9M -465.6K 0.27 69.63 615 165 16,888 13,436 2024-07-24 $104.13 $115.00 37.6% 10.8% 31.8% 56.6% 37.4% 0.2% -0.9% 273.4K -26.1M -465.7K 0.37 69.20 482 178 17,071 13,548 2024-07-25 $104.60 $110.00 37.6% 10.8% 31.7% 56.8% 38.0% 0.7% -0.9% 345.1K -28.0M -472.5K 0.30 68.16 380 114 17,407 13,676 2024-07-26 $105.20 $110.00 36.4% 10.4% 31.8% 51.0% 35.9% 1.6% -0.2% 358.2K -30.0M -466.2K 0.72 69.75 184 132 17,548 13,698 2024-07-29 $104.31 $110.00 38.1% 10.9% 31.9% 59.2% 37.9% 1.2% -1.6% 299.7K -26.1M -452.6K 0.99 70.02 230 227 17,602 13,744 2024-07-30 $101.17 $110.00 39.3% 11.3% 33.3% 64.7% 39.4% 1.3% -2.8% 124.0K -10.4M -435.3K 2.16 68.25 450 970 17,737 13,935 2024-07-31 $107.07 $110.00 37.1% 10.6% 39.4% 54.6% 37.6% 1.0% -0.9% 157.6K -38.1M -468.3K 1.85 73.67 493 910 17,860 14,685
« Jun 2024 | All History | Aug 2024 » Home SCCO History July 2024