SCCO Options History — August 2024

In August 2024, SCCO traded between $97.21 and $106.41. ATM implied volatility averaged 37.4%, placing in the 48.6% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded below realized volatility by 3.8% (HV 20d: 41.2%). Max pain ranged from $100.00 to $110.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 1.62.

Notable Days

  • 2024-08-05: Highest Volume — 2,634 contracts
  • 2024-08-12: Largest IV spike — 22.5% change
  • 2024-08-05: Highest IV Rank — 100.0%
  • 2024-08-05: Largest Expected Move — 12.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$101.93$97.21$106.41$102.34$100.98
Max Pain$101.82$100.00$110.00$110.00$105.00
ATM IV37.4%31.8%50.3%38.9%31.8%
Expected Move10.5%9.1%12.9%11.1%9.1%
HV 20d41.2%35.6%45.0%35.7%35.6%
HV 60d38.1%35.2%40.1%39.6%35.2%
IV Rank48.6%24.7%100.0%62.8%24.7%
IV Percentile69.7%36.5%100.0%90.9%36.5%
Term Structure0.7%-2.2%2.3%-2.2%2.3%
VWIV37.2%31.7%45.4%38.5%31.7%
Skew 25d2.7%0.2%6.2%1.4%2.6%
Skew 10d6.1%1.6%8.3%1.6%5.9%
Call IV 25d35.6%30.9%43.6%37.8%30.9%
Put IV 25d38.3%33.5%49.8%39.2%33.5%
Bid-Ask Spread %68.3755.4177.1472.8675.34
Gamma HHI0.130.080.220.190.09
Net GEX-121.5K-1.1M703.8K-497.1K-11.8K
Net DEX-18.7M-50.1M11.6M-10.9M-17.4M
Net VEX-435.6K-456.9K-401.2K-450.7K-401.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.620.3712.370.970.61
Total Volume916.8643802,634926411
Total OI32,841.77329,32035,68233,20831,792

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-08-01$102.34$110.0038.9%11.1%35.7%62.8%38.5%1.4%-2.2%-497.1K-10.9M-450.7K0.9772.8647145517,90815,300
2024-08-02$98.85$110.0041.2%11.8%36.6%73.9%41.4%2.4%-1.3%-431.1K5.9M-437.8K1.3271.6561681618,10015,169
2024-08-05$97.21$100.0050.3%12.9%36.7%100.0%45.4%6.2%-0.1%-492.5K11.4M-445.5K12.3760.001972,43718,19715,379
2024-08-06$99.94$100.0043.3%11.9%38.9%71.7%41.6%3.1%0.1%-517.2K1.5M-456.2K0.4458.5638516918,20816,094
2024-08-07$97.52$100.0043.4%12.2%39.2%71.9%42.3%0.2%0.3%-493.5K11.6M-437.3K2.9255.4120459618,45516,112
2024-08-08$100.97$100.0039.9%11.6%42.1%57.8%40.8%2.9%0.3%-686.7K-562.2K-449.3K1.3359.0035747418,55416,410
2024-08-09$99.25$100.0036.8%11.0%42.2%45.3%39.0%2.9%1.0%-818.6K3.4M-456.9K1.5863.5630047418,55616,591
2024-08-12$100.33$100.0045.1%11.1%42.5%79.0%39.2%2.8%-0.1%-566.5K-11.5M-452.2K0.5765.9971940718,63215,558
2024-08-13$100.83$100.0045.4%11.0%42.6%80.0%44.8%2.9%0.5%-847.1K-12.9M-450.6K2.4062.0723355919,02215,827
2024-08-14$101.34$100.0036.4%10.5%42.4%43.8%36.9%3.1%0.6%-1.1M-13.8M-438.2K1.4066.9331644119,09916,176
2024-08-15$106.41$100.0034.2%9.8%42.4%34.6%34.6%2.9%1.2%194.1K-50.1M-442.3K0.7568.691,07280319,17416,389
2024-08-16$104.26$100.0033.0%9.5%43.0%29.6%34.8%2.7%1.6%-727.1K-27.7M-430.1K1.7267.7840870219,20816,474
2024-08-19$105.06$100.0033.4%9.6%43.1%31.2%32.7%2.5%0.7%412.1K-39.1M-427.3K0.4069.8088035016,54412,776
2024-08-20$103.35$100.0032.9%9.4%43.3%29.2%33.1%2.6%1.5%476.4K-32.8M-434.7K0.7670.7036127617,22812,854
2024-08-21$104.31$100.0032.9%9.4%43.2%29.3%32.9%2.7%1.6%568.2K-37.1M-431.4K0.3775.6232312117,41112,983
2024-08-22$101.68$100.0035.0%10.0%44.1%38.0%34.6%3.1%0.8%378.6K-25.9M-432.7K1.0971.2320922817,61413,044
2024-08-23$104.30$100.0032.3%9.3%45.0%26.9%33.9%2.7%1.9%616.7K-37.0M-431.1K0.5671.3248026717,67713,067
2024-08-26$105.10$100.0033.4%9.6%45.0%31.3%34.5%2.3%1.3%688.4K-41.7M-428.4K0.8671.8435930717,69113,173
2024-08-27$105.62$105.0033.6%9.6%43.5%32.3%33.9%2.8%1.2%703.8K-42.2M-425.2K0.6672.7734522717,75313,239
2024-08-28$101.40$105.0035.5%10.2%41.0%40.1%36.5%2.6%0.8%291.1K-23.3M-407.9K1.8175.9636966718,01513,342
2024-08-29$101.38$105.0034.4%9.8%37.8%35.2%34.7%1.9%1.0%168.4K-21.3M-416.5K0.8577.1420517517,99613,728
2024-08-30$100.98$105.0031.8%9.1%35.6%24.7%31.7%2.6%2.3%-11.8K-17.4M-401.2K0.6175.3425515617,98613,806