SCCO Options History — October 2024 In October 2024, SCCO traded between $110.09 and $117.89. ATM implied volatility averaged 39.5%, placing in the 55.3% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded below realized volatility by 4.1% (HV 20d: 43.5%). Max pain ranged from $105.00 to $110.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.56.
Notable Days 2024-10-08 : Highest Volume — 3,995 contracts2024-10-07 : Largest IV spike — 11.5% change2024-10-31 : Highest IV Rank — 73.9%2024-10-31 : Largest Expected Move — 12.6%Monthly Statistics Metric Avg Min Max Open Close Price $114.54 $110.09 $117.89 $117.00 $110.09 Max Pain $109.57 $105.00 $110.00 $105.00 $110.00 ATM IV 39.5% 35.4% 44.0% 37.8% 44.0% Expected Move 11.4% 10.3% 12.6% 10.8% 12.6% HV 20d 43.5% 31.2% 52.3% 45.4% 31.8% HV 60d 41.9% 39.1% 43.3% 41.9% 39.1% IV Rank 55.3% 38.5% 73.9% 48.1% 73.9% IV Percentile 86.6% 57.1% 98.4% 78.6% 98.4% Term Structure -2.1% -6.4% 5.9% 3.0% -5.8% VWIV 39.9% 36.2% 43.9% 37.6% 43.9% Skew 25d 1.4% -0.9% 4.1% -0.9% 2.6% Skew 10d 5.8% -1.3% 29.8% -1.3% 3.7% Call IV 25d 39.4% 35.3% 42.6% 38.8% 42.6% Put IV 25d 40.9% 37.7% 45.1% 37.9% 45.1% Bid-Ask Spread % 70.29 61.65 85.32 62.71 73.06 Gamma HHI 0.14 0.11 0.18 0.14 0.11 Net GEX 1.9M 1.1M 3.0M 2.0M 1.1M Net DEX -71.1M -98.5M -42.4M -87.3M -42.4M Net VEX -387.2K -428.4K -328.6K -398.1K -328.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.56 0.12 1.44 1.44 1.17 Total Volume 913.174 157 3,995 424 349 Total OI 28,273.739 24,457 32,944 26,639 24,622
Daily Data (23 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 2024-10-01 $117.00 $105.00 37.8% 10.8% 45.4% 48.1% 37.6% -0.9% 3.0% 2.0M -87.3M -398.1K 1.44 62.71 174 250 15,806 10,833 2024-10-02 $117.48 $105.00 37.2% 10.7% 45.3% 45.9% 37.6% 0.3% 5.9% 2.1M -89.6M -388.2K 0.35 67.12 258 91 15,883 10,877 2024-10-03 $114.98 $110.00 37.3% 11.3% 46.7% 46.2% 39.4% 0.4% -0.8% 2.0M -77.3M -395.9K 0.38 66.87 580 220 15,940 10,924 2024-10-04 $117.58 $110.00 35.4% 11.5% 44.4% 38.5% 39.6% 3.7% -4.2% 2.2M -89.2M -385.0K 0.72 73.12 215 155 16,173 10,872 2024-10-07 $117.89 $110.00 39.5% 11.7% 44.5% 55.3% 41.7% 0.6% -3.4% 2.3M -92.9M -378.3K 1.07 64.64 310 331 16,335 10,905 2024-10-08 $113.14 $110.00 38.7% 11.3% 47.6% 51.9% 39.7% 2.1% -3.1% 1.9M -69.0M -373.1K 0.58 68.04 2,521 1,474 16,448 11,134 2024-10-09 $114.06 $110.00 40.9% 11.7% 47.2% 61.1% 41.4% 0.4% -4.1% 2.3M -77.8M -428.4K 0.62 65.20 565 348 18,571 12,414 2024-10-10 $116.40 $110.00 39.5% 11.3% 47.3% 55.3% 39.9% 0.9% -1.3% 2.7M -91.9M -417.4K 0.13 61.65 830 111 18,673 12,552 2024-10-11 $117.73 $110.00 40.4% 11.6% 47.3% 59.0% 40.5% 0.5% -3.2% 2.6M -98.5M -418.8K 0.51 64.62 988 503 18,608 12,610 2024-10-14 $117.58 $110.00 39.6% 11.3% 47.4% 55.6% 39.9% 1.4% 0.2% 3.0M -96.7M -402.5K 0.39 62.68 347 136 18,923 12,819 2024-10-15 $111.34 $110.00 40.6% 11.6% 52.3% 59.8% 40.7% 0.9% -3.0% 1.8M -57.5M -399.2K 0.77 62.64 925 711 18,996 12,854 2024-10-16 $112.78 $110.00 40.0% 11.5% 52.1% 57.3% 40.0% 0.5% -2.2% 2.0M -64.6M -411.3K 0.12 67.38 913 105 19,498 13,446 2024-10-17 $111.73 $110.00 41.3% 11.8% 51.4% 62.8% 40.9% 1.5% -6.4% 1.4M -57.2M -400.7K 0.33 68.33 293 96 19,450 13,445 2024-10-18 $112.83 $110.00 39.7% 11.4% 51.3% 56.2% 39.1% 1.8% -1.8% 1.4M -63.6M -411.6K 0.56 75.31 552 311 19,488 13,300 2024-10-21 $111.97 $110.00 41.5% 11.9% 51.1% 63.6% 39.9% 1.7% -3.9% 1.3M -50.5M -388.1K 0.37 69.36 667 245 15,856 10,117 2024-10-22 $114.31 $110.00 37.0% 10.6% 44.7% 44.8% 36.2% 4.1% 0.2% 1.5M -60.1M -386.9K 0.18 85.32 549 101 16,007 10,248 2024-10-23 $113.81 $110.00 39.6% 11.4% 43.7% 55.9% 39.3% 2.6% -2.2% 1.6M -59.7M -376.5K 0.21 77.68 286 60 16,275 10,284 2024-10-24 $114.22 $110.00 35.9% 10.3% 32.7% 40.7% 37.7% 2.1% 1.6% 1.7M -60.9M -390.7K 1.09 82.59 75 82 16,278 10,299 2024-10-25 $115.69 $110.00 38.9% 11.1% 32.8% 52.8% 39.4% 0.3% -2.1% 1.8M -69.8M -377.2K 0.41 72.46 332 135 16,308 10,329 2024-10-28 $114.87 $110.00 39.7% 11.4% 31.6% 56.3% 40.0% 1.9% -2.9% 1.8M -64.1M -370.4K 0.89 75.48 1,553 1,380 16,453 10,382 2024-10-29 $114.67 $110.00 41.5% 11.9% 31.2% 63.6% 41.5% 1.0% -4.5% 1.7M -62.5M -338.1K 0.25 75.05 257 63 15,277 9,180 2024-10-30 $112.37 $110.00 42.4% 12.2% 31.8% 67.4% 41.5% 2.3% -4.9% 1.4M -51.3M -341.2K 0.27 75.32 438 118 15,384 9,220 2024-10-31 $110.09 $110.00 44.0% 12.6% 31.8% 73.9% 43.9% 2.6% -5.8% 1.1M -42.4M -328.6K 1.17 73.06 161 188 15,349 9,273
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