SCCO Options History — November 2024

In November 2024, SCCO traded between $98.65 and $113.69. ATM implied volatility averaged 37.3%, placing in the 45.6% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 4.2% (HV 20d: 33.1%). Max pain ranged from $105.00 to $110.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.46.

Notable Days

  • 2024-11-18: Highest Volume — 1,317 contracts
  • 2024-11-11: Largest IV spike — 20.3% change
  • 2024-11-05: Highest IV Rank — 83.6%
  • 2024-11-01: Largest Expected Move — 12.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$104.12$98.65$113.69$110.15$100.55
Max Pain$108.75$105.00$110.00$110.00$105.00
ATM IV37.3%31.2%46.3%43.8%33.4%
Expected Move10.3%9.3%12.5%12.5%9.6%
HV 20d33.1%28.3%36.6%30.4%35.9%
HV 60d39.5%38.4%40.2%38.5%39.0%
IV Rank45.6%20.9%83.6%73.0%25.5%
IV Percentile61.0%23.8%99.2%98.0%31.0%
Term Structure-1.0%-5.9%0.4%-5.9%0.0%
VWIV35.9%32.8%43.5%43.5%33.4%
Skew 25d0.9%0.1%1.7%0.9%0.2%
Skew 10d1.8%0.4%4.8%0.8%0.9%
Call IV 25d35.7%32.7%43.0%43.0%34.1%
Put IV 25d36.7%33.8%43.9%43.9%34.3%
Bid-Ask Spread %64.5459.7484.6584.6569.12
Gamma HHI0.100.080.150.110.11
Net GEX637.9K-30.9K1.7M1.2M750.4K
Net DEX-17.6M-56.9M-1.6M-43.7M-11.4M
Net VEX-300.2K-331.4K-282.1K-331.4K-293.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.460.051.030.870.24
Total Volume695.352391,317249294
Total OI22,978.519,74624,79124,67622,766

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-11-01$110.15$110.0043.8%12.5%30.4%73.0%43.5%0.9%-5.9%1.2M-43.7M-331.4K0.8784.6513311615,3599,317
2024-11-04$111.44$110.0045.5%11.1%30.8%80.1%38.8%1.1%-1.5%1.3M-47.8M-326.1K0.4460.6831013615,3709,385
2024-11-05$113.69$110.0046.3%10.9%28.3%83.6%38.0%0.8%-1.7%1.6M-56.9M-326.8K0.0560.639934915,3779,414
2024-11-06$110.01$110.0039.8%10.1%30.4%56.7%35.5%0.1%-0.7%1.1M-31.1M-316.8K0.1371.217219414,2729,426
2024-11-07$113.22$110.0039.0%10.0%31.4%53.4%35.1%0.2%-1.0%1.7M-44.8M-324.7K0.2467.9457813614,3889,470
2024-11-08$107.26$110.0031.2%10.1%36.1%20.9%35.1%0.7%-0.2%646.4K-19.5M-311.2K0.5262.6060531614,5399,526
2024-11-11$104.86$110.0037.5%10.3%36.6%47.1%36.0%0.8%-0.7%425.9K-10.9M-301.5K0.4660.2462929014,6989,591
2024-11-12$102.59$110.0042.4%10.3%32.5%67.3%36.3%0.6%-1.1%274.5K-5.3M-295.3K0.6864.4151635214,8619,515
2024-11-13$101.16$110.0035.6%10.2%32.0%39.0%35.9%0.7%-0.4%133.9K-3.6M-288.2K0.6964.2525517514,8779,401
2024-11-14$100.25$110.0035.9%10.3%32.0%40.6%36.2%0.8%-0.7%-15.8K-4.7M-284.5K0.3362.3171223614,9159,111
2024-11-15$99.01$110.0036.3%10.4%31.6%42.1%36.0%1.2%-0.8%-30.9K-1.6M-282.1K0.7662.8135226914,9549,157
2024-11-18$101.48$110.0036.6%10.5%33.4%43.3%36.1%1.2%-1.8%407.8K-9.6M-286.6K1.0359.7464966811,1908,556
2024-11-19$103.70$110.0036.3%10.4%33.5%42.0%35.5%1.7%-1.1%490.0K-15.5M-298.5K0.5760.6829917011,4249,063
2024-11-20$102.85$110.0036.3%10.4%33.5%41.9%36.2%1.4%-1.0%452.2K-13.0M-295.7K0.6160.801489111,4819,155
2024-11-21$100.65$110.0035.8%10.3%33.9%40.2%35.0%1.5%-0.7%330.6K-6.9M-288.8K0.4061.7884033911,5289,228
2024-11-22$99.48$105.0034.6%9.9%33.2%35.1%34.4%1.4%0.4%411.5K-4.1M-289.5K0.6860.7018412612,1829,508
2024-11-25$101.70$105.0034.2%9.8%34.8%32.7%33.8%1.0%-0.8%586.3K-11.4M-284.3K0.1367.8988111812,2269,490
2024-11-26$98.65$105.0033.6%9.6%35.8%26.7%34.6%1.1%0.2%481.8K-3.6M-286.3K0.3263.1244514312,8909,492
2024-11-27$99.67$105.0032.4%9.3%36.0%21.3%32.8%1.1%0.3%583.0K-6.9M-292.5K0.0565.265142512,9569,512
2024-11-29$100.55$105.0033.4%9.6%35.9%25.5%33.4%0.2%0.0%750.4K-11.4M-293.3K0.2469.122375713,2429,524