SCCO Options History — December 2024

In December 2024, SCCO traded between $91.13 and $105.69. ATM implied volatility averaged 34.2%, placing in the 29.0% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded below realized volatility by 0.1% (HV 20d: 34.2%). Max pain ranged from $95.00 to $105.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.77.

Notable Days

  • 2024-12-09: Highest Volume — 2,666 contracts
  • 2024-12-09: Largest IV spike — 27.7% change
  • 2024-12-09: Highest IV Rank — 55.5%
  • 2024-12-18: Largest Expected Move — 10.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$97.43$91.13$105.69$99.83$91.13
Max Pain$99.64$95.00$105.00$105.00$95.00
ATM IV34.2%30.9%40.2%33.0%32.8%
Expected Move9.7%8.9%10.6%9.4%9.4%
HV 20d34.2%31.2%36.2%35.9%33.1%
HV 60d37.1%32.7%40.3%38.5%32.7%
IV Rank29.0%14.7%55.5%23.7%23.1%
IV Percentile37.4%12.3%90.1%27.4%21.8%
Term Structure2.5%-2.0%6.3%-0.5%3.8%
VWIV34.0%31.4%37.0%32.7%32.2%
Skew 25d0.9%-0.9%2.4%1.5%2.0%
Skew 10d1.3%-2.0%5.2%2.9%3.6%
Call IV 25d33.7%30.3%37.3%33.0%31.4%
Put IV 25d34.5%32.2%37.9%34.5%33.4%
Bid-Ask Spread %74.9666.9882.4566.9882.45
Gamma HHI0.130.110.160.120.13
Net GEX601.8K-200.9K1.4M727.6K193.8K
Net DEX-4.8M-32.4M16.7M-8.2M5.9M
Net VEX-247.5K-290.3K-194.3K-283.3K-194.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.770.181.440.670.69
Total Volume575.7141532,666521315
Total OI21,996.76218,73523,45722,92818,890

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-12-02$99.83$105.0033.0%9.4%35.9%23.7%32.7%1.5%-0.5%727.6K-8.2M-283.3K0.6766.9831220913,3939,535
2024-12-03$101.42$105.0034.4%9.9%36.2%30.3%34.4%0.5%-1.3%924.5K-14.5M-287.6K0.4368.492249713,4499,555
2024-12-04$101.31$105.0033.4%9.6%35.0%25.6%33.8%1.0%-1.3%904.9K-13.9M-286.2K0.9069.9811310213,5089,555
2024-12-05$101.06$100.0032.4%9.3%33.5%21.3%32.5%1.4%2.8%893.5K-12.6M-283.9K1.0471.5911812313,5489,605
2024-12-06$99.84$100.0031.4%9.2%31.2%17.1%32.5%1.0%2.8%778.8K-8.4M-276.7K0.1874.051522813,5829,598
2024-12-09$105.69$100.0040.2%10.2%33.5%55.5%36.0%0.4%0.3%1.4M-32.4M-290.3K0.4171.081,89377313,6359,603
2024-12-10$102.64$100.0037.7%9.5%34.1%44.5%33.6%-0.8%3.0%1.2M-20.6M-283.9K1.1872.5255965813,9499,508
2024-12-11$103.61$100.0035.7%10.2%33.4%35.7%35.9%-0.2%1.0%1.4M-24.8M-274.8K0.2674.1256614613,6589,219
2024-12-12$101.56$100.0033.7%9.7%33.8%27.0%34.9%-0.9%3.8%1.2M-17.3M-268.5K0.7474.8715211213,8549,270
2024-12-13$100.02$100.0034.1%9.8%34.1%28.8%34.5%0.3%2.0%846.0K-9.2M-258.5K0.6277.8723714813,9209,370
2024-12-16$97.05$100.0034.9%10.0%35.5%32.4%35.8%-0.2%3.6%325.6K1.8M-242.4K0.5977.0258134213,9529,402
2024-12-17$96.42$100.0035.3%10.1%34.2%34.2%35.8%0.6%2.3%162.6K3.7M-234.1K0.7574.6432324213,7129,377
2024-12-18$92.91$100.0037.0%10.6%35.1%41.4%37.0%-0.2%3.0%-80.4K13.2M-223.9K0.6378.1351132013,8789,459
2024-12-19$91.65$100.0036.8%10.6%35.2%40.7%36.4%1.6%-2.0%-200.9K16.7M-222.5K1.4274.3627939513,8619,504
2024-12-20$93.13$100.0034.1%9.8%35.5%28.8%34.2%1.3%4.7%56.9K9.1M-228.9K1.4474.6520129014,0059,286
2024-12-23$93.54$97.5033.6%9.6%35.4%26.4%32.7%1.8%5.7%352.8K4.0M-222.2K0.2174.433888010,7508,447
2024-12-24$94.21$97.5030.9%8.9%34.4%14.7%31.4%1.4%6.3%444.1K2.3M-216.7K0.2576.801223110,8868,381
2024-12-26$94.63$97.5031.4%9.0%33.0%16.9%31.6%2.4%4.2%493.9K778.8K-214.2K1.3477.647910610,9568,331
2024-12-27$92.90$95.0031.9%9.2%33.2%19.3%32.5%1.4%4.0%415.5K-180.0K-207.2K1.3981.2611716310,9937,742
2024-12-30$91.54$95.0032.5%9.3%33.1%21.8%32.7%1.5%5.0%244.7K4.8M-196.9K0.9681.2524623710,9657,841
2024-12-31$91.13$95.0032.8%9.4%33.1%23.1%32.2%2.0%3.8%193.8K5.9M-194.3K0.6982.4518612910,9987,892