SCCO Options History — January 2025

In January 2025, SCCO traded between $90.67 and $98.31. ATM implied volatility averaged 35.5%, placing in the 35.1% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 11.5% (HV 20d: 24.0%). Max pain ranged from $95.00 to $100.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.69.

Notable Days

  • 2025-01-08: Highest Volume — 2,511 contracts
  • 2025-01-13: Largest IV spike — 18.1% change
  • 2025-01-13: Highest IV Rank — 57.1%
  • 2025-01-06: Largest Expected Move — 11.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$94.58$90.67$98.31$92.03$91.66
Max Pain$97.63$95.00$100.00$95.00$97.50
ATM IV35.5%31.6%40.5%33.7%36.9%
Expected Move10.3%9.0%11.7%9.7%10.6%
HV 20d24.0%16.8%33.3%32.7%22.7%
HV 60d30.8%29.8%32.8%32.8%30.8%
IV Rank35.1%17.6%57.1%27.1%41.1%
IV Percentile47.0%11.5%90.9%31.7%60.3%
Term Structure-0.6%-3.1%4.2%4.2%-1.1%
VWIV35.6%31.4%38.0%33.1%36.7%
Skew 25d2.2%0.1%6.3%1.9%1.6%
Skew 10d4.5%0.0%15.8%2.5%0.0%
Call IV 25d35.0%31.6%37.5%32.7%36.0%
Put IV 25d37.2%32.9%41.8%34.6%37.6%
Bid-Ask Spread %75.9470.0086.0182.3573.14
Gamma HHI0.180.100.500.130.10
Net GEX975.6K64.7K3.3M307.6K64.7K
Net DEX-4.2M-26.7M10.9M2.9M10.9M
Net VEX-207.9K-237.4K-198.1K-199.7K-237.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.122.870.411.26
Total Volume857.952332,511546632
Total OI17,809.312,45821,63718,94316,635

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-01-02$92.03$95.0033.7%9.7%32.7%27.1%33.1%1.9%4.2%307.6K2.9M-199.7K0.4182.3538815811,0337,910
2025-01-03$92.35$95.0031.9%9.2%32.8%19.3%31.8%1.3%3.1%375.2K1.4M-202.8K0.1283.343704411,2487,939
2025-01-06$93.54$100.0034.0%11.7%33.3%28.4%34.4%2.9%-1.3%623.6K-1.6M-198.1K0.1370.556478411,4297,951
2025-01-07$93.36$100.0035.0%10.6%33.2%32.7%36.5%2.6%-0.3%651.8K-1.6M-199.9K1.4070.419713611,7107,992
2025-01-08$95.17$100.0034.9%10.7%26.0%32.4%37.3%2.8%-0.2%927.0K-7.0M-202.5K0.2371.962,04746411,7507,990
2025-01-10$94.41$97.5034.3%10.6%24.5%29.8%38.0%1.8%-0.8%1.8M-9.2M-212.0K0.3271.3181325713,3428,145
2025-01-13$94.78$97.5040.5%11.1%24.2%57.1%37.2%3.0%-0.5%1.6M-7.8M-206.5K0.6171.7017410613,0988,299
2025-01-14$94.72$97.5039.9%10.7%23.5%54.1%37.4%3.1%-1.1%1.6M-7.3M-205.3K0.3476.0848816813,1308,367
2025-01-15$96.92$97.5036.2%10.4%24.8%38.1%37.9%2.0%0.1%2.7M-18.1M-204.3K0.6773.3724716613,2068,416
2025-01-16$97.28$97.5036.9%10.6%22.4%41.2%37.2%1.2%0.2%3.3M-20.2M-204.3K0.6474.9533521313,1228,363
2025-01-17$98.31$97.5035.4%10.1%22.6%34.4%35.8%6.3%-3.1%2.5M-26.7M-201.1K0.2176.421,61333713,1798,458
2025-01-21$98.00$97.5033.5%9.6%17.7%26.2%33.3%1.7%-1.8%535.0K-8.3M-198.5K0.3779.154171557,8134,645
2025-01-22$96.85$97.5035.1%10.1%17.5%33.3%31.4%2.8%0.1%518.3K-6.9M-204.3K0.5086.012851428,0394,761
2025-01-23$97.22$97.5033.4%9.6%16.8%25.5%32.9%1.5%-1.6%552.7K-7.0M-203.1K0.3975.875141998,1994,872
2025-01-24$96.52$97.5031.6%9.0%17.1%17.6%33.5%0.1%-1.4%606.3K-5.8M-208.0K0.6685.738765808,6235,032
2025-01-27$94.47$97.5036.5%10.5%18.8%39.4%36.7%1.7%-1.0%491.0K-773.2K-221.7K1.2470.007789649,2765,581
2025-01-28$90.67$97.5037.1%10.6%23.7%42.1%36.7%0.8%-1.7%80.7K10.5M-206.3K0.5073.365072569,0395,952
2025-01-29$91.23$97.5038.1%10.9%23.0%46.2%37.6%2.7%-3.1%137.6K9.4M-213.6K2.8776.852176239,3276,152
2025-01-30$92.14$97.5035.8%10.3%22.7%36.2%37.0%2.5%-0.7%93.0K8.9M-229.5K0.9076.263483149,4056,758
2025-01-31$91.66$97.5036.9%10.6%22.7%41.1%36.7%1.6%-1.1%64.7K10.9M-237.4K1.2673.142803529,6057,030