SCCO Options History — March 2025

In March 2025, SCCO traded between $86.46 and $101.73. ATM implied volatility averaged 40.0%, placing in the 48.9% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 2.1% (HV 20d: 37.9%). Max pain ranged from $90.00 to $95.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.63.

Notable Days

  • 2025-03-26: Highest Volume — 5,286 contracts
  • 2025-03-10: Largest IV spike — 19.3% change
  • 2025-03-10: Highest IV Rank — 86.3%
  • 2025-03-10: Largest Expected Move — 13.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$94.29$86.46$101.73$86.47$93.53
Max Pain$93.33$90.00$95.00$95.00$95.00
ATM IV40.0%35.1%47.5%44.0%41.6%
Expected Move11.7%10.1%13.6%12.6%11.8%
HV 20d37.9%35.5%40.0%37.9%36.9%
HV 60d32.0%31.2%33.0%31.5%33.0%
IV Rank48.9%24.4%86.3%69.2%56.8%
IV Percentile75.4%27.0%99.6%97.6%92.1%
Term Structure0.1%-4.0%4.0%-4.0%-0.2%
VWIV41.3%36.5%49.0%45.4%40.5%
Skew 25d1.6%0.5%3.3%0.7%2.1%
Skew 10d3.5%1.3%5.4%1.3%3.8%
Call IV 25d39.0%35.5%44.0%44.0%40.5%
Put IV 25d40.7%36.8%44.7%44.7%42.6%
Bid-Ask Spread %68.4859.7482.5067.9259.74
Gamma HHI0.140.090.260.120.13
Net GEX742.1K-318.7K2.2M-110.3K541.8K
Net DEX-8.7M-42.3M23.0M19.9M-1.2M
Net VEX-297.7K-361.0K-246.1K-246.1K-303.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.630.124.010.410.59
Total Volume1,407.0483435,2862,202651
Total OI19,868.8118,40324,51518,40318,900

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-03-03$86.47$95.0044.0%12.6%37.9%69.2%45.4%0.7%-4.0%-110.3K19.9M-246.1K0.4167.921,56363910,0928,311
2025-03-04$86.46$95.0041.4%11.9%37.3%56.0%43.0%1.2%-3.3%-318.7K23.0M-246.8K4.0164.651857419,6638,765
2025-03-05$90.35$95.0040.7%11.7%38.1%52.5%41.0%1.5%-0.5%-87.3K12.3M-264.5K0.5065.061,0215109,8038,901
2025-03-06$90.83$95.0042.1%12.1%38.2%59.4%44.7%1.0%0.4%42.9K7.7M-275.7K0.5865.7175944210,0959,003
2025-03-07$91.44$95.0039.8%11.4%37.3%48.0%40.6%1.4%4.0%90.8K7.6M-272.3K0.6170.512141309,9888,981
2025-03-10$87.50$95.0047.5%13.6%39.4%86.3%49.0%3.0%-3.0%-274.2K18.2M-254.1K0.7763.9525019310,0148,976
2025-03-11$88.93$95.0042.4%13.3%40.0%60.6%46.5%2.5%0.3%-211.9K15.0M-259.7K0.4068.7727110910,0119,067
2025-03-12$90.84$95.0040.6%12.8%37.6%51.6%44.5%2.0%1.6%-30.3K9.5M-262.8K0.1270.673804410,0919,152
2025-03-13$92.14$95.0042.4%13.2%37.1%61.0%44.6%2.1%-1.6%226.2K3.3M-269.3K0.4275.1263926910,3059,152
2025-03-14$95.78$95.0040.9%11.8%38.2%53.3%41.6%3.3%-1.1%743.1K-9.8M-268.9K0.2773.1687123710,2489,240
2025-03-17$98.34$90.0039.8%10.7%39.3%47.9%40.3%1.8%-1.5%1.3M-22.9M-269.4K0.1675.233,33154210,7129,281
2025-03-18$98.76$90.0038.7%11.2%39.4%42.6%39.2%1.3%0.3%1.7M-32.4M-319.2K0.2767.161,50139813,0779,180
2025-03-19$99.88$90.0039.3%11.3%39.3%45.5%37.1%0.8%0.7%2.1M-41.6M-335.9K0.1582.501,28619513,9929,085
2025-03-20$99.46$90.0038.3%11.3%39.1%40.4%39.3%0.5%0.3%2.2M-42.3M-347.4K0.3962.401,18445814,9229,014
2025-03-21$98.87$90.0035.9%10.7%35.5%28.8%37.2%1.4%1.8%1.8M-39.5M-352.2K0.4166.9573130115,2649,251
2025-03-24$100.00$90.0036.1%10.1%35.6%29.3%36.5%0.9%1.2%1.4M-31.1M-353.4K0.4968.7791344411,4856,992
2025-03-25$101.73$92.5036.9%11.2%35.9%33.7%39.4%1.5%2.8%1.5M-37.7M-361.0K0.3464.291,31445311,8567,102
2025-03-26$97.47$92.5035.1%10.9%39.6%24.4%38.8%1.7%2.7%1.3M-21.6M-359.6K0.1768.864,51177512,8887,423
2025-03-27$97.19$95.0038.6%11.4%36.7%41.8%39.5%2.2%1.4%953.1K-15.3M-321.8K1.1867.7515718610,8477,567
2025-03-28$94.13$95.0037.8%11.1%37.6%37.8%38.5%1.6%0.7%686.9K-4.8M-307.5K1.0568.8436538510,8757,674
2025-03-31$93.53$95.0041.6%11.8%36.9%56.8%40.5%2.1%-0.2%541.8K-1.2M-303.7K0.5959.7441024110,9337,967