SCCO Options History — April 2025

In April 2025, SCCO traded between $75.16 and $95.84. ATM implied volatility averaged 51.8%, placing in the 47.2% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded below realized volatility by 15.0% (HV 20d: 66.8%). Max pain ranged from $92.50 to $95.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 2.81.

Notable Days

  • 2025-04-30: Highest Volume — 3,956 contracts
  • 2025-04-09: Largest IV drop — 40.3% change
  • 2025-04-04: Highest IV Rank — 100.0%
  • 2025-04-08: Largest Expected Move — 21.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$87.59$75.16$95.84$93.69$89.03
Max Pain$93.10$92.50$95.00$95.00$92.50
ATM IV51.8%40.7%83.9%41.6%42.8%
Expected Move14.3%11.2%21.0%12.3%12.3%
HV 20d66.8%33.8%77.3%36.9%77.3%
HV 60d47.9%32.9%53.2%32.9%53.2%
IV Rank47.2%19.5%100.0%55.2%22.4%
IV Percentile94.9%83.7%100.0%92.1%89.3%
Term Structure-3.6%-13.1%0.7%0.6%-3.3%
VWIV47.7%39.2%66.4%42.6%44.8%
Skew 25d6.3%-4.6%23.2%2.1%3.1%
Skew 10d9.7%-6.1%24.0%5.3%5.5%
Call IV 25d44.9%34.1%64.0%40.7%40.7%
Put IV 25d51.2%37.6%64.9%42.8%43.8%
Bid-Ask Spread %69.0352.0297.9074.6659.68
Gamma HHI0.100.070.160.120.16
Net GEX60.1K-619.5K538.5K456.6K-619.5K
Net DEX11.1M-11.5M31.1M-545.6K17.6M
Net VEX-276.5K-321.0K-214.9K-300.4K-301.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.810.0431.430.5031.43
Total Volume9582353,9562353,956
Total OI19,255.95216,03020,99618,95520,996

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-04-01$93.69$95.0041.6%12.3%36.9%55.2%42.6%2.1%0.6%456.6K-545.6K-300.4K0.5074.661577810,9028,053
2025-04-02$94.40$95.0040.7%11.2%33.8%50.3%39.7%-4.6%-5.1%538.5K-3.0M-298.1K0.5681.1147426510,9648,066
2025-04-03$86.87$95.0048.5%13.4%45.3%90.6%42.0%-4.6%-1.0%-29.7K17.8M-268.2K0.6481.2343227811,0108,269
2025-04-04$79.12$95.0067.0%17.8%55.5%100.0%56.8%0.9%-5.2%-184.3K29.3M-234.4K2.1784.8436779610,9958,465
2025-04-07$78.63$95.0079.6%17.5%53.8%100.0%51.9%12.2%-13.1%-159.2K27.5M-237.2K0.5386.9845324010,9088,610
2025-04-08$75.16$92.5083.9%21.0%54.9%100.0%66.4%0.9%-8.6%-202.2K31.1M-214.9K0.5083.1327013610,9118,550
2025-04-09$84.72$92.5050.1%14.4%70.8%36.3%39.2%14.3%-3.5%-186.8K21.5M-249.7K0.2595.471,46336310,9858,402
2025-04-10$80.78$92.5059.4%17.0%72.1%53.7%57.0%1.3%-2.3%-78.1K22.2M-256.8K1.5189.8627341211,6988,593
2025-04-11$85.16$92.5050.9%14.6%73.5%37.8%47.1%23.2%0.7%-10.0K17.8M-266.5K0.6197.9018711411,7148,684
2025-04-14$88.60$92.5051.7%14.8%74.4%39.2%49.2%9.9%-3.7%78.5K11.5M-281.2K0.3258.0646614711,7738,709
2025-04-15$86.75$92.5048.0%13.8%74.5%32.2%48.1%10.2%-3.6%19.4K16.1M-267.6K1.4953.8017125412,0288,745
2025-04-16$85.69$92.5052.7%15.1%74.2%41.1%49.3%8.7%-4.3%-73.6K18.4M-262.4K0.4454.951737612,0368,748
2025-04-17$86.55$92.5049.5%14.2%74.5%35.0%48.2%9.6%-2.3%-93.0K17.2M-258.2K1.4052.8845764211,9958,624
2025-04-21$86.69$92.5050.8%14.6%74.5%37.6%50.0%7.0%-3.5%-88.7K11.7M-261.6K0.5352.021941038,3407,690
2025-04-22$88.90$92.5048.5%13.9%75.1%33.3%45.8%9.5%-2.8%-12.1K5.9M-282.1K0.0456.971,331488,4477,768
2025-04-23$92.25$92.5048.6%13.9%76.3%33.5%49.5%7.3%-3.5%314.2K-2.5M-305.3K1.0955.983844209,6747,815
2025-04-24$95.84$92.5047.2%13.5%76.4%30.7%46.7%6.3%-3.8%481.9K-11.5M-321.0K0.5554.956553599,8628,116
2025-04-25$93.98$92.5041.3%11.8%76.6%19.5%42.6%5.5%-1.2%482.6K-7.3M-319.1K0.7458.4728221010,3118,290
2025-04-28$93.57$92.5041.9%12.0%75.8%20.7%40.8%5.2%-2.3%420.4K-5.1M-308.0K1.3453.4968491910,4518,413
2025-04-29$92.97$92.5042.4%12.1%75.8%21.6%43.7%4.2%-3.0%206.2K-1.4M-312.8K12.3663.181071,32210,6319,134
2025-04-30$89.03$92.5042.8%12.3%77.3%22.4%44.8%3.1%-3.3%-619.5K17.6M-301.1K31.4359.681223,83410,65210,344