SCCO Options History — May 2025

In May 2025, SCCO traded between $87.38 and $93.50. ATM implied volatility averaged 37.5%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded below realized volatility by 3.4% (HV 20d: 40.8%). Max pain ranged from $92.50 to $95.00. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 1.30.

Notable Days

  • 2025-05-16: Highest Volume — 1,485 contracts
  • 2025-05-14: Largest IV drop — 20.3% change
  • 2025-05-07: Highest IV Rank — 26.9%
  • 2025-05-01: Largest Expected Move — 11.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$91.00$87.38$93.50$90.02$90.73
Max Pain$92.62$92.50$95.00$92.50$92.50
ATM IV37.5%32.1%45.2%41.0%32.1%
Expected Move10.2%9.2%11.8%11.8%9.2%
HV 20d40.8%24.2%77.4%77.4%25.0%
HV 60d51.7%50.1%52.9%52.7%50.1%
IV Rank12.4%2.4%26.9%19.1%2.4%
IV Percentile43.5%3.2%91.7%81.7%3.2%
Term Structure0.2%-2.0%3.2%-1.7%3.2%
VWIV35.3%30.9%42.8%42.8%30.9%
Skew 25d5.7%4.3%17.6%4.3%4.4%
Skew 10d10.8%6.8%25.7%6.8%9.2%
Call IV 25d32.7%25.8%40.0%40.0%30.5%
Put IV 25d38.4%34.9%44.3%44.3%34.9%
Bid-Ask Spread %66.3460.0076.0163.4075.16
Gamma HHI0.140.100.350.160.11
Net GEX-510.2K-1.9M145.0K-929.4K-390.8K
Net DEX9.0M-732.0K21.7M13.3M9.4M
Net VEX-298.1K-312.3K-282.1K-302.7K-282.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.300.129.312.651.16
Total Volume539.4761801,485592759
Total OI21,435.71418,42423,76821,72720,494

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-05-01$90.02$92.5041.0%11.8%77.4%19.1%42.8%4.3%-1.7%-929.4K13.3M-302.7K2.6563.4016243010,60011,127
2025-05-02$90.03$92.5040.3%11.5%71.3%17.6%40.7%5.6%-1.6%-574.6K11.1M-312.3K0.2763.882416410,54711,428
2025-05-05$88.95$95.0042.3%11.2%62.1%21.4%38.7%7.0%0.1%-746.0K15.1M-304.0K1.9262.417714810,62911,415
2025-05-06$90.41$92.5043.4%11.6%62.1%23.7%40.3%6.4%0.1%-570.7K9.5M-311.1K0.6662.0722815110,65911,456
2025-05-07$87.38$92.5045.2%11.5%60.9%26.9%36.7%17.6%-0.1%-1.1M21.7M-291.9K9.3171.408579110,79611,517
2025-05-08$88.77$92.5042.1%11.2%44.5%21.2%36.6%5.8%-0.7%-1.0M19.2M-310.1K1.0265.3711912110,81012,220
2025-05-09$89.21$92.5042.4%11.0%40.4%21.7%38.7%6.3%-0.9%-993.6K17.5M-312.0K0.6464.8818812110,85412,243
2025-05-12$91.90$92.5043.0%9.9%37.5%22.9%34.8%5.7%0.0%-506.2K7.4M-305.9K0.6665.1742228010,88012,296
2025-05-13$93.50$92.5043.1%9.6%35.5%23.1%31.5%5.2%1.5%3.4K-52.4K-304.7K0.3864.6458122010,98112,294
2025-05-14$93.42$92.5034.4%9.9%34.4%6.6%34.7%4.8%0.1%60.6K-732.0K-304.3K2.0064.7217935811,12312,318
2025-05-15$92.09$92.5033.9%9.7%34.5%5.6%32.4%4.5%0.9%-657.9K6.6M-296.5K0.1267.524835711,19012,578
2025-05-16$90.91$92.5034.1%9.8%34.9%6.0%32.9%4.7%0.6%-1.9M11.8M-285.5K1.1661.1168779811,11212,593
2025-05-19$91.25$92.5034.0%9.8%34.9%5.9%33.1%4.8%0.3%-350.5K8.0M-290.6K0.5662.094012248,9729,452
2025-05-20$91.40$92.5033.0%9.5%33.9%3.9%32.8%4.8%1.0%-293.5K7.9M-288.6K0.3260.004301369,2819,522
2025-05-21$90.94$92.5036.2%10.4%31.2%10.1%33.9%4.3%-2.0%-258.6K8.5M-293.2K0.5768.39115659,6589,618
2025-05-22$90.39$92.5034.3%9.8%27.6%6.4%35.8%4.6%0.7%-308.8K9.7M-291.6K0.6963.47124869,6799,638
2025-05-23$92.50$92.5033.7%9.7%28.3%5.3%32.7%5.5%0.3%-99.8K4.5M-293.9K0.2169.927091489,6969,707
2025-05-27$93.11$92.5032.2%9.2%28.4%2.5%33.0%4.8%1.4%145.0K575.5K-292.6K1.0665.6931633510,2659,773
2025-05-28$91.69$92.5033.0%9.5%28.9%4.0%33.7%4.4%0.8%-164.7K4.7M-295.9K0.3975.741927510,32710,007
2025-05-29$92.45$92.5033.0%9.4%24.2%3.9%34.2%4.8%1.0%-69.8K3.3M-291.2K1.6576.018413910,36710,028
2025-05-30$90.73$92.5032.1%9.2%25.0%2.4%30.9%4.4%3.2%-390.8K9.4M-282.1K1.1675.1635140810,45310,041