SCCO Options History — June 2025

In June 2025, SCCO traded between $92.41 and $104.33. ATM implied volatility averaged 31.9%, placing in the 3.3% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 7.5% (HV 20d: 24.4%). Max pain ranged from $92.50 to $95.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.62.

Notable Days

2025-06-26: Highest Volume — 3,635 contracts
2025-06-26: Largest IV spike — 9.2% change
2025-06-27: Highest IV Rank — 6.5%
2025-06-05: Largest Expected Move — 10.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$96.41	$92.41	$104.33	$92.41	$101.04
Max Pain	$94.25	$92.50	$95.00	$92.50	$95.00
ATM IV	31.9%	27.8%	34.3%	34.3%	30.1%
Expected Move	9.2%	8.0%	10.0%	9.8%	8.6%
HV 20d	24.4%	19.9%	35.1%	25.8%	34.6%
HV 60d	49.1%	48.0%	50.4%	50.2%	50.4%
IV Rank	3.3%	0.0%	6.5%	6.5%	4.2%
IV Percentile	5.9%	0.0%	19.0%	18.7%	1.2%
Term Structure	3.5%	-0.0%	9.6%	0.9%	2.9%
VWIV	31.9%	27.3%	35.6%	35.6%	31.2%
Skew 25d	3.6%	2.1%	7.4%	5.4%	2.1%
Skew 10d	7.6%	4.1%	12.9%	8.5%	4.1%
Call IV 25d	30.2%	23.6%	33.0%	32.0%	30.2%
Put IV 25d	33.8%	30.8%	37.4%	37.4%	32.3%
Bid-Ask Spread %	72.52	62.77	82.32	73.62	72.49
Gamma HHI	0.12	0.10	0.16	0.11	0.12
Net GEX	737.1K	-134.9K	1.7M	-83.1K	1.7M
Net DEX	-10.5M	-34.6M	3.7M	3.7M	-27.2M
Net VEX	-275.9K	-300.2K	-239.6K	-292.3K	-294.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.62	0.11	1.93	0.66	0.86
Total Volume	792.4	226	3,635	517	1,076
Total OI	20,582	16,113	22,663	20,957	20,301

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2025-06-02	$92.41	$92.50	34.3%	9.8%	25.8%	6.5%	35.6%	5.4%	0.9%	-83.1K	3.7M	-292.3K	0.66	73.62	312	205	10,568	10,389
2025-06-03	$92.54	$92.50	33.4%	9.6%	25.3%	4.6%	33.8%	4.5%	-0.0%	-134.9K	3.4M	-285.5K	0.45	78.12	307	139	10,649	10,490
2025-06-04	$93.52	$92.50	34.0%	9.7%	24.9%	5.9%	33.5%	5.0%	0.0%	36.6K	384.3K	-286.5K	0.62	78.96	297	185	10,532	10,546
2025-06-05	$95.84	$92.50	34.3%	10.0%	22.3%	6.4%	33.9%	2.7%	2.4%	552.2K	-10.4M	-300.2K	0.40	64.64	940	378	10,542	10,571
2025-06-06	$95.67	$92.50	32.5%	9.7%	22.0%	3.1%	34.2%	3.8%	1.6%	559.1K	-9.8M	-295.7K	0.58	62.77	494	287	10,822	10,600
2025-06-09	$97.12	$92.50	32.7%	9.7%	22.4%	3.3%	35.1%	3.3%	2.0%	1.0M	-16.7M	-288.7K	0.93	64.56	500	463	11,067	10,752
2025-06-10	$97.42	$95.00	32.5%	9.3%	20.3%	3.1%	31.4%	3.2%	3.1%	1.2M	-16.9M	-284.4K	0.45	66.37	271	123	11,052	10,674
2025-06-11	$96.62	$95.00	33.1%	9.5%	19.9%	4.2%	33.4%	3.2%	7.4%	928.0K	-13.1M	-280.8K	1.93	69.85	137	265	11,090	10,723
2025-06-12	$96.05	$95.00	32.8%	9.4%	20.1%	3.6%	31.7%	2.6%	0.9%	883.6K	-10.9M	-280.9K	1.24	72.82	101	125	11,132	10,828
2025-06-13	$94.22	$95.00	32.4%	9.3%	20.6%	2.8%	31.8%	3.3%	5.7%	194.1K	-2.2M	-277.7K	0.15	70.44	646	94	11,169	10,869
2025-06-16	$96.37	$95.00	31.9%	9.1%	21.3%	1.9%	29.8%	3.5%	6.8%	977.9K	-11.4M	-273.6K	0.46	74.59	670	307	11,268	10,886
2025-06-17	$95.09	$95.00	32.7%	9.4%	22.0%	3.3%	32.2%	3.1%	5.3%	804.3K	-8.2M	-268.2K	0.70	69.79	178	125	11,496	11,100
2025-06-18	$95.58	$95.00	31.4%	9.0%	22.1%	0.9%	32.4%	3.5%	4.3%	901.9K	-8.7M	-263.8K	0.57	73.67	200	114	11,511	11,152
2025-06-20	$93.56	$95.00	31.6%	9.1%	23.5%	1.4%	31.7%	3.2%	0.2%	251.2K	-977.3K	-248.8K	1.13	70.82	467	527	11,554	11,108
2025-06-23	$94.42	$95.00	29.5%	8.5%	23.5%	0.0%	28.8%	3.6%	9.6%	343.8K	294.7K	-239.6K	0.14	71.37	441	62	8,937	7,176
2025-06-24	$97.06	$95.00	28.5%	8.2%	24.1%	0.0%	27.3%	4.2%	6.7%	750.0K	-8.4M	-249.4K	0.11	74.70	332	36	9,228	7,187
2025-06-25	$97.02	$95.00	27.8%	8.0%	24.0%	0.0%	27.3%	7.4%	6.6%	790.5K	-8.4M	-248.1K	0.65	82.32	432	279	9,495	7,185
2025-06-26	$104.33	$95.00	30.3%	8.7%	33.9%	4.5%	31.0%	2.5%	2.6%	1.5M	-34.6M	-267.2K	0.16	79.15	3,141	494	9,710	7,393
2025-06-27	$102.26	$95.00	31.4%	9.0%	35.1%	6.5%	31.1%	2.3%	2.0%	1.6M	-30.7M	-293.3K	0.22	79.34	573	125	12,195	7,693
2025-06-30	$101.04	$95.00	30.1%	8.6%	34.6%	4.2%	31.2%	2.1%	2.9%	1.7M	-27.2M	-294.0K	0.86	72.49	578	498	12,376	7,925