SCCO Options History — July 2025

In July 2025, SCCO traded between $89.73 and $105.60. ATM implied volatility averaged 35.6%, placing in the 14.0% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded below realized volatility by 1.6% (HV 20d: 37.2%). Max pain ranged from $95.00 to $97.50. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.62.

Notable Days

  • 2025-07-09: Highest Volume — 1,911 contracts
  • 2025-07-30: Largest IV spike — 31.6% change
  • 2025-07-30: Highest IV Rank — 33.8%
  • 2025-07-30: Largest Expected Move — 13.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$99.25$89.73$105.60$101.53$94.53
Max Pain$97.27$95.00$97.50$95.00$97.50
ATM IV35.6%30.1%46.8%30.6%42.1%
Expected Move10.3%8.8%13.4%8.8%12.1%
HV 20d37.2%28.2%40.9%34.2%39.5%
HV 60d34.3%29.5%47.3%47.3%34.5%
IV Rank14.0%4.1%33.8%4.9%25.5%
IV Percentile36.7%1.2%93.3%2.0%82.9%
Term Structure-1.8%-7.8%4.1%2.0%-7.8%
VWIV35.9%31.4%48.7%32.8%40.8%
Skew 25d2.6%-6.4%10.8%1.1%6.3%
Skew 10d1.1%-10.7%17.7%17.7%5.5%
Call IV 25d33.9%27.7%46.6%33.1%37.5%
Put IV 25d36.5%30.6%47.4%34.1%43.8%
Bid-Ask Spread %86.0270.3697.5987.1675.86
Gamma HHI0.120.080.170.120.09
Net GEX1.4M-193.0K2.5M1.6M65.4K
Net DEX-19.6M-46.6M16.0M-28.4M4.4M
Net VEX-287.2K-319.4K-229.4K-298.9K-257.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.620.032.890.032.89
Total Volume863.4092761,9111,2681,296
Total OI22,501.13620,51924,73420,67122,835

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-07-01$101.53$95.0030.6%8.8%34.2%4.9%32.8%1.1%2.0%1.6M-28.4M-298.9K0.0387.161,2293912,5728,099
2025-07-02$105.43$95.0031.8%9.1%36.2%7.2%32.8%-0.6%-1.9%2.4M-46.6M-312.6K0.1384.761,29016213,4008,120
2025-07-03$105.60$97.5030.1%10.1%36.2%4.1%35.0%6.6%-2.7%2.4M-45.9M-293.1K0.0797.591,2068514,0068,050
2025-07-07$104.28$97.5032.5%10.1%36.0%8.5%34.0%5.6%0.3%2.3M-44.3M-313.4K0.7995.7121316914,1128,050
2025-07-08$103.44$97.5034.5%10.0%36.3%12.0%36.2%2.5%2.3%2.3M-42.1M-314.4K0.2684.651,38035214,2108,138
2025-07-09$99.42$97.5038.9%11.2%39.1%19.9%41.3%-6.4%-2.9%1.7M-22.2M-297.5K0.3585.891,41549614,7508,349
2025-07-10$101.87$97.5032.9%9.4%40.0%9.1%35.5%4.0%-5.7%2.5M-37.2M-319.4K0.6489.1468243515,1498,301
2025-07-11$101.69$97.5035.5%10.2%39.8%13.7%35.8%-2.9%-3.8%2.5M-36.6M-316.2K0.8289.2423919515,4028,578
2025-07-14$100.13$97.5038.1%10.9%40.2%18.4%37.0%2.9%-4.0%2.4M-27.8M-309.4K0.6985.0036625215,4638,595
2025-07-15$97.41$97.5038.0%10.9%40.9%18.2%38.9%10.8%0.8%1.5M-14.1M-298.6K0.5981.7760835915,5818,808
2025-07-16$96.39$97.5034.7%9.9%40.3%12.3%34.3%4.6%-2.1%1.2M-9.0M-285.3K0.7594.8538128615,6988,807
2025-07-17$96.91$97.5040.0%11.5%40.1%21.8%36.0%5.7%0.3%1.2M-9.3M-275.7K0.4887.8434116215,8018,933
2025-07-18$96.39$97.5031.7%9.1%40.1%7.1%32.1%4.1%3.7%809.3K-6.7M-264.1K0.5088.9448123915,8298,839
2025-07-21$98.13$97.5034.2%9.8%39.7%11.5%34.1%3.5%4.1%792.9K-10.2M-276.3K0.1385.966247812,9247,595
2025-07-22$98.93$97.5035.6%10.2%39.7%13.9%33.8%4.4%-0.5%1.0M-13.8M-291.8K0.2784.5445912313,1027,644
2025-07-23$100.52$97.5030.7%8.8%38.9%5.3%31.4%1.5%3.6%1.2M-19.0M-285.8K0.1990.942444713,3147,766
2025-07-24$99.58$97.5037.5%10.8%39.1%17.4%37.6%-0.3%-7.0%983.3K-15.7M-275.7K0.4687.591898713,4357,784
2025-07-25$98.27$97.5034.0%9.7%28.8%11.1%32.1%1.1%-5.1%859.1K-12.3M-291.4K0.2388.882996813,5747,839
2025-07-28$97.09$97.5038.3%11.0%28.4%18.7%34.9%1.0%-2.7%614.1K-6.3M-263.8K0.8173.6436429413,7017,877
2025-07-29$96.30$97.5035.5%10.2%28.2%13.8%35.2%1.8%-3.8%402.3K-3.7M-249.2K0.8770.3621318513,8428,076
2025-07-30$89.73$97.5046.8%13.4%37.0%33.8%48.7%0.8%-5.7%-193.0K16.0M-229.4K1.7482.2549786613,8738,204
2025-07-31$94.53$97.5042.1%12.1%39.5%25.5%40.8%6.3%-7.8%65.4K4.4M-257.1K2.8975.8633396314,1148,721