SCCO Options History — September 2025

In September 2025, SCCO traded between $96.99 and $121.00. ATM implied volatility averaged 34.5%, placing in the 12.0% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 4.2% (HV 20d: 30.3%). Max pain ranged from $95.00 to $110.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.50.

Notable Days

  • 2025-09-24: Highest Volume — 4,949 contracts
  • 2025-09-24: Largest IV spike — 11.6% change
  • 2025-09-24: Highest IV Rank — 22.7%
  • 2025-09-24: Largest Expected Move — 11.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$108.60$96.99$121.00$96.99$120.88
Max Pain$99.52$95.00$110.00$97.50$110.00
ATM IV34.5%31.0%40.5%33.8%39.8%
Expected Move9.9%8.9%11.6%9.7%11.4%
HV 20d30.3%26.7%36.5%27.4%36.5%
HV 60d36.6%34.4%37.6%35.5%36.7%
IV Rank12.0%5.8%22.7%10.7%21.5%
IV Percentile32.1%4.8%75.8%25.4%69.4%
Term Structure0.0%-5.9%2.8%-0.7%-5.9%
VWIV34.6%31.5%41.6%34.2%41.0%
Skew 25d1.6%-0.9%3.8%1.3%0.7%
Skew 10d3.5%-10.9%16.1%2.7%2.0%
Call IV 25d33.8%30.8%41.4%33.8%40.9%
Put IV 25d35.5%31.9%41.7%35.1%41.6%
Bid-Ask Spread %69.1062.2183.8064.3462.64
Gamma HHI0.270.110.770.190.11
Net GEX2.9M966.4K8.5M966.4K1.9M
Net DEX-52.1M-82.8M-9.3M-9.3M-75.2M
Net VEX-289.1K-379.0K-245.5K-278.3K-379.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.500.041.490.460.66
Total Volume1,301.6193484,949465804
Total OI23,868.52415,55526,93525,56824,087

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-09-02$96.99$97.5033.8%9.7%27.4%10.7%34.2%1.3%-0.7%966.4K-9.3M-278.3K0.4664.3431914616,3159,253
2025-09-03$100.67$97.5034.4%9.9%29.9%11.8%34.4%1.7%-0.6%2.1M-27.7M-289.4K0.5768.1454931116,3449,316
2025-09-04$100.80$95.0032.9%9.3%29.7%9.2%32.7%3.0%1.5%2.2M-26.6M-280.0K0.1264.623874616,3569,315
2025-09-05$102.89$95.0031.8%9.7%29.7%7.2%33.7%0.3%1.3%2.8M-38.5M-287.4K0.0469.042,4089616,6099,314
2025-09-08$103.24$95.0032.4%9.3%28.5%8.2%32.3%2.5%0.3%3.0M-39.9M-271.1K0.7863.1426420616,2489,258
2025-09-09$100.35$95.0032.8%9.3%27.0%8.9%32.6%1.6%2.8%2.1M-23.9M-264.6K0.6766.0149432916,3349,267
2025-09-10$101.63$95.0032.9%9.4%26.7%9.1%31.7%3.8%1.8%2.7M-29.5M-257.6K0.4964.9623411416,3689,285
2025-09-11$105.04$95.0032.3%9.2%28.7%8.0%31.7%3.5%0.4%4.0M-50.0M-263.9K0.1572.9077211816,4439,338
2025-09-12$106.25$95.0031.7%9.1%27.9%7.1%31.5%0.0%0.8%4.6M-59.5M-276.2K0.9668.7433632116,6489,336
2025-09-15$110.13$97.5032.7%9.4%29.0%8.7%33.0%1.6%0.8%3.9M-81.7M-245.5K0.3070.041,46444116,6899,505
2025-09-16$108.85$97.5031.3%9.0%29.6%6.2%31.8%1.8%-0.8%4.3M-73.4M-272.2K0.4173.4765026417,0209,584
2025-09-17$107.00$100.0032.3%9.3%29.5%8.0%31.6%2.0%2.5%4.8M-62.5M-268.9K0.1470.541,11215317,1439,668
2025-09-18$107.58$100.0031.0%8.9%29.2%5.8%31.9%1.3%1.1%4.8M-66.8M-264.9K0.7671.4227220817,1499,728
2025-09-19$110.09$100.0033.2%9.5%29.6%9.7%33.3%2.4%2.8%8.5M-82.8M-266.3K0.2073.221,62533317,1559,780
2025-09-22$111.84$100.0034.7%10.0%27.7%12.4%34.2%2.3%-0.9%1.3M-40.2M-261.7K0.2870.579222628,8206,735
2025-09-23$110.65$100.0036.3%10.4%28.2%15.2%35.2%3.5%1.9%1.3M-38.5M-280.8K0.8783.805474759,2856,811
2025-09-24$118.39$105.0040.5%11.6%35.5%22.7%41.0%0.3%-1.0%1.3M-60.3M-286.4K0.2262.214,0548959,5577,211
2025-09-25$119.04$105.0040.0%11.5%34.7%21.9%39.6%1.2%-5.2%1.6M-69.3M-349.4K0.7169.0554138512,6157,782
2025-09-26$117.28$105.0037.5%10.7%35.7%17.3%37.1%0.9%-2.4%1.5M-62.4M-362.6K1.4971.5041261412,9918,451
2025-09-29$121.00$110.0039.9%11.4%36.2%21.5%41.6%-0.9%-0.3%1.5M-75.5M-364.7K0.2070.692,86658513,1628,964
2025-09-30$120.88$110.0039.8%11.4%36.5%21.5%41.0%0.7%-5.9%1.9M-75.2M-379.0K0.6662.6448332114,8409,247