SECT Options History — February 2021

In February 2021, SECT traded between $37.11 and $38.18. ATM implied volatility averaged 79.8%. The 30-day expected move averaged 22.9%. Max pain ranged from $31.00 to $31.00. Net GEX was positive for 0 of 8 trading days. Term structure was in contango for 0 of 8 days.

Notable Days

  • 2021-02-25: Largest IV spike — 181.3% change
  • 2021-02-26: Largest Expected Move — 41.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.80$37.11$38.18$38.18$37.36
Max Pain$31.00$31.00$31.00$31.00$31.00
ATM IV79.8%50.0%143.3%57.6%143.3%
Expected Move22.9%14.3%41.1%16.5%41.1%
Term Structure-39.5%-96.2%-17.0%-28.4%-96.2%
Skew 25d35.3%9.9%94.0%12.8%94.0%
Skew 10d32.0%-9.1%70.8%39.1%70.8%
Call IV 25d67.8%28.2%89.6%70.2%89.6%
Put IV 25d103.0%79.8%183.6%83.0%183.6%
Bid-Ask Spread %169.09158.65188.78163.37188.78
Gamma HHI0.460.420.540.430.46
Net GEX-5.1K-5.9K-4.4K-4.4K-5.4K
Net DEX75.1K56.3K88.5K78.3K88.5K
Net VEX-665-708-560-694-707
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI142.5129165165129

Daily Data (8 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-02-17$38.18$31.0057.6%16.5%0.0%0.0%0.0%12.8%-28.4%-4.4K78.3K-6940.00163.37N/AN/A000165
2021-02-18$37.95$31.0058.8%16.9%0.0%0.0%0.0%12.7%-17.0%-5.1K82.1K-6940.00160.12N/AN/A000165
2021-02-19$38.17$31.0059.7%17.1%0.0%0.0%0.0%51.6%-17.2%-5.9K56.3K-5600.00163.36N/AN/A000165
2021-02-22$37.76$31.0063.5%18.2%0.0%0.0%0.0%12.6%-20.4%-5.1K78.6K-7080.00158.65N/AN/A000129
2021-02-23$37.66$31.0064.9%18.6%0.0%0.0%0.0%9.9%-21.5%-4.8K76.2K-6770.00165.56N/AN/A000129
2021-02-24$38.17$31.0050.0%14.3%0.0%0.0%0.0%41.0%-21.3%-4.9K59.9K-5940.00170.89N/AN/A000129
2021-02-25$37.11$31.00140.6%40.3%0.0%0.0%0.0%47.5%-94.4%-5.5K80.6K-6890.00182.02N/AN/A000129
2021-02-26$37.36$31.00143.3%41.1%0.0%0.0%0.0%94.0%-96.2%-5.4K88.5K-7070.00188.78N/AN/A000129