SECT Options History — April 2021 In April 2021, SECT traded between $38.70 and $40.14. ATM implied volatility averaged 30.7%. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 17.5% (HV 20d: 13.2%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.39.
Notable Days 2021-04-13 : Highest Volume — 68 contracts2021-04-22 : Largest IV spike — 114.0% change2021-04-28 : Largest Expected Move — 9.5%Monthly Statistics Metric Avg Min Max Open Close Price $39.46 $38.70 $40.14 $38.70 $39.67 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 30.7% 13.2% 57.9% 21.4% 19.6% Expected Move 6.9% 3.8% 9.5% 6.1% 5.6% HV 20d 13.2% 11.1% 16.3% 16.3% 11.9% HV 60d 17.0% 16.7% 17.4% 17.3% 16.8% Term Structure -3.8% -14.4% 12.2% -2.0% -3.8% VWIV 48.2% 48.2% 48.2% 48.2% 48.2% Skew 25d 4.8% -8.9% 16.7% -0.6% 1.8% Skew 10d 3.0% -3.4% 16.5% 3.5% 0.5% Call IV 25d 19.3% 12.0% 29.4% 18.1% 17.7% Put IV 25d 24.0% 17.5% 29.3% 17.5% 19.4% Bid-Ask Spread % 133.62 123.34 141.80 124.43 130.44 Gamma HHI 0.20 0.16 0.28 0.19 0.20 Net GEX 1.4K -2.0K 5.1K 687 945 Net DEX -44.8K -78.0K -17.4K -40.5K -22.9K Net VEX -364 -609 -160 -595 -408 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.39 0.00 1.96 0.00 0.00 Total Volume 3.905 0 68 4 0 Total OI 153.81 147 163 163 148
Daily Data (21 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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-04-01 $38.70 $30.00 21.4% 6.1% 16.3% 0.0% 48.2% -0.6% -2.0% 687 -40.5K -595 0.00 124.43 N/A N/A 4 0 41 122 2021-04-05 $39.20 $0.00 44.7% 7.8% 15.0% 0.0% 0.0% 4.8% -3.6% 768 -40.4K -578 0.00 141.08 N/A N/A 0 0 37 122 2021-04-06 $39.11 $0.00 22.3% 5.2% 15.1% 0.0% 0.0% 2.3% 1.2% 1.7K -61.0K -285 0.00 123.34 N/A N/A 0 0 37 122 2021-04-07 $38.94 $0.00 40.9% 5.1% 14.9% 0.0% 0.0% 2.7% -4.4% 1.5K -42.8K -464 0.00 127.01 N/A N/A 0 0 37 122 2021-04-08 $39.06 $0.00 40.6% 5.1% 14.7% 0.0% 0.0% 7.2% 0.8% 824 -48.6K -438 0.00 125.11 N/A N/A 0 0 37 122 2021-04-09 $39.25 $0.00 42.1% 8.0% 14.2% 0.0% 0.0% 5.7% -6.1% 718 -35.5K -609 0.00 140.85 N/A N/A 0 0 37 122 2021-04-12 $39.28 $0.00 54.9% 8.3% 14.2% 0.0% 0.0% 6.1% -3.9% 487 -49.1K -487 0.00 139.88 N/A N/A 0 0 37 122 2021-04-13 $39.34 $0.00 57.9% 8.3% 14.2% 0.0% 0.0% 6.2% -6.9% 4.8K -70.8K -227 1.96 138.42 N/A N/A 23 45 37 122 2021-04-14 $39.32 $0.00 28.9% 8.3% 14.2% 0.0% 0.0% 4.6% -2.4% 1.8K -45.8K -491 0.00 130.81 N/A N/A 0 0 37 122 2021-04-15 $39.64 $0.00 27.8% 8.0% 14.3% 0.0% 0.0% 6.3% -8.9% 3.4K -64.6K -363 0.00 141.44 N/A N/A 0 0 37 122 2021-04-16 $39.81 $0.00 28.4% 8.1% 11.8% 0.0% 0.0% 5.9% -9.5% -984 -78.0K -294 0.00 131.75 N/A N/A 1 0 37 122 2021-04-19 $39.42 $0.00 16.6% 4.8% 12.4% 0.0% 0.0% 1.1% 11.0% -2.0K -30.0K -409 0.00 124.17 N/A N/A 0 0 29 121 2021-04-20 $38.99 $0.00 20.1% 5.8% 13.1% 0.0% 0.0% -8.9% -3.0% -1.5K -17.4K -486 0.00 132.78 N/A N/A 3 0 29 121 2021-04-21 $39.55 $0.00 13.2% 3.8% 11.3% 0.0% 0.0% 10.4% 12.2% 2.2K -40.8K -168 0.00 129.45 N/A N/A 0 0 26 121 2021-04-22 $39.32 $0.00 28.3% 8.1% 11.5% 0.0% 0.0% 4.1% -13.7% -906 -34.4K -196 0.00 129.28 N/A N/A 0 0 26 121 2021-04-23 $39.82 $0.00 25.2% 7.2% 12.0% 0.0% 0.0% 6.6% -0.9% 3.3K -44.8K -170 0.00 140.45 N/A N/A 0 0 26 121 2021-04-26 $40.03 $0.00 32.0% 9.2% 11.5% 0.0% 0.0% 16.7% -11.6% 1.4K -46.0K -204 0.00 140.96 N/A N/A 5 0 26 121 2021-04-27 $40.06 $0.00 19.5% 5.6% 11.3% 0.0% 0.0% 10.7% -0.8% 5.1K -49.5K -160 0.00 134.78 N/A N/A 0 0 26 121 2021-04-28 $40.08 $0.00 33.1% 9.5% 11.4% 0.0% 0.0% 4.2% -9.6% 2.5K -42.0K -272 0.00 141.80 N/A N/A 0 0 26 121 2021-04-29 $40.14 $0.00 26.1% 7.5% 11.1% 0.0% 0.0% 2.3% -14.4% 2.0K -35.0K -349 0.00 137.79 N/A N/A 0 1 26 121 2021-04-30 $39.67 $0.00 19.6% 5.6% 11.9% 0.0% 0.0% 1.8% -3.8% 945 -22.9K -408 0.00 130.44 N/A N/A 0 0 26 122
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