SECT Options History — July 2021 In July 2021, SECT traded between $39.45 and $41.47. ATM implied volatility averaged 32.3%. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 19.5% (HV 20d: 12.8%). Max pain ranged from $39.00 to $39.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 6 of 21 days.
Notable Days 2021-07-26 : Highest Volume — 5 contracts2021-07-19 : Largest IV spike — 168.2% change2021-07-19 : Largest Expected Move — 15.5%Monthly Statistics Metric Avg Min Max Open Close Price $40.83 $39.45 $41.47 $41.36 $41.24 Max Pain $39.00 $39.00 $39.00 $39.00 $39.00 ATM IV 32.3% 15.6% 70.0% 19.8% 29.8% Expected Move 7.7% 3.6% 15.5% 5.7% 8.5% HV 20d 12.8% 8.1% 16.2% 8.5% 16.2% HV 60d 13.4% 12.4% 14.1% 12.5% 13.9% Term Structure -6.1% -28.6% 6.8% -4.1% -11.8% Skew 25d 4.1% -6.8% 11.5% -0.7% 5.0% Skew 10d 2.5% -13.4% 13.2% -13.4% -1.0% Call IV 25d 21.4% 9.3% 42.1% 23.8% 23.4% Put IV 25d 25.5% 11.6% 37.1% 23.1% 28.5% Bid-Ask Spread % 135.74 122.70 146.91 124.14 132.22 Gamma HHI 0.38 0.25 0.60 0.34 0.34 Net GEX 606 -2.5K 2.0K 1.4K 609 Net DEX -19.1K -25.2K 3.6K -25.2K -18.5K Net VEX -77 -196 -39 -56 -57 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.238 0 5 0 0 Total OI 69.238 68 73 69 73
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 2021-07-01 $41.36 $39.00 19.8% 5.7% 8.5% 0.0% 0.0% -0.7% -4.1% 1.4K -25.2K -56 0.00 124.14 N/A N/A 0 0 11 58 2021-07-02 $41.36 $39.00 34.5% 9.9% 8.1% 0.0% 0.0% -2.9% -13.3% -1.4K -14.7K -153 0.00 141.87 N/A N/A 0 0 11 58 2021-07-06 $40.95 $0.00 34.2% 4.9% 8.9% 0.0% 0.0% 11.5% 1.3% 1.5K -24.0K -54 0.00 140.18 N/A N/A 0 0 11 58 2021-07-07 $40.90 $0.00 28.2% 6.1% 8.9% 0.0% 0.0% 5.6% -3.0% 1.6K -23.1K -52 0.00 138.31 N/A N/A 0 0 11 58 2021-07-08 $40.38 $0.00 70.0% 10.4% 9.9% 0.0% 0.0% 5.4% 3.1% 1.2K -19.4K -61 0.00 145.57 N/A N/A 0 0 11 58 2021-07-09 $41.03 $0.00 45.2% 7.3% 11.5% 0.0% 0.0% 7.5% 0.0% 630 -22.7K -60 0.00 133.44 N/A N/A 0 0 11 58 2021-07-12 $41.13 $0.00 32.7% 3.6% 11.5% 0.0% 0.0% -1.1% -1.2% -7 -19.6K -104 0.00 122.70 N/A N/A 0 0 11 58 2021-07-13 $40.82 $0.00 32.8% 3.9% 11.8% 0.0% 0.0% 6.6% 5.6% 1.3K -23.4K -55 0.00 129.59 N/A N/A 0 0 11 58 2021-07-14 $40.59 $0.00 15.6% 4.5% 12.0% 0.0% 0.0% -6.8% -3.1% 1.5K -21.7K -52 0.00 129.51 N/A N/A 0 0 11 58 2021-07-15 $40.42 $0.00 33.0% 9.5% 12.1% 0.0% 0.0% 7.2% -8.7% 1.2K -21.3K -53 0.00 132.25 N/A N/A 0 0 11 58 2021-07-16 $40.06 $0.00 20.2% 5.8% 12.4% 0.0% 0.0% 9.5% -2.3% 388 -20.1K -53 0.00 131.64 N/A N/A 0 0 11 58 2021-07-19 $39.45 $0.00 54.2% 15.5% 12.5% 0.0% 0.0% -5.0% -28.6% -2.5K 3.6K -196 0.00 132.21 N/A N/A 0 0 11 57 2021-07-20 $40.45 $0.00 32.0% 9.2% 15.0% 0.0% 0.0% 6.6% 6.8% 1.8K -22.0K -48 0.00 146.28 N/A N/A 0 0 11 57 2021-07-21 $40.86 $0.00 39.6% 11.3% 15.3% 0.0% 0.0% 5.2% -6.0% -1.9K -9.2K -157 0.00 146.91 N/A N/A 0 0 11 57 2021-07-22 $40.76 $0.00 29.6% 8.5% 15.3% 0.0% 0.0% 5.9% -5.4% 411 -19.9K -92 0.00 141.93 N/A N/A 0 0 11 57 2021-07-23 $41.09 $0.00 22.3% 6.4% 15.4% 0.0% 0.0% 6.9% 2.6% 2.0K -25.1K -39 0.00 133.45 N/A N/A 0 0 11 57 2021-07-26 $41.10 $0.00 31.5% 9.0% 15.3% 0.0% 0.0% 5.2% -18.6% 1.8K -24.6K -43 0.00 135.03 N/A N/A 0 5 11 57 2021-07-27 $40.78 $0.00 31.4% 9.0% 15.6% 0.0% 0.0% 6.5% -20.9% -62 -16.7K -106 0.00 138.24 N/A N/A 0 0 11 57 2021-07-28 $41.14 $0.00 19.1% 5.5% 15.9% 0.0% 0.0% 4.0% -4.6% 667 -15.2K -68 0.00 137.34 N/A N/A 0 0 11 62 2021-07-29 $41.47 $0.00 22.8% 6.5% 16.2% 0.0% 0.0% 3.5% -16.2% 661 -18.9K -59 0.00 137.74 N/A N/A 0 0 11 62 2021-07-30 $41.24 $0.00 29.8% 8.5% 16.2% 0.0% 0.0% 5.0% -11.8% 609 -18.5K -57 0.00 132.22 N/A N/A 0 0 11 62
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