SECT Options History — August 2021

In August 2021, SECT traded between $41.03 and $42.55. ATM implied volatility averaged 20.9%, placing in the 4.5% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 9.0% (HV 20d: 11.9%). Max pain ranged from $39.00 to $39.00. Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2021-08-06: Highest Volume — 1 contracts
2021-08-16: Largest IV spike — 114.0% change
2021-08-25: Highest IV Rank — 12.0%
2021-08-04: Largest Expected Move — 10.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$41.83	$41.03	$42.55	$41.27	$42.44
Max Pain	$39.00	$39.00	$39.00	$39.00	$39.00
ATM IV	20.9%	9.9%	35.1%	30.1%	21.2%
Expected Move	5.4%	2.8%	10.1%	8.6%	6.1%
HV 20d	11.9%	8.4%	16.2%	16.2%	10.0%
HV 60d	11.9%	11.0%	13.9%	13.9%	11.8%
IV Rank	4.5%	0.0%	12.0%	0.0%	7.3%
IV Percentile	16.7%	0.0%	54.5%	0.0%	31.6%
Term Structure	-1.0%	-25.6%	19.4%	-19.8%	-5.5%
VWIV	16.5%	16.5%	16.5%	16.5%	16.5%
Skew 25d	2.9%	-10.4%	18.5%	6.5%	-1.7%
Skew 10d	9.5%	-6.3%	49.7%	10.1%	-1.5%
Call IV 25d	19.9%	11.8%	25.9%	25.4%	20.1%
Put IV 25d	22.8%	10.3%	40.7%	31.9%	18.4%
Bid-Ask Spread %	129.80	120.01	137.59	136.65	120.92
Gamma HHI	0.39	0.27	0.86	0.33	0.39
Net GEX	-203	-3.0K	1.0K	696	-371
Net DEX	-26.3K	-34.6K	-15.5K	-17.9K	-34.1K
Net VEX	-36	-58	-20	-58	-20
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.045	0	1	0	0
Total OI	73.727	73	74	73	74

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2021-08-02	$41.27	$0.00	30.1%	8.6%	16.2%	0.0%	0.0%	6.5%	-19.8%	696	-17.9K	-58	136.65	N/A	N/A	0	11	62
2021-08-03	$41.59	$0.00	21.4%	6.1%	16.0%	0.0%	0.0%	18.5%	2.5%	365	-22.8K	-38	132.44	N/A	N/A	0	11	62
2021-08-04	$41.43	$0.00	35.1%	10.1%	16.1%	0.0%	0.0%	12.9%	-25.6%	660	-19.9K	-53	137.59	N/A	N/A	0	11	62
2021-08-05	$41.65	$39.00	21.0%	4.3%	15.3%	0.0%	0.0%	-10.4%	0.4%	-641	-24.1K	-36	121.51	N/A	N/A	0	11	62
2021-08-06	$41.78	$39.00	33.6%	4.9%	14.4%	0.0%	16.5%	1.0%	2.8%	324	-22.9K	-49	131.22	N/A	N/A	1	11	62
2021-08-09	$41.80	$39.00	27.1%	4.3%	14.4%	0.0%	0.0%	5.5%	5.3%	-3.0K	-28.1K	-23	131.79	N/A	N/A	0	11	62
2021-08-10	$41.88	$39.00	31.6%	6.3%	14.0%	0.0%	0.0%	-9.7%	-13.4%	-495	-27.9K	-35	133.38	N/A	N/A	0	12	62
2021-08-11	$42.02	$39.00	17.8%	5.1%	13.8%	0.0%	0.0%	11.0%	-3.5%	-760	-28.8K	-32	135.12	N/A	N/A	0	12	62
2021-08-12	$42.05	$39.00	15.3%	4.4%	13.6%	0.0%	0.0%	-8.3%	2.1%	-731	-29.4K	-31	128.92	N/A	N/A	0	12	62
2021-08-13	$41.95	$39.00	12.7%	3.6%	13.1%	0.0%	0.0%	-0.3%	-0.5%	-121	-28.6K	-35	124.12	N/A	N/A	0	12	62
2021-08-16	$41.88	$39.00	27.1%	7.8%	11.5%	0.0%	0.0%	14.7%	-11.5%	-896	-27.7K	-30	137.01	N/A	N/A	0	12	62
2021-08-17	$41.47	$39.00	10.6%	3.0%	9.0%	0.0%	0.0%	7.3%	7.4%	890	-19.0K	-56	133.41	N/A	N/A	0	12	62
2021-08-18	$41.38	$39.00	11.6%	3.3%	8.4%	0.7%	0.0%	-9.0%	9.3%	-884	-24.6K	-30	127.08	N/A	N/A	0	12	62
2021-08-19	$41.03	$39.00	11.1%	3.2%	9.0%	0.3%	0.0%	8.3%	19.4%	965	-15.5K	-57	130.19	N/A	N/A	0	12	62
2021-08-20	$41.43	$39.00	9.9%	2.8%	9.2%	0.0%	0.0%	7.1%	17.8%	1.0K	-18.8K	-53	134.04	N/A	N/A	0	12	62
2021-08-23	$41.88	$39.00	21.0%	6.0%	9.9%	7.2%	0.0%	-2.8%	0.1%	93	-27.9K	-32	131.70	N/A	N/A	0	12	62
2021-08-24	$42.03	$39.00	19.8%	5.7%	9.4%	6.4%	0.0%	-0.6%	-3.3%	-104	-29.5K	-35	135.84	N/A	N/A	0	12	62
2021-08-25	$42.31	$39.00	28.4%	8.1%	9.2%	12.0%	0.0%	2.0%	4.7%	-125	-32.0K	-30	129.96	N/A	N/A	0	12	62
2021-08-26	$41.98	$39.00	19.9%	5.7%	9.4%	6.5%	0.0%	-1.7%	-4.8%	-618	-29.4K	-27	120.30	N/A	N/A	0	12	62
2021-08-27	$42.55	$39.00	14.7%	4.2%	10.1%	3.1%	0.0%	8.9%	-2.8%	-380	-34.6K	-21	120.01	N/A	N/A	0	12	62
2021-08-30	$42.55	$39.00	18.6%	5.3%	10.1%	5.6%	0.0%	3.9%	-2.7%	-307	-34.6K	-20	122.31	N/A	N/A	0	12	62
2021-08-31	$42.44	$39.00	21.2%	6.1%	10.0%	7.3%	0.0%	-1.7%	-5.5%	-371	-34.1K	-20	120.92	N/A	N/A	0	12	62