SECT Options History — October 2021 In October 2021, SECT traded between $40.73 and $43.15. ATM implied volatility averaged 25.2%, placing in the 9.9% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 10.4% (HV 20d: 14.8%). Max pain ranged from $35.00 to $44.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2021-10-14 : Highest Volume — 4 contracts2021-10-26 : Largest IV spike — 146.0% change2021-10-08 : Highest IV Rank — 29.0%2021-10-26 : Largest Expected Move — 8.6%Monthly Statistics Metric Avg Min Max Open Close Price $42.03 $40.73 $43.15 $41.17 $43.12 Max Pain $39.00 $35.00 $44.00 $35.00 $44.00 ATM IV 25.2% 12.1% 54.8% 24.1% 19.4% Expected Move 5.8% 3.5% 8.6% 6.9% 5.5% HV 20d 14.8% 11.1% 17.3% 15.4% 11.1% HV 60d 12.9% 12.3% 13.8% 13.7% 12.4% IV Rank 9.9% 1.5% 29.0% 9.2% 6.1% IV Percentile 42.1% 2.3% 92.0% 44.3% 24.2% Term Structure -1.2% -8.4% 4.2% 3.5% 1.1% VWIV 19.0% 14.8% 26.6% 18.3% 14.8% Skew 25d 6.7% -0.2% 17.8% 7.0% 8.8% Skew 10d 3.2% -1.5% 11.1% 0.2% 5.4% Call IV 25d 16.4% 9.8% 25.8% 25.8% 13.4% Put IV 25d 23.1% 15.7% 34.9% 32.7% 22.2% Bid-Ask Spread % 141.03 128.54 156.53 139.82 132.78 Gamma HHI 0.50 0.25 1.00 0.34 1.00 Net GEX 611 229 1.1K 691 354 Net DEX -16.9K -31.5K -1.5K -26.7K -1.6K Net VEX -9 -15 -4 -9 -4 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 1.81 0 4 0 4 Total OI 5.381 1 9 8 1
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 2021-10-01 $41.17 $35.00 24.1% 6.9% 15.4% 9.2% 0.0% 7.0% 3.5% 691 -26.7K -9 0.00 139.82 N/A N/A 0 0 8 0 2021-10-04 $40.73 $37.00 31.7% 7.9% 15.7% 14.1% 0.0% 17.8% -3.3% 599 -25.2K -15 0.00 142.27 N/A N/A 0 0 8 0 2021-10-05 $41.11 $37.00 26.7% 6.1% 16.2% 10.9% 0.0% 8.7% 0.6% 708 -26.2K -10 0.00 138.57 N/A N/A 0 0 8 0 2021-10-06 $40.92 $37.00 38.5% 5.4% 16.1% 18.5% 0.0% 12.3% -1.0% 611 -25.8K -13 0.00 150.13 N/A N/A 0 0 8 0 2021-10-07 $41.46 $37.00 27.9% 5.1% 16.9% 11.7% 18.3% 7.2% -0.8% 638 -27.0K -8 0.00 132.47 N/A N/A 2 0 8 0 2021-10-08 $41.41 $37.00 54.8% 7.9% 16.6% 29.0% 0.0% 7.4% -2.1% 596 -26.7K -13 0.00 150.64 N/A N/A 0 0 8 0 2021-10-11 $41.22 $37.00 35.5% 4.4% 16.7% 16.6% 0.0% 5.5% -3.3% 900 -28.7K -12 0.00 132.52 N/A N/A 0 0 9 0 2021-10-12 $40.98 $37.00 37.0% 6.0% 16.6% 17.6% 0.0% 10.8% -5.1% 890 -28.0K -13 0.00 135.80 N/A N/A 0 0 9 0 2021-10-13 $41.16 $37.00 28.5% 8.2% 16.1% 12.0% 0.0% 10.0% -7.3% 816 -28.5K -14 0.00 141.84 N/A N/A 0 0 9 0 2021-10-14 $41.86 $37.00 15.0% 4.3% 17.3% 3.3% 0.0% 5.2% -0.4% 979 -30.5K -10 0.00 133.07 N/A N/A 4 0 9 0 2021-10-15 $42.16 $37.00 18.0% 5.2% 17.2% 5.2% 0.0% 3.4% -1.8% 1.1K -31.5K -9 0.00 136.56 N/A N/A 0 0 9 0 2021-10-18 $42.23 $37.00 20.2% 5.8% 14.7% 6.7% 0.0% 7.4% 2.5% 515 -12.3K -10 0.00 150.51 N/A N/A 0 0 4 0 2021-10-19 $42.47 $37.00 17.2% 4.9% 14.6% 4.7% 0.0% 1.8% -2.2% 560 -12.7K -8 0.00 128.54 N/A N/A 0 0 4 0 2021-10-20 $42.73 $41.00 20.6% 5.9% 14.3% 6.9% 22.1% 8.5% 1.5% 459 -4.6K -8 0.00 155.79 N/A N/A 4 0 2 0 2021-10-21 $42.79 $41.00 12.1% 3.5% 13.7% 1.5% 15.4% 1.8% -1.3% 560 -4.7K -7 0.00 143.21 N/A N/A 4 0 2 0 2021-10-22 $42.89 $41.00 13.1% 3.8% 13.7% 2.1% 16.1% 1.3% 4.2% 530 -4.9K -7 0.00 146.98 N/A N/A 4 0 2 0 2021-10-25 $43.09 $41.00 12.2% 3.5% 13.8% 1.5% 15.5% -0.2% 4.2% 565 -5.2K -6 0.00 143.42 N/A N/A 4 0 2 0 2021-10-26 $43.14 $44.00 30.0% 8.6% 11.2% 13.0% 26.1% 4.3% -4.9% 229 -1.8K -4 0.00 156.53 N/A N/A 4 0 1 0 2021-10-27 $42.80 $44.00 25.5% 7.3% 11.7% 10.1% 26.6% 5.4% -8.4% 254 -1.6K -4 0.00 136.97 N/A N/A 4 0 1 0 2021-10-28 $43.15 $44.00 20.3% 5.8% 11.2% 6.7% 15.9% 6.8% -1.3% 322 -1.5K -4 0.00 133.27 N/A N/A 4 0 1 0 2021-10-29 $43.12 $44.00 19.4% 5.5% 11.1% 6.1% 14.8% 8.8% 1.1% 354 -1.6K -4 0.00 132.78 N/A N/A 4 0 1 0
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