SECT Options History — November 2021 In November 2021, SECT traded between $43.27 and $44.71. ATM implied volatility averaged 29.5%, placing in the 12.7% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 20.0% (HV 20d: 9.5%). Max pain ranged from $44.00 to $44.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2021-11-22 : Highest Volume — 8 contracts2021-11-02 : Largest IV spike — 131.0% change2021-11-26 : Highest IV Rank — 23.6%2021-11-26 : Largest Expected Move — 13.3%Monthly Statistics Metric Avg Min Max Open Close Price $44.23 $43.27 $44.71 $43.56 $43.27 Max Pain $44.00 $44.00 $44.00 $44.00 $44.00 ATM IV 29.5% 14.3% 46.4% 14.3% 41.0% Expected Move 8.0% 4.1% 13.3% 4.1% 11.8% HV 20d 9.5% 8.2% 13.5% 10.3% 13.5% HV 60d 12.6% 12.1% 13.6% 12.5% 13.6% IV Rank 12.7% 2.8% 23.6% 2.8% 20.1% IV Percentile 57.6% 6.1% 90.9% 6.1% 87.9% Term Structure -6.2% -14.4% 3.8% 3.8% -14.4% VWIV 26.3% 16.8% 40.5% 16.8% 21.7% Skew 25d 7.6% 0.2% 23.8% 0.2% 11.9% Skew 10d 3.9% 0.3% 11.2% 0.3% 6.9% Call IV 25d 20.3% 13.0% 31.0% 17.5% 27.8% Put IV 25d 27.9% 17.2% 45.8% 17.8% 39.7% Bid-Ask Spread % 137.01 117.68 157.30 141.53 140.55 Gamma HHI 0.86 0.51 1.00 1.00 0.51 Net GEX 438 0 1.2K 385 1.0K Net DEX -4.9K -16.1K 0 -1.8K -11.3K Net VEX -17 -68 0 -4 -56 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 5.143 4 8 4 8 Total OI 2.524 0 8 1 8
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 2021-11-01 $43.56 $44.00 14.3% 4.1% 10.3% 2.8% 16.8% 0.2% 3.8% 385 -1.8K -4 0.00 141.53 N/A N/A 4 0 1 0 2021-11-02 $43.71 $44.00 33.0% 9.5% 10.1% 15.0% 40.5% 4.4% -9.0% 233 -2.1K -4 0.00 157.30 N/A N/A 4 0 1 0 2021-11-03 $44.12 $44.00 19.6% 5.6% 9.9% 6.3% 21.7% 1.0% -6.1% 387 -2.4K -4 0.00 144.35 N/A N/A 4 0 1 0 2021-11-04 $44.17 $0.00 32.2% 7.1% 9.3% 14.4% 0.0% 5.5% -5.6% 251 -2.4K -4 0.00 140.04 N/A N/A 4 0 1 0 2021-11-05 $44.44 $0.00 36.4% 7.0% 9.2% 17.1% 0.0% 6.7% -5.1% 249 -2.5K -3 0.00 139.22 N/A N/A 4 0 1 0 2021-11-08 $44.56 $0.00 39.0% 7.1% 8.7% 18.8% 0.0% 6.1% -5.6% 245 -2.6K -3 0.00 139.96 N/A N/A 4 0 1 0 2021-11-09 $44.47 $0.00 21.3% 6.7% 8.2% 7.4% 0.0% 15.3% -8.1% 412 -2.7K -3 0.00 118.30 N/A N/A 4 0 1 0 2021-11-10 $44.02 $0.00 27.1% 7.8% 9.6% 11.1% 0.0% 7.3% -7.4% 243 -2.3K -3 0.00 140.69 N/A N/A 4 0 1 0 2021-11-11 $44.27 $0.00 27.1% 7.8% 8.3% 11.1% 0.0% 6.9% -7.1% 253 -2.4K -3 0.00 140.53 N/A N/A 4 0 1 0 2021-11-12 $44.51 $0.00 17.6% 5.0% 8.2% 5.0% 0.0% 12.8% -0.3% 413 -2.8K -2 0.00 117.68 N/A N/A 4 0 1 0 2021-11-15 $44.41 $0.00 27.5% 7.9% 8.3% 11.4% 0.0% 7.0% -6.0% 350 -2.6K -2 0.00 136.84 N/A N/A 4 0 1 0 2021-11-16 $44.71 $0.00 26.1% 7.5% 8.4% 10.5% 0.0% 6.1% -6.7% 285 -2.8K -2 0.00 139.10 N/A N/A 4 0 1 0 2021-11-17 $44.50 $0.00 16.7% 4.8% 8.7% 4.4% 0.0% 2.9% -3.6% 385 -2.7K -1 0.00 135.71 N/A N/A 4 0 1 0 2021-11-18 $44.58 $0.00 26.3% 7.5% 8.7% 10.6% 0.0% 6.0% -4.5% 0 0 0 0.00 139.02 N/A N/A 4 0 0 0 2021-11-19 $44.39 $0.00 28.9% 8.3% 8.9% 12.3% 0.0% 5.5% -6.4% 0 0 0 0.00 139.75 N/A N/A 4 0 0 0 2021-11-22 $44.63 $0.00 22.1% 6.3% 9.0% 7.9% 0.0% 4.1% -6.6% 0 0 0 0.00 131.67 N/A N/A 8 0 0 0 2021-11-23 $44.46 $0.00 37.4% 10.7% 9.2% 17.8% 0.0% 8.1% -5.8% 1.0K -16.1K -68 0.00 131.97 N/A N/A 8 0 8 0 2021-11-24 $44.57 $0.00 36.7% 10.5% 8.5% 17.4% 0.0% 2.4% -10.4% 1.2K -15.0K -65 0.00 142.09 N/A N/A 8 0 8 0 2021-11-26 $43.54 $0.00 46.4% 13.3% 12.1% 23.6% 0.0% 23.8% -6.0% 851 -13.7K -62 0.00 130.75 N/A N/A 8 0 8 0 2021-11-29 $43.99 $0.00 43.3% 12.4% 12.6% 21.6% 0.0% 16.3% -9.8% 1.0K -15.2K -64 0.00 130.24 N/A N/A 8 0 8 0 2021-11-30 $43.27 $0.00 41.0% 11.8% 13.5% 20.1% 0.0% 11.9% -14.4% 1.0K -11.3K -56 0.00 140.55 N/A N/A 8 0 8 0
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