SECT Options History — December 2021

In December 2021, SECT traded between $42.70 and $45.12. ATM implied volatility averaged 36.2%, placing in the 17.0% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 17.5% (HV 20d: 18.7%). Max pain ranged from $45.00 to $45.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2021-12-01: Highest Volume — 8 contracts
  • 2021-12-29: Largest IV spike — 86.9% change
  • 2021-12-13: Highest IV Rank — 34.9%
  • 2021-12-01: Largest Expected Move — 14.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$44.07$42.70$45.12$42.96$45.02
Max Pain$45.00$45.00$45.00$45.00$45.00
ATM IV36.2%16.0%63.9%51.5%21.4%
Expected Move8.3%4.6%14.8%14.8%6.1%
HV 20d18.7%13.7%22.0%13.7%18.3%
HV 60d14.8%13.7%15.5%13.7%14.6%
IV Rank17.0%4.0%34.9%26.9%7.5%
IV Percentile64.2%11.9%96.6%92.5%33.5%
Term Structure-3.9%-16.5%2.3%-16.5%0.4%
VWIV22.2%13.0%33.2%21.3%20.9%
Skew 25d10.2%2.5%24.1%9.9%7.5%
Skew 10d8.4%2.5%28.5%12.1%2.5%
Call IV 25d19.8%12.2%35.9%29.5%14.4%
Put IV 25d30.0%18.0%53.7%39.4%21.9%
Bid-Ask Spread %138.94125.06151.13135.11129.81
Gamma HHI0.520.500.550.500.54
Net GEX1.4K9762.2K9812.2K
Net DEX-12.6K-15.9K-6.7K-12.9K-14.8K
Net VEX-51-60-36-60-46
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume88888
Total OI88888

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$42.96$0.0051.5%14.8%13.7%26.9%0.0%9.9%-16.5%981-12.9K-600.00135.11N/AN/A8080
2021-12-02$43.54$0.0047.3%13.6%14.1%24.2%0.0%24.1%-10.0%985-13.3K-600.00129.39N/AN/A8080
2021-12-03$42.70$0.0045.1%12.9%15.6%22.8%0.0%13.8%-15.2%976-10.1K-520.00139.08N/AN/A8080
2021-12-06$43.45$45.0046.2%8.0%16.8%23.5%21.3%11.8%-3.6%1.2K-10.7K-530.00146.09N/AN/A8080
2021-12-07$44.40$45.0041.1%9.2%18.6%20.2%25.5%16.2%-7.2%1.2K-14.3K-590.00127.53N/AN/A8080
2021-12-08$44.50$45.0049.6%9.2%18.6%25.7%33.2%18.7%-2.9%1.2K-14.8K-600.00132.97N/AN/A8080
2021-12-09$44.18$45.0052.3%8.0%18.5%27.4%22.7%20.7%-3.2%1.3K-13.8K-580.00125.06N/AN/A8080
2021-12-10$44.34$45.0052.0%9.4%18.4%27.2%29.3%15.7%-2.9%1.2K-13.8K-570.00129.18N/AN/A8080
2021-12-13$43.98$45.0063.9%7.6%18.5%34.9%22.3%7.9%-4.6%1.4K-11.9K-520.00148.00N/AN/A8080
2021-12-14$43.58$45.0054.8%5.3%18.7%29.1%15.6%2.5%-0.9%1.6K-9.5K-470.00138.37N/AN/A8080
2021-12-15$44.16$45.0025.4%7.3%19.2%10.1%18.6%9.0%-2.7%1.4K-12.8K-530.00143.91N/AN/A8080
2021-12-16$43.80$45.0027.3%7.8%19.4%11.2%23.1%5.7%-2.5%1.4K-10.6K-470.00142.71N/AN/A8080
2021-12-17$43.66$45.0033.0%9.5%19.4%15.0%24.3%14.9%-2.0%1.1K-11.8K-500.00134.29N/AN/A8080
2021-12-20$42.89$45.0018.7%5.4%20.2%5.7%16.5%4.5%-1.0%1.3K-6.7K-360.00146.96N/AN/A8080
2021-12-21$43.73$45.0028.3%8.1%21.5%11.9%27.5%7.6%-0.2%1.3K-10.7K-480.00131.50N/AN/A8080
2021-12-22$44.07$45.0016.6%4.8%21.6%4.4%13.0%5.6%-0.1%1.8K-10.4K-460.00147.81N/AN/A8080
2021-12-23$44.57$45.0026.4%7.6%22.0%10.7%19.8%9.6%2.3%1.5K-13.9K-510.00127.89N/AN/A8080
2021-12-27$44.94$45.0019.4%5.6%20.4%6.2%13.1%4.5%-0.4%1.8K-15.4K-500.00151.13N/AN/A8080
2021-12-28$45.05$45.0016.0%4.6%20.1%4.0%16.0%3.1%-2.2%2.1K-14.5K-460.00148.33N/AN/A8080
2021-12-29$45.12$45.0029.9%8.6%19.0%12.9%29.2%8.4%-5.9%1.6K-15.9K-490.00150.87N/AN/A8080
2021-12-30$44.98$45.0030.1%8.6%18.8%13.1%30.8%3.4%-5.8%1.5K-15.6K-480.00150.77N/AN/A8080
2021-12-31$45.02$45.0021.4%6.1%18.3%7.5%20.9%7.5%0.4%2.2K-14.8K-460.00129.81N/AN/A8080