SECT Options History — February 2022 In February 2022, SECT traded between $40.46 and $43.36. ATM implied volatility averaged 35.5%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 15.3% (HV 20d: 20.2%). Max pain ranged from $43.00 to $43.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 1.25.
Notable Days 2022-02-01 : Highest Volume — 9 contracts2022-02-18 : Largest IV spike — 67.8% change2022-02-28 : Highest IV Rank — 26.3%2022-02-28 : Largest Expected Move — 14.5%Monthly Statistics Metric Avg Min Max Open Close Price $42.06 $40.46 $43.36 $42.59 $41.38 Max Pain $43.00 $43.00 $43.00 $43.00 $43.00 ATM IV 35.5% 17.4% 50.6% 42.4% 50.6% Expected Move 9.5% 5.0% 14.5% 12.1% 14.5% HV 20d 20.2% 19.0% 22.7% 19.3% 22.7% HV 60d 18.5% 17.4% 19.5% 17.4% 19.5% IV Rank 16.6% 4.9% 26.3% 21.0% 26.3% IV Percentile 67.5% 13.5% 94.4% 86.0% 94.4% Term Structure -7.9% -22.6% 1.5% -8.6% -16.8% VWIV 28.4% 18.6% 38.0% 25.5% 38.0% Skew 25d 13.8% 4.5% 33.2% 14.7% 19.1% Skew 10d 5.5% -10.0% 16.3% 0.0% 2.9% Call IV 25d 22.2% 15.7% 33.6% 29.9% 32.9% Put IV 25d 36.0% 22.6% 51.9% 44.6% 51.9% Bid-Ask Spread % 133.33 120.07 152.00 152.00 127.22 Gamma HHI 0.59 0.53 0.73 0.57 0.57 Net GEX -505 -1.1K -293 -486 -370 Net DEX 9.8K 6.8K 15.6K 9.0K 10.4K Net VEX -35 -47 -17 -43 -25 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.25 1.25 1.25 1.25 1.25 Total Volume 9 9 9 9 9 Total OI 9 9 9 9 9
Daily Data (19 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 2022-02-01 $42.59 $0.00 42.4% 12.1% 19.3% 21.0% 0.0% 14.7% -8.6% -486 9.0K -43 1.25 152.00 N/A N/A 4 5 4 5 2022-02-02 $42.82 $0.00 48.9% 14.0% 19.4% 25.3% 0.0% 18.6% -5.6% -341 7.2K -47 1.25 137.54 N/A N/A 4 5 4 5 2022-02-03 $42.07 $43.00 42.3% 8.6% 19.3% 21.0% 25.5% 11.9% -9.5% -475 10.4K -40 1.25 137.61 N/A N/A 4 5 4 5 2022-02-04 $42.40 $43.00 49.6% 10.9% 19.7% 25.7% 31.4% 18.0% -16.1% -301 8.0K -44 1.25 124.43 N/A N/A 4 5 4 5 2022-02-07 $42.38 $43.00 26.4% 5.9% 19.6% 10.7% 19.6% 6.1% -2.1% -318 7.7K -44 1.25 133.90 N/A N/A 4 5 4 5 2022-02-08 $42.75 $43.00 42.3% 8.1% 19.7% 21.0% 26.7% 8.5% -5.4% -293 6.8K -44 1.25 137.52 N/A N/A 4 5 4 5 2022-02-09 $43.36 $43.00 21.6% 6.2% 19.0% 7.6% 23.0% 10.4% -1.2% -595 6.9K -40 1.25 139.61 N/A N/A 4 5 4 5 2022-02-10 $42.58 $43.00 30.8% 8.8% 19.9% 13.5% 26.4% 5.9% -12.0% -484 8.9K -39 1.25 133.76 N/A N/A 4 5 4 5 2022-02-11 $41.95 $43.00 31.4% 9.0% 20.4% 13.9% 27.6% 12.4% -11.6% -432 9.1K -38 1.25 137.12 N/A N/A 4 5 4 5 2022-02-14 $41.95 $43.00 27.6% 7.9% 20.4% 11.5% 27.6% 15.1% -3.7% -795 11.8K -30 1.25 136.83 N/A N/A 4 5 4 5 2022-02-15 $42.55 $43.00 26.1% 7.5% 19.9% 10.5% 30.2% 6.4% -2.0% -641 9.4K -34 1.25 136.44 N/A N/A 4 5 4 5 2022-02-16 $42.68 $43.00 17.4% 5.0% 19.7% 4.9% 18.6% 5.3% -1.1% -1.1K 11.1K -29 1.25 128.55 N/A N/A 4 5 4 5 2022-02-17 $41.73 $43.00 25.8% 7.4% 20.7% 10.3% 23.5% 16.2% 1.5% -554 9.3K -33 1.25 132.96 N/A N/A 4 5 4 5 2022-02-18 $41.40 $43.00 43.4% 12.4% 19.8% 21.6% 31.6% 33.2% -22.6% -410 10.0K -32 1.25 122.79 N/A N/A 4 5 4 5 2022-02-22 $41.33 $43.00 38.0% 10.9% 19.8% 18.2% 35.5% 11.7% -7.9% -522 11.8K -27 1.25 135.11 N/A N/A 4 5 4 5 2022-02-23 $40.46 $43.00 39.8% 11.4% 21.1% 19.3% 33.8% 29.3% -8.0% -450 11.9K -26 1.25 120.07 N/A N/A 4 5 4 5 2022-02-24 $40.89 $43.00 36.7% 10.5% 21.3% 17.3% 32.1% 4.5% -12.8% -575 15.6K -17 1.25 133.36 N/A N/A 4 5 4 5 2022-02-25 $41.80 $43.00 33.9% 9.7% 22.5% 15.6% 32.2% 15.2% -4.6% -429 10.3K -28 1.25 126.36 N/A N/A 4 5 4 5 2022-02-28 $41.38 $43.00 50.6% 14.5% 22.7% 26.3% 38.0% 19.1% -16.8% -370 10.4K -25 1.25 127.22 N/A N/A 4 5 4 5
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