SECT Options History — April 2022 In April 2022, SECT traded between $39.10 and $42.83. ATM implied volatility averaged 32.1%, placing in the 37.0% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 14.2% (HV 20d: 17.9%). Max pain ranged from $39.00 to $39.00. Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 15.76.
Notable Days 2022-04-20 : Highest Volume — 65 contracts2022-04-11 : Largest IV spike — 126.1% change2022-04-11 : Highest IV Rank — 83.4%2022-04-28 : Largest Expected Move — 11.3%Monthly Statistics Metric Avg Min Max Open Close Price $41.33 $39.10 $42.83 $42.64 $39.10 Max Pain $39.00 $39.00 $39.00 $39.00 $39.00 ATM IV 32.1% 11.6% 60.0% 38.7% 22.7% Expected Move 7.1% 3.3% 11.3% 7.7% 6.5% HV 20d 17.9% 15.1% 21.1% 21.1% 21.1% HV 60d 20.8% 20.2% 21.7% 20.7% 21.7% IV Rank 37.0% 2.9% 83.4% 47.9% 21.3% IV Percentile 53.9% 1.2% 98.4% 81.3% 31.0% Term Structure 1.9% -11.5% 25.5% -11.5% 25.5% VWIV 22.6% 12.6% 28.7% 24.2% 22.1% Skew 25d 5.5% -4.9% 17.0% 4.7% -4.9% Skew 10d 4.6% -6.9% 12.6% 6.9% 4.8% Call IV 25d 23.1% 15.5% 35.5% 29.5% 35.5% Put IV 25d 28.6% 21.9% 42.6% 34.2% 30.6% Bid-Ask Spread % 138.82 127.64 151.38 147.44 143.80 Gamma HHI 0.26 0.19 0.46 0.34 0.19 Net GEX -1.4K -6.2K 1.7K 0 -3.4K Net DEX 11.9K -16.9K 58.4K 0 58.4K Net VEX -144 -473 0 0 -473 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 15.76 1.60 30.00 30.00 6.00 Total Volume 21.9 0 65 0 49 Total OI 33.85 0 95 0 95
Daily Data (20 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 2022-04-01 $42.64 $0.00 38.7% 7.7% 21.1% 47.9% 0.0% 4.7% -11.5% 0 0 0 0.00 147.44 N/A N/A 0 0 0 0 2022-04-04 $42.83 $0.00 33.0% 6.3% 19.4% 38.5% 0.0% 2.9% -1.2% 0 0 0 0.00 144.89 N/A N/A 0 0 0 0 2022-04-05 $42.21 $0.00 55.7% 9.2% 20.4% 76.3% 0.0% 5.5% -3.4% 0 0 0 0.00 148.60 N/A N/A 0 0 0 0 2022-04-06 $41.97 $0.00 28.7% 8.2% 19.4% 31.3% 0.0% 11.3% -7.4% 0 0 0 0.00 143.72 N/A N/A 0 0 0 0 2022-04-07 $42.31 $0.00 44.0% 6.6% 19.3% 56.7% 0.0% 12.0% 0.8% 0 0 0 0.00 138.14 N/A N/A 0 0 0 0 2022-04-08 $42.27 $0.00 26.5% 5.8% 19.0% 27.7% 0.0% 0.8% 6.7% 0 0 0 0.00 134.61 N/A N/A 0 0 0 0 2022-04-11 $41.55 $0.00 60.0% 6.6% 18.6% 83.4% 0.0% 10.2% -4.0% 0 0 0 0.00 135.10 N/A N/A 0 0 0 0 2022-04-12 $41.34 $0.00 58.1% 6.5% 17.3% 80.2% 0.0% 17.0% 7.8% 0 0 0 0.00 136.71 N/A N/A 0 0 0 0 2022-04-13 $41.98 $0.00 36.5% 10.5% 17.1% 44.3% 0.0% 5.4% -6.0% 0 0 0 0.00 148.34 N/A N/A 0 0 0 0 2022-04-14 $41.57 $0.00 17.6% 5.0% 16.0% 12.8% 24.2% 3.4% 15.1% 0 0 0 30.00 142.52 N/A N/A 1 30 0 0 2022-04-18 $41.45 $39.00 24.9% 7.1% 15.2% 25.1% 23.2% 1.6% 7.2% -3.0K 21.8K -141 30.00 128.60 N/A N/A 1 30 1 30 2022-04-19 $42.01 $39.00 11.6% 3.3% 16.0% 2.9% 12.6% -2.0% -0.8% -3.1K 10.5K -96 20.00 131.19 N/A N/A 2 40 1 30 2022-04-20 $42.14 $39.00 16.0% 4.6% 15.1% 10.3% 15.1% 6.2% -1.6% -2.1K 9.0K -118 1.60 127.64 N/A N/A 25 40 2 40 2022-04-21 $41.30 $39.00 18.2% 5.2% 15.9% 13.8% 25.1% 0.4% 1.6% 1.7K -16.9K -282 20.00 128.28 N/A N/A 2 40 25 40 2022-04-22 $40.56 $39.00 25.5% 7.3% 16.7% 26.0% 22.5% -1.4% -7.8% -1.6K 7.3K -307 21.00 135.78 N/A N/A 2 42 25 40 2022-04-25 $40.34 $39.00 36.3% 10.4% 16.7% 43.9% 28.1% 11.0% -3.6% -3.5K 30.1K -369 17.00 139.99 N/A N/A 2 34 25 54 2022-04-26 $39.39 $39.00 25.1% 7.2% 17.9% 25.4% 28.7% 13.2% 4.9% -3.6K 39.3K -380 6.00 132.25 N/A N/A 7 42 25 54 2022-04-27 $39.42 $39.00 24.0% 6.9% 17.1% 23.5% 0.0% 13.2% 21.7% -6.2K 44.1K -271 0.00 151.38 N/A N/A 0 0 31 64 2022-04-28 $40.23 $39.00 39.4% 11.3% 19.1% 49.1% 24.0% -0.6% -5.6% -3.9K 34.4K -441 6.00 137.37 N/A N/A 7 42 31 64 2022-04-29 $39.10 $39.00 22.7% 6.5% 21.1% 21.3% 22.1% -4.9% 25.5% -3.4K 58.4K -473 6.00 143.80 N/A N/A 7 42 31 64
« Mar 2022 | All History | May 2022 » Home SECT History April 2022