SECT Options History — July 2022 In July 2022, SECT traded between $36.21 and $39.45. ATM implied volatility averaged 40.2%, placing in the 50.8% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 15.1% (HV 20d: 25.1%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 7 of 20 days.
Notable Days 2022-07-19 : Highest Volume — 26 contracts2022-07-18 : Largest IV spike — 92.6% change2022-07-11 : Highest IV Rank — 99.0%2022-07-18 : Largest Expected Move — 17.6%Monthly Statistics Metric Avg Min Max Open Close Price $37.45 $36.21 $39.45 $36.61 $39.45 ATM IV 40.2% 21.8% 68.8% 40.0% 21.8% Expected Move 9.8% 6.2% 17.6% 11.5% 6.2% HV 20d 25.1% 17.9% 32.9% 32.5% 17.9% HV 60d 29.8% 29.3% 30.2% 29.8% 29.3% IV Rank 50.8% 20.0% 99.0% 50.1% 20.0% IV Percentile 64.6% 21.0% 99.6% 75.0% 21.0% Term Structure -2.4% -23.2% 6.2% -0.2% 6.2% Skew 25d 5.9% -4.2% 16.7% 2.6% 1.7% Skew 10d 5.3% -7.3% 26.4% 1.3% 1.0% Call IV 25d 24.5% 12.8% 45.9% 29.3% 20.2% Put IV 25d 30.4% 19.7% 46.3% 31.9% 21.9% Bid-Ask Spread % 127.94 103.73 142.08 112.62 130.79 Gamma HHI 0.82 0.51 1.00 1.00 0.55 Net GEX -1.1K -1.5K -670 -908 -943 Net DEX 11.9K 3.8K 17.2K 13.4K 6.8K Net VEX -70 -138 -21 -63 -80 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 10.8 10 26 10 10 Total OI 16.4 10 26 10 26
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 2022-07-01 $36.61 $0.00 40.0% 11.5% 32.5% 50.1% 0.0% 2.6% -0.2% -908 13.4K -63 0.00 112.62 N/A N/A 0 10 0 10 2022-07-05 $36.42 $0.00 62.5% 11.7% 32.5% 87.6% 0.0% 12.0% -0.3% -797 14.5K -61 0.00 136.67 N/A N/A 0 10 0 10 2022-07-06 $36.72 $0.00 39.9% 9.2% 32.7% 49.9% 0.0% 14.0% 0.8% -943 12.0K -59 0.00 124.82 N/A N/A 0 10 0 10 2022-07-07 $37.27 $0.00 38.5% 8.8% 32.8% 47.7% 0.0% 5.0% 0.2% -1.1K 11.6K -57 0.00 122.13 N/A N/A 0 10 0 10 2022-07-08 $37.32 $0.00 39.6% 8.3% 32.9% 49.4% 0.0% 11.7% -0.6% -994 10.4K -54 0.00 128.47 N/A N/A 0 10 0 10 2022-07-11 $36.78 $0.00 68.8% 10.6% 32.6% 99.0% 0.0% -1.3% -12.0% -1.1K 12.0K -58 0.00 121.44 N/A N/A 0 10 0 10 2022-07-12 $36.45 $0.00 66.3% 8.1% 31.2% 94.7% 0.0% -4.2% -2.0% -1.0K 11.9K -55 0.00 114.50 N/A N/A 0 10 0 10 2022-07-13 $36.56 $0.00 29.5% 8.5% 25.8% 33.0% 0.0% 16.7% -3.6% -1.1K 12.6K -57 0.00 131.94 N/A N/A 0 10 0 10 2022-07-14 $36.21 $0.00 47.6% 13.6% 26.1% 63.3% 0.0% 4.8% -8.1% -815 14.4K -58 0.00 142.08 N/A N/A 0 10 0 10 2022-07-15 $36.88 $0.00 32.0% 9.2% 26.4% 37.1% 0.0% 9.8% -0.6% -1.1K 12.5K -56 0.00 137.63 N/A N/A 0 10 0 10 2022-07-18 $36.82 $0.00 61.5% 17.6% 20.4% 86.8% 0.0% 0.5% -23.2% -670 12.5K -55 0.00 138.97 N/A N/A 0 10 0 10 2022-07-19 $37.78 $0.00 32.2% 9.2% 22.1% 37.5% 0.0% 10.4% 5.6% -1.0K 11.0K -49 0.00 140.49 N/A N/A 0 26 0 10 2022-07-20 $38.20 $0.00 31.3% 9.0% 20.7% 36.0% 0.0% 7.7% -4.2% -1.4K 14.0K -108 0.00 128.21 N/A N/A 0 10 0 26 2022-07-21 $38.22 $0.00 44.6% 12.8% 20.7% 58.4% 0.0% 3.8% -7.0% -1.4K 11.7K -73 0.00 140.09 N/A N/A 0 10 0 26 2022-07-22 $37.89 $0.00 26.7% 7.7% 20.8% 28.3% 0.0% 8.6% -6.2% -1.3K 12.6K -120 0.00 103.73 N/A N/A 0 10 0 26 2022-07-25 $37.95 $0.00 36.2% 10.4% 18.0% 44.3% 0.0% -3.3% 3.8% -1.2K 17.2K -138 0.00 130.22 N/A N/A 0 10 0 26 2022-07-26 $37.78 $0.00 26.8% 7.7% 18.0% 28.5% 0.0% 11.6% 1.9% -1.5K 12.9K -89 0.00 117.35 N/A N/A 0 10 0 26 2022-07-27 $38.65 $0.00 35.2% 10.1% 18.7% 42.6% 0.0% 3.2% 4.1% -1.2K 11.1K -93 0.00 127.18 N/A N/A 0 10 0 26 2022-07-28 $39.01 $0.00 22.5% 6.4% 18.5% 21.1% 0.0% 2.5% -1.7% -1.1K 3.8K -21 0.00 129.52 N/A N/A 0 10 0 26 2022-07-29 $39.45 $0.00 21.8% 6.2% 17.9% 20.0% 0.0% 1.7% 6.2% -943 6.8K -80 0.00 130.79 N/A N/A 0 10 0 26
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