SECT Options History — August 2022

Name: SECT Options Analytics - August 2022
Creator: Options Analysis Suite

In August 2022, SECT traded between $38.66 and $40.60. ATM implied volatility averaged 36.1%, placing in the 43.6% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 19.8% (HV 20d: 16.3%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 8 of 23 days.

Notable Days

2022-08-01: Highest Volume — 10 contracts
2022-08-23: Largest IV spike — 114.0% change
2022-08-08: Highest IV Rank — 79.6%
2022-08-30: Largest Expected Move — 14.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$39.76	$38.66	$40.60	$39.32	$38.66
Max Pain	$35.00	$35.00	$35.00	$35.00	$35.00
ATM IV	36.1%	18.9%	57.2%	28.2%	36.6%
Expected Move	9.5%	5.4%	14.6%	8.1%	10.5%
HV 20d	16.3%	14.1%	17.9%	17.9%	16.5%
HV 60d	24.9%	23.1%	28.6%	28.6%	23.7%
IV Rank	43.6%	15.2%	79.6%	30.8%	43.3%
IV Percentile	55.9%	11.9%	94.8%	39.7%	61.9%
Term Structure	-2.1%	-15.4%	17.4%	-3.3%	-5.5%
VWIV	34.2%	30.0%	39.7%	33.1%	39.7%
Skew 25d	3.9%	-6.9%	12.4%	1.7%	10.3%
Skew 10d	1.8%	-13.6%	11.9%	-3.4%	10.6%
Call IV 25d	26.4%	16.1%	38.0%	24.6%	34.2%
Put IV 25d	30.3%	19.0%	44.5%	26.2%	44.5%
Bid-Ask Spread %	135.96	127.09	146.36	135.03	128.43
Gamma HHI	0.63	0.50	1.00	0.59	0.62
Net GEX	-804	-1.1K	-212	-975	-1.0K
Net DEX	6.6K	583	12.8K	7.9K	7.3K
Net VEX	-59	-113	-4	-86	-71
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	3.043	0	10	10	10
Total OI	26	26	26	26	26

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Put Vol	Put OI
2022-08-01	$39.32	$0.00	28.2%	8.1%	17.9%	30.8%	0.0%	1.7%	-3.3%	-975	7.9K	-86	135.03	N/A	N/A	10	26
2022-08-02	$39.21	$0.00	47.8%	13.7%	17.8%	63.7%	0.0%	8.3%	-1.2%	-1.1K	12.4K	-100	136.78	N/A	N/A	10	26
2022-08-03	$39.66	$0.00	48.6%	13.9%	17.9%	65.1%	0.0%	-0.7%	-11.0%	-1.1K	11.5K	-91	146.36	N/A	N/A	10	26
2022-08-04	$39.51	$35.00	52.4%	10.1%	17.6%	71.4%	33.1%	5.7%	-9.4%	-1.1K	12.8K	-113	127.09	N/A	N/A	10	26
2022-08-05	$39.62	$35.00	45.3%	8.9%	17.6%	59.4%	30.0%	4.5%	0.8%	-1.1K	10.8K	-94	131.59	N/A	N/A	10	26
2022-08-08	$39.73	$35.00	57.2%	11.2%	16.4%	79.6%	34.0%	3.8%	-9.1%	-1.0K	10.3K	-89	133.18	N/A	N/A	10	26
2022-08-09	$39.35	$35.00	49.7%	9.7%	16.4%	66.8%	0.0%	-5.2%	-0.4%	-988	8.6K	-71	133.57	N/A	N/A	0	26
2022-08-10	$40.12	$35.00	20.4%	5.8%	17.3%	17.6%	0.0%	9.6%	5.1%	-846	5.2K	-57	134.34	N/A	N/A	0	26
2022-08-11	$40.05	$35.00	30.7%	8.8%	16.7%	35.0%	0.0%	3.9%	2.8%	-872	7.6K	-72	139.83	N/A	N/A	0	26
2022-08-12	$40.53	$35.00	35.3%	10.1%	16.1%	42.6%	0.0%	4.2%	-10.0%	-804	6.1K	-58	139.42	N/A	N/A	0	26
2022-08-15	$40.60	$35.00	31.1%	8.9%	16.0%	35.6%	0.0%	-6.9%	-5.0%	-654	4.6K	-44	133.16	N/A	N/A	0	26
2022-08-16	$40.57	$35.00	19.7%	5.7%	14.1%	16.5%	0.0%	1.2%	2.6%	-212	583	-4	130.45	N/A	N/A	0	26
2022-08-17	$40.01	$35.00	19.9%	5.7%	15.1%	16.9%	0.0%	7.0%	1.5%	-571	4.0K	-48	135.17	N/A	N/A	0	26
2022-08-18	$40.52	$35.00	20.9%	6.0%	15.5%	18.5%	0.0%	4.0%	17.4%	-284	2.6K	-34	132.80	N/A	N/A	0	26
2022-08-19	$40.08	$35.00	18.9%	5.4%	15.7%	15.2%	0.0%	6.0%	15.7%	-494	3.2K	-42	138.50	N/A	N/A	0	26
2022-08-22	$39.69	$35.00	20.1%	5.8%	16.3%	17.1%	0.0%	12.4%	11.0%	-686	4.6K	-51	134.42	N/A	N/A	0	26
2022-08-23	$39.75	$35.00	42.9%	12.3%	16.2%	54.2%	0.0%	5.0%	-4.5%	-915	7.5K	-58	144.44	N/A	N/A	0	26
2022-08-24	$40.01	$35.00	35.3%	10.1%	14.4%	41.0%	0.0%	6.4%	-8.1%	-547	2.6K	-13	136.79	N/A	N/A	0	26
2022-08-25	$40.30	$35.00	35.9%	10.3%	14.3%	42.0%	0.0%	6.0%	-5.3%	-784	4.2K	-34	145.67	N/A	N/A	0	26
2022-08-26	$39.35	$35.00	34.3%	9.8%	16.4%	39.2%	0.0%	-3.2%	-15.4%	-676	3.2K	-14	136.70	N/A	N/A	0	26
2022-08-29	$39.24	$35.00	48.8%	14.0%	16.4%	64.3%	0.0%	5.7%	-4.7%	-629	6.1K	-70	137.70	N/A	N/A	0	26
2022-08-30	$38.69	$35.00	50.8%	14.6%	17.1%	67.9%	0.0%	0.6%	-12.2%	-1.1K	8.0K	-54	135.62	N/A	N/A	0	26
2022-08-31	$38.66	$35.00	36.6%	10.5%	16.5%	43.3%	39.7%	10.3%	-5.5%	-1.0K	7.3K	-71	128.43	N/A	N/A	10	26