SECT Options History — September 2022 In September 2022, SECT traded between $35.65 and $39.92. ATM implied volatility averaged 38.1%, placing in the 33.5% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 16.9% (HV 20d: 21.2%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 6 of 21 days.
Notable Days 2022-09-06 : Highest Volume — 10 contracts2022-09-13 : Largest IV spike — 143.2% change2022-09-13 : Highest IV Rank — 100.0%2022-09-16 : Largest Expected Move — 13.8%Monthly Statistics Metric Avg Min Max Open Close Price $37.69 $35.65 $39.92 $38.34 $35.80 Max Pain $35.00 $35.00 $35.00 $35.00 $35.00 ATM IV 38.1% 25.0% 109.1% 26.6% 38.6% Expected Move 9.1% 5.5% 13.8% 7.6% 11.1% HV 20d 21.2% 16.1% 26.0% 16.7% 26.0% HV 60d 20.6% 19.0% 23.6% 23.6% 20.6% IV Rank 33.5% 13.7% 100.0% 25.9% 27.7% IV Percentile 52.1% 19.0% 100.0% 28.6% 64.3% Term Structure -3.3% -20.6% 9.0% -5.3% -3.7% Skew 25d 5.3% -6.6% 20.8% -0.5% 12.2% Skew 10d 5.8% 0.0% 26.3% 9.1% 0.3% Call IV 25d 24.3% 16.2% 33.7% 29.0% 23.8% Put IV 25d 29.6% 19.8% 46.4% 28.4% 36.0% Bid-Ask Spread % 132.84 100.99 149.46 139.12 125.94 Gamma HHI 0.47 0.35 0.63 0.56 0.54 Net GEX -1.2K -2.1K -828 -1.3K -1.1K Net DEX 11.8K 6.6K 17.8K 7.7K 15.9K Net VEX -98 -138 -52 -65 -130 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 1.905 0 10 0 0 Total OI 30.286 26 36 26 26
Daily Data (21 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 2022-09-01 $38.34 $35.00 26.6% 7.6% 16.7% 25.9% 0.0% -0.5% -5.3% -1.3K 7.7K -65 0.00 139.12 N/A N/A 0 0 0 26 2022-09-02 $38.16 $35.00 47.9% 13.7% 16.6% 62.8% 0.0% 2.6% -20.6% -1.3K 8.8K -81 0.00 116.18 N/A N/A 0 0 0 26 2022-09-06 $37.95 $0.00 51.3% 10.3% 16.6% 68.7% 0.0% 20.8% -3.5% -2.1K 17.8K -127 0.00 131.68 N/A N/A 0 10 0 36 2022-09-07 $38.54 $0.00 28.8% 5.5% 17.5% 29.8% 0.0% 6.3% 2.7% -1.4K 12.4K -118 0.00 130.41 N/A N/A 0 10 0 36 2022-09-08 $38.83 $0.00 29.3% 8.9% 16.1% 30.6% 0.0% 5.9% -6.3% -1.2K 9.0K -89 0.00 136.39 N/A N/A 0 0 0 36 2022-09-09 $39.61 $0.00 41.3% 5.7% 17.8% 51.4% 0.0% 1.2% 5.0% -863 8.0K -82 0.00 116.95 N/A N/A 0 0 0 36 2022-09-12 $39.92 $0.00 44.9% 6.3% 17.5% 57.5% 0.0% 9.3% 9.0% -828 7.3K -79 0.00 144.71 N/A N/A 0 0 0 36 2022-09-13 $38.53 $0.00 109.1% 12.3% 21.3% 100.0% 0.0% 6.7% -14.1% -1.9K 14.2K -73 0.00 145.66 N/A N/A 0 10 0 36 2022-09-14 $38.34 $0.00 26.5% 7.6% 21.3% 15.3% 0.0% 8.6% -2.2% -1.4K 10.7K -94 0.00 125.35 N/A N/A 0 0 0 36 2022-09-15 $38.99 $0.00 28.5% 8.2% 22.0% 17.3% 0.0% 4.6% 7.4% -1.4K 6.6K -61 0.00 140.38 N/A N/A 0 0 0 36 2022-09-16 $38.09 $0.00 48.0% 13.8% 22.7% 37.4% 0.0% 4.9% -14.3% -929 8.4K -52 0.00 146.13 N/A N/A 0 10 0 36 2022-09-19 $38.28 $0.00 25.0% 7.2% 22.7% 13.7% 0.0% 5.1% -0.0% -956 9.1K -87 0.00 139.91 N/A N/A 0 0 0 26 2022-09-20 $38.05 $0.00 26.8% 7.7% 22.5% 15.6% 0.0% 5.5% -2.1% -965 11.0K -98 0.00 136.42 N/A N/A 0 0 0 26 2022-09-21 $37.30 $0.00 32.5% 9.3% 23.3% 21.4% 0.0% -2.2% -9.0% -953 11.5K -110 0.00 138.69 N/A N/A 0 0 0 26 2022-09-22 $37.08 $0.00 27.5% 7.9% 23.1% 16.3% 0.0% 0.3% 0.8% -1.4K 12.4K -95 0.00 138.92 N/A N/A 0 0 0 26 2022-09-23 $36.05 $0.00 47.2% 13.5% 24.2% 36.6% 0.0% 10.4% -9.4% -1.1K 13.7K -117 0.00 149.46 N/A N/A 0 0 0 26 2022-09-26 $35.65 $0.00 32.2% 9.2% 23.4% 21.2% 0.0% 6.3% 2.3% -1.2K 17.3K -138 0.00 131.88 N/A N/A 0 0 0 26 2022-09-27 $35.66 $0.00 30.4% 8.7% 23.4% 19.2% 0.0% 2.2% -1.3% -1.2K 16.1K -123 0.00 127.78 N/A N/A 0 0 0 26 2022-09-28 $36.53 $0.00 26.1% 7.5% 25.3% 14.8% 0.0% 7.8% -2.3% -1.3K 14.4K -118 0.00 126.59 N/A N/A 0 0 0 26 2022-09-29 $35.77 $0.00 31.8% 9.1% 26.0% 20.7% 0.0% -6.6% -1.7% -1.2K 16.6K -128 0.00 100.99 N/A N/A 0 0 0 26 2022-09-30 $35.80 $0.00 38.6% 11.1% 26.0% 27.7% 0.0% 12.2% -3.7% -1.1K 15.9K -130 0.00 125.94 N/A N/A 0 0 0 26
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