SECT Options History — October 2022 In October 2022, SECT traded between $35.91 and $39.01. ATM implied volatility averaged 44.8%, placing in the 34.0% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 16.8% (HV 20d: 28.0%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2022-10-14 : Largest IV spike — 82.9% change2022-10-11 : Highest IV Rank — 64.1%2022-10-31 : Largest Expected Move — 16.2%Monthly Statistics Metric Avg Min Max Open Close Price $37.32 $35.91 $39.01 $36.65 $38.97 ATM IV 44.8% 20.6% 74.1% 43.7% 56.6% Expected Move 12.0% 5.9% 16.2% 12.5% 16.2% HV 20d 28.0% 25.0% 29.7% 27.7% 25.0% HV 60d 22.7% 21.2% 23.5% 21.2% 23.5% IV Rank 34.0% 9.3% 64.1% 32.9% 46.2% IV Percentile 70.4% 11.9% 99.6% 73.4% 93.3% Term Structure -8.4% -16.5% 3.6% -4.3% -16.5% Skew 25d 8.1% -2.1% 19.5% 5.9% 0.1% Skew 10d 2.4% -7.4% 14.9% -0.6% 0.6% Call IV 25d 28.9% 17.2% 39.6% 28.6% 39.6% Put IV 25d 36.9% 23.1% 49.5% 34.6% 39.7% Bid-Ask Spread % 135.52 113.34 147.29 140.27 143.77 Gamma HHI 0.59 0.50 1.00 0.52 0.58 Net GEX -1.1K -1.5K -549 -1.3K -755 Net DEX 10.6K 1.4K 17.3K 13.9K 8.6K Net VEX -78 -118 0 -112 -66 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 26 26 26 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 2022-10-03 $36.65 $0.00 43.7% 12.5% 27.7% 32.9% 0.0% 5.9% -4.3% -1.3K 13.9K -112 0.00 140.27 N/A N/A 0 0 0 26 2022-10-04 $37.62 $0.00 34.7% 9.9% 29.4% 23.7% 0.0% 5.0% -6.5% -1.0K 11.3K -92 0.00 123.37 N/A N/A 0 0 0 26 2022-10-05 $37.97 $0.00 48.5% 13.9% 29.1% 37.8% 0.0% 5.9% -10.9% -1.1K 9.1K -66 0.00 113.34 N/A N/A 0 0 0 26 2022-10-06 $37.71 $0.00 32.4% 7.7% 29.0% 21.3% 0.0% 10.4% 0.6% -898 9.8K -87 0.00 114.23 N/A N/A 0 0 0 26 2022-10-07 $36.54 $0.00 43.9% 9.6% 29.7% 33.1% 0.0% 11.2% 3.6% -956 14.0K -112 0.00 127.17 N/A N/A 0 0 0 26 2022-10-10 $36.33 $0.00 60.7% 11.4% 29.3% 50.4% 0.0% 19.5% -1.5% -1.3K 16.2K -118 0.00 142.48 N/A N/A 0 0 0 26 2022-10-11 $35.91 $0.00 74.1% 14.2% 27.2% 64.1% 0.0% 17.0% -10.8% -1.3K 16.6K -114 0.00 140.21 N/A N/A 0 0 0 26 2022-10-12 $36.12 $0.00 48.5% 13.9% 27.4% 37.9% 0.0% 12.7% -9.1% -1.2K 17.3K -118 0.00 144.74 N/A N/A 0 0 0 26 2022-10-13 $36.99 $0.00 20.6% 5.9% 28.1% 9.3% 0.0% 8.0% -2.9% -779 6.2K -37 0.00 134.91 N/A N/A 0 0 0 26 2022-10-14 $36.17 $0.00 37.8% 10.8% 28.0% 26.8% 0.0% 11.5% -5.8% -1.0K 12.8K -105 0.00 128.04 N/A N/A 0 0 0 26 2022-10-17 $36.93 $0.00 32.9% 9.4% 29.2% 21.9% 0.0% 3.3% -8.8% -1.3K 9.5K -70 0.00 128.42 N/A N/A 0 0 0 26 2022-10-18 $37.14 $0.00 48.2% 13.8% 29.2% 37.5% 0.0% 7.1% -10.7% -1.3K 10.2K -66 0.00 147.29 N/A N/A 0 0 0 26 2022-10-19 $36.74 $0.00 51.6% 14.8% 28.6% 41.0% 0.0% 12.2% -12.8% -1.2K 14.6K -103 0.00 135.45 N/A N/A 0 0 0 26 2022-10-20 $36.55 $0.00 53.3% 15.3% 28.6% 42.7% 0.0% 6.2% -11.2% -1.1K 15.6K -107 0.00 144.79 N/A N/A 0 0 0 26 2022-10-21 $37.45 $0.00 38.6% 11.1% 28.0% 27.7% 0.0% 8.6% -13.9% -1.5K 12.4K -80 0.00 127.55 N/A N/A 0 0 0 26 2022-10-24 $37.82 $0.00 35.7% 10.2% 27.7% 24.7% 0.0% 13.3% -7.9% -796 5.2K -33 0.00 143.68 N/A N/A 0 0 0 26 2022-10-25 $38.37 $0.00 39.6% 11.3% 28.0% 28.7% 0.0% 10.9% -13.8% -549 4.7K -30 0.00 139.90 N/A N/A 0 0 0 26 2022-10-26 $38.40 $0.00 45.3% 13.0% 26.9% 34.5% 0.0% 1.7% -16.1% -1.2K 7.9K -54 0.00 135.94 N/A N/A 0 0 0 26 2022-10-27 $38.32 $0.00 42.1% 12.1% 25.5% 31.3% 0.0% -2.1% -3.3% -763 6.3K -60 0.00 145.61 N/A N/A 0 0 0 26 2022-10-28 $39.01 $0.00 51.4% 14.7% 26.0% 40.8% 0.0% 0.5% -13.0% -1.1K 1.4K 0 0.00 144.78 N/A N/A 0 0 0 26 2022-10-31 $38.97 $0.00 56.6% 16.2% 25.0% 46.2% 0.0% 0.1% -16.5% -755 8.6K -66 0.00 143.77 N/A N/A 0 0 0 26
« Sep 2022 | All History | Nov 2022 » Home SECT History October 2022