SECT Options History — November 2022 In November 2022, SECT traded between $37.96 and $40.93. ATM implied volatility averaged 38.8%, placing in the 27.9% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 13.7% (HV 20d: 25.1%). Max pain ranged from $33.00 to $33.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days.
Notable Days 2022-11-02 : Largest IV spike — 92.2% change2022-11-03 : Highest IV Rank — 44.0%2022-11-02 : Largest Expected Move — 14.3%Monthly Statistics Metric Avg Min Max Open Close Price $39.63 $37.96 $40.93 $39.00 $40.93 Max Pain $33.00 $33.00 $33.00 $33.00 $33.00 ATM IV 38.8% 18.1% 54.5% 26.0% 38.4% Expected Move 10.5% 5.2% 14.3% 7.5% 11.0% HV 20d 25.1% 20.8% 27.8% 23.5% 27.4% HV 60d 25.3% 23.4% 26.5% 23.5% 26.5% IV Rank 27.9% 6.7% 44.0% 14.8% 27.5% IV Percentile 54.8% 2.4% 91.3% 16.3% 54.0% Term Structure -7.8% -17.4% 10.7% 10.7% -15.0% Skew 25d 4.6% -9.8% 14.2% 3.9% 12.3% Skew 10d 2.7% -6.8% 10.5% 1.2% 1.3% Call IV 25d 25.6% 15.9% 35.8% 15.9% 24.9% Put IV 25d 30.2% 12.0% 39.4% 19.8% 37.1% Bid-Ask Spread % 137.10 112.94 149.56 123.14 142.56 Gamma HHI 0.66 0.53 1.00 0.55 0.54 Net GEX -464 -850 -71 -753 -122 Net DEX 3.9K 519 11.8K 8.1K 562 Net VEX -32 -83 -5 -68 -5 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 2022-11-01 $39.00 $0.00 26.0% 7.5% 23.5% 14.8% 0.0% 3.9% 10.7% -753 8.1K -68 0.00 123.14 N/A N/A 0 0 0 26 2022-11-02 $38.28 $0.00 50.0% 14.3% 24.4% 39.4% 0.0% -0.9% -10.8% -783 6.9K -53 0.00 139.51 N/A N/A 0 0 0 26 2022-11-03 $38.02 $33.00 54.5% 10.9% 24.4% 44.0% 0.0% 7.7% -12.8% -787 7.0K -53 0.00 147.34 N/A N/A 0 0 0 26 2022-11-04 $38.09 $33.00 36.7% 10.2% 21.3% 25.7% 0.0% 6.3% -4.6% -689 5.4K -54 0.00 138.00 N/A N/A 0 0 0 26 2022-11-07 $38.65 $33.00 39.4% 6.7% 21.5% 28.5% 0.0% 6.5% 4.7% -599 3.6K -37 0.00 124.20 N/A N/A 0 0 0 26 2022-11-08 $38.93 $33.00 43.0% 8.9% 20.8% 32.2% 0.0% 4.8% -6.4% -607 4.3K -38 0.00 134.90 N/A N/A 0 0 0 26 2022-11-09 $37.96 $33.00 43.2% 12.4% 23.2% 32.4% 0.0% 6.7% -13.2% -850 11.8K -83 0.00 142.63 N/A N/A 0 0 0 26 2022-11-10 $39.90 $33.00 37.0% 10.6% 27.8% 26.1% 0.0% 7.7% -11.2% -599 5.6K -46 0.00 145.22 N/A N/A 0 0 0 26 2022-11-11 $40.56 $33.00 28.3% 8.1% 26.3% 17.2% 0.0% 14.2% -5.2% -93 747 -10 0.00 122.70 N/A N/A 0 0 0 26 2022-11-14 $40.32 $33.00 24.6% 7.0% 26.0% 13.3% 0.0% 6.5% 5.8% -205 986 -10 0.00 114.65 N/A N/A 0 0 0 26 2022-11-15 $40.65 $33.00 38.0% 10.9% 26.0% 27.0% 0.0% 5.8% -11.8% -385 2.5K -22 0.00 147.49 N/A N/A 0 0 0 26 2022-11-16 $40.04 $33.00 41.1% 11.8% 26.4% 30.2% 0.0% 5.8% -17.0% -486 3.5K -27 0.00 148.76 N/A N/A 0 0 0 26 2022-11-17 $39.76 $33.00 42.7% 12.2% 26.5% 31.9% 0.0% -9.8% -10.5% -556 4.5K -32 0.00 112.94 N/A N/A 0 0 0 26 2022-11-18 $40.06 $33.00 45.9% 13.2% 25.5% 35.2% 0.0% 3.1% -13.7% -606 5.5K -39 0.00 140.97 N/A N/A 0 0 0 26 2022-11-21 $39.75 $33.00 18.1% 5.2% 25.6% 6.7% 0.0% 1.1% 4.4% -71 519 -7 0.00 128.74 N/A N/A 0 0 0 26 2022-11-22 $40.38 $33.00 28.5% 8.2% 25.7% 17.3% 0.0% 3.7% -3.7% -178 1.9K -23 0.00 135.35 N/A N/A 0 0 0 26 2022-11-23 $40.56 $33.00 40.4% 11.6% 25.7% 29.5% 0.0% 2.5% -9.4% -347 2.1K -16 0.00 149.56 N/A N/A 0 0 0 26 2022-11-25 $40.62 $33.00 42.8% 12.3% 25.7% 32.0% 0.0% 3.4% -12.5% -235 1.2K -10 0.00 147.09 N/A N/A 0 0 0 26 2022-11-28 $39.87 $33.00 46.7% 13.4% 26.1% 36.0% 0.0% 2.1% -15.3% -363 2.3K -18 0.00 143.86 N/A N/A 0 0 0 26 2022-11-29 $39.95 $33.00 48.7% 14.0% 26.1% 38.1% 0.0% 3.6% -17.4% -420 2.6K -17 0.00 149.41 N/A N/A 0 0 0 26 2022-11-30 $40.93 $33.00 38.4% 11.0% 27.4% 27.5% 0.0% 12.3% -15.0% -122 562 -5 0.00 142.56 N/A N/A 0 0 0 26
« Oct 2022 | All History | Dec 2022 » Home SECT History November 2022