SECT Options History — December 2022

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

In December 2022, SECT traded between $38.11 and $41.13. ATM implied volatility averaged 46.2%, placing in the 35.5% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 24.1% (HV 20d: 22.1%). 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 0 of 21 days.

Notable Days

2022-12-14: Largest IV drop — 58.6% change
2022-12-13: Highest IV Rank — 72.3%
2022-12-01: Largest Expected Move — 14.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$39.38	$38.11	$41.13	$41.13	$38.72
Max Pain	$33.00	$33.00	$33.00	$33.00	$33.00
ATM IV	46.2%	32.2%	82.1%	49.0%	45.1%
Expected Move	10.5%	8.0%	14.0%	14.0%	12.9%
HV 20d	22.1%	18.8%	27.9%	26.2%	20.1%
HV 60d	25.1%	23.7%	26.6%	26.3%	23.7%
IV Rank	35.5%	21.1%	72.3%	38.3%	34.3%
IV Percentile	66.9%	37.7%	99.6%	79.8%	71.4%
Term Structure	-8.1%	-21.0%	-1.1%	-18.1%	-12.3%
Skew 25d	4.7%	-1.8%	9.5%	0.3%	5.6%
Skew 10d	2.9%	-6.1%	11.9%	1.4%	1.4%
Call IV 25d	26.6%	18.8%	36.9%	36.9%	30.9%
Put IV 25d	31.3%	24.4%	37.1%	37.1%	36.5%
Bid-Ask Spread %	149.26	142.99	154.03	147.78	151.37
Gamma HHI	0.79	0.50	1.00	0.61	1.00
Net GEX	-165	-385	0	-178	-24
Net DEX	878	0	2.1K	866	96
Net VEX	-7	-18	0	-8	-2
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	21.714	16	26	26	16

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	Spread %	Call Wall	Put Wall	Put OI
2022-12-01	$41.13	$33.00	49.0%	14.0%	26.2%	38.3%	0.0%	0.3%	-18.1%	-178	866	-8	147.78	N/A	N/A	26
2022-12-02	$41.00	$33.00	35.1%	10.1%	26.0%	24.1%	0.0%	7.5%	-9.1%	-80	387	-4	142.99	N/A	N/A	26
2022-12-05	$40.08	$0.00	53.7%	9.1%	27.7%	43.2%	0.0%	3.6%	-6.4%	-277	1.4K	-10	149.96	N/A	N/A	26
2022-12-06	$39.52	$0.00	44.6%	9.5%	27.9%	33.9%	0.0%	3.2%	-7.2%	-327	1.6K	-11	150.50	N/A	N/A	26
2022-12-07	$39.49	$0.00	53.2%	8.8%	27.8%	42.7%	0.0%	6.5%	-7.0%	-292	1.3K	-9	147.80	N/A	N/A	26
2022-12-08	$39.75	$0.00	66.9%	9.7%	26.1%	56.7%	0.0%	7.3%	-7.4%	-340	1.7K	-10	151.11	N/A	N/A	26
2022-12-09	$39.49	$0.00	69.6%	10.3%	19.3%	59.5%	0.0%	6.0%	-9.2%	-376	1.9K	-12	149.26	N/A	N/A	26
2022-12-12	$39.97	$0.00	58.3%	8.0%	18.8%	47.9%	0.0%	8.7%	-1.4%	-221	1.7K	-18	148.95	N/A	N/A	26
2022-12-13	$40.45	$0.00	82.1%	9.3%	19.2%	72.3%	0.0%	8.3%	-7.0%	-123	487	-2	145.49	N/A	N/A	26
2022-12-14	$40.09	$0.00	34.0%	9.7%	19.3%	23.0%	0.0%	3.0%	-7.3%	-216	949	-4	152.08	N/A	N/A	26
2022-12-15	$39.15	$0.00	37.4%	10.7%	20.3%	26.4%	0.0%	9.5%	-1.1%	-385	2.1K	-17	147.94	N/A	N/A	26
2022-12-16	$38.91	$0.00	42.3%	12.1%	20.3%	31.4%	0.0%	4.8%	-6.9%	-84	574	-7	154.03	N/A	N/A	26
2022-12-19	$38.39	$0.00	37.7%	10.8%	20.5%	26.8%	0.0%	2.7%	-5.1%	-84	551	-7	152.80	N/A	N/A	16
2022-12-20	$38.74	$0.00	38.3%	11.0%	20.7%	27.3%	0.0%	4.9%	-6.4%	-62	401	-4	148.29	N/A	N/A	16
2022-12-21	$39.21	$0.00	39.2%	11.2%	20.4%	28.3%	0.0%	3.4%	-7.3%	-47	309	-3	151.38	N/A	N/A	16
2022-12-22	$38.47	$0.00	32.2%	9.2%	21.2%	21.1%	0.0%	3.7%	-4.8%	-100	687	-9	145.55	N/A	N/A	16
2022-12-23	$38.70	$0.00	33.2%	9.5%	21.3%	22.1%	0.0%	5.7%	-4.8%	-60	305	-4	146.68	N/A	N/A	16
2022-12-27	$38.62	$0.00	42.8%	12.3%	20.5%	32.0%	0.0%	1.8%	-10.1%	-96	585	-8	153.59	N/A	N/A	16
2022-12-28	$38.11	$0.00	32.8%	9.4%	20.8%	21.8%	0.0%	-1.8%	-21.0%	-90	535	-7	143.89	N/A	N/A	16
2022-12-29	$38.91	$0.00	42.6%	12.2%	20.3%	31.8%	0.0%	3.9%	-9.0%	0	0	0	153.09	N/A	N/A	16
2022-12-30	$38.72	$0.00	45.1%	12.9%	20.1%	34.3%	0.0%	5.6%	-12.3%	-24	96	-2	151.37	N/A	N/A	16