SECT Options History — January 2023 In January 2023, SECT traded between $38.44 and $41.58. ATM implied volatility averaged 32.4%, placing in the 21.3% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 14.7% (HV 20d: 17.7%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 4 of 20 days.
Notable Days 2023-01-26 : Largest IV spike — 111.4% change2023-01-10 : Highest IV Rank — 46.1%2023-01-04 : Largest Expected Move — 14.1%Monthly Statistics Metric Avg Min Max Open Close Price $40.15 $38.44 $41.58 $38.44 $41.29 ATM IV 32.4% 14.7% 56.5% 45.1% 37.7% Expected Move 8.5% 4.2% 14.1% 12.9% 10.8% HV 20d 17.7% 14.5% 20.1% 20.1% 14.9% HV 60d 21.9% 21.1% 23.7% 23.7% 21.1% IV Rank 21.3% 3.2% 46.1% 34.4% 26.8% IV Percentile 36.1% 0.4% 91.7% 71.4% 50.0% Term Structure -5.4% -15.4% 6.1% -14.5% -15.4% Skew 25d 3.0% -0.8% 8.4% 0.2% 4.3% Skew 10d 1.5% -5.2% 11.1% 1.2% 2.2% Call IV 25d 23.7% 12.1% 37.8% 36.6% 27.8% Put IV 25d 26.7% 13.2% 38.0% 36.7% 32.1% Bid-Ask Spread % 144.94 124.17 154.41 148.69 148.12 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -10 -45 0 -42 -2 Net DEX 44 0 211 191 4 Net VEX -1 -3 0 -3 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 16 16 16 16 16
Daily Data (20 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 2023-01-03 $38.44 $0.00 45.1% 12.9% 20.1% 34.4% 0.0% 0.2% -14.5% -42 191 -3 0.00 148.69 N/A N/A 0 0 0 16 2023-01-04 $38.64 $0.00 49.3% 14.1% 19.0% 38.7% 0.0% 0.1% -14.8% -45 211 -3 0.00 152.88 N/A N/A 0 0 0 16 2023-01-05 $38.57 $0.00 42.6% 8.6% 18.4% 31.8% 0.0% 5.5% -2.8% -26 102 -2 0.00 147.77 N/A N/A 0 0 0 16 2023-01-06 $39.38 $0.00 32.9% 8.2% 20.0% 21.9% 0.0% 8.4% -3.5% -8 26 0 0.00 144.14 N/A N/A 0 0 0 16 2023-01-09 $39.34 $0.00 42.3% 7.7% 19.8% 31.5% 0.0% 1.5% -13.0% -3 9 0 0.00 148.70 N/A N/A 0 0 0 16 2023-01-10 $39.55 $0.00 56.5% 10.1% 19.8% 46.1% 0.0% 5.8% -5.6% -18 71 -1 0.00 150.73 N/A N/A 0 0 0 16 2023-01-11 $39.96 $0.00 14.7% 4.2% 19.7% 3.2% 0.0% -0.8% -1.1% 0 0 0 0.00 136.37 N/A N/A 0 0 0 16 2023-01-12 $40.36 $0.00 22.2% 6.4% 19.5% 10.9% 0.0% 3.2% -1.3% -5 17 0 0.00 149.31 N/A N/A 0 0 0 16 2023-01-13 $40.63 $0.00 17.3% 5.0% 19.4% 5.8% 0.0% 4.6% 2.2% 0 1 0 0.00 133.29 N/A N/A 0 0 0 16 2023-01-17 $40.54 $0.00 33.0% 9.4% 17.2% 21.9% 0.0% 2.3% -7.4% -20 85 -1 0.00 154.41 N/A N/A 0 0 0 16 2023-01-18 $40.02 $0.00 37.2% 10.7% 17.7% 26.3% 0.0% 2.8% -6.3% -28 127 -2 0.00 153.36 N/A N/A 0 0 0 16 2023-01-19 $39.79 $0.00 19.5% 5.6% 17.1% 8.1% 0.0% 3.9% 6.1% -2 7 0 0.00 141.08 N/A N/A 0 0 0 16 2023-01-20 $40.32 $0.00 37.2% 10.7% 17.4% 26.2% 0.0% 2.4% -3.9% 0 0 0 0.00 154.10 N/A N/A 0 0 0 16 2023-01-23 $40.86 $0.00 27.5% 7.9% 17.5% 16.3% 0.0% 1.1% -14.0% 0 0 0 0.00 124.17 N/A N/A 0 0 0 16 2023-01-24 $40.80 $0.00 20.0% 5.7% 15.7% 8.6% 0.0% 2.3% -3.0% 0 1 0 0.00 146.85 N/A N/A 0 0 0 16 2023-01-25 $40.87 $0.00 16.1% 4.6% 15.6% 4.6% 0.0% 2.8% 5.6% 0 0 0 0.00 130.00 N/A N/A 0 0 0 16 2023-01-26 $41.26 $0.00 34.1% 9.8% 15.7% 23.1% 0.0% 4.2% -8.0% -3 8 0 0.00 148.42 N/A N/A 0 0 0 16 2023-01-27 $41.58 $0.00 25.6% 7.3% 14.5% 14.3% 0.0% 4.3% 3.5% 0 1 0 0.00 148.81 N/A N/A 0 0 0 16 2023-01-30 $40.89 $0.00 36.9% 10.6% 15.0% 25.9% 0.0% 0.5% -10.9% -3 10 0 0.00 137.57 N/A N/A 0 0 0 16 2023-01-31 $41.29 $0.00 37.7% 10.8% 14.9% 26.8% 0.0% 4.3% -15.4% -2 4 0 0.00 148.12 N/A N/A 0 0 0 16
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