SECT Options History — February 2023 In February 2023, SECT traded between $40.49 and $42.18. ATM implied volatility averaged 21.9%, placing in the 10.6% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 6.3% (HV 20d: 15.6%). Max pain ranged from $27.00 to $27.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 8 of 19 days.
Notable Days 2023-02-06 : Largest IV spike — 65.0% change2023-02-06 : Highest IV Rank — 20.3%2023-02-06 : Largest Expected Move — 8.3%Monthly Statistics Metric Avg Min Max Open Close Price $41.49 $40.49 $42.18 $42.12 $40.67 Max Pain $27.00 $27.00 $27.00 $27.00 $27.00 ATM IV 21.9% 17.6% 31.4% 24.9% 20.6% Expected Move 6.2% 4.6% 8.3% 7.1% 5.9% HV 20d 15.6% 14.7% 16.4% 15.5% 15.1% HV 60d 18.7% 17.0% 21.4% 21.4% 17.0% IV Rank 10.6% 6.2% 20.3% 13.6% 9.2% IV Percentile 10.3% 2.8% 31.3% 10.7% 9.9% Term Structure -0.6% -13.1% 15.6% 2.9% 3.6% Skew 25d 2.5% -1.3% 7.2% 5.3% -0.1% Skew 10d 1.4% -2.0% 10.6% 3.1% 0.6% Call IV 25d 18.9% 12.3% 27.9% 25.2% 23.0% Put IV 25d 21.5% 17.5% 30.5% 30.5% 22.9% Bid-Ask Spread % 136.08 99.26 144.35 140.94 139.61 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -0 -1 0 0 0 Net DEX 1 0 15 0 0 Net VEX 0 0 0 0 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 (19 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 2023-02-01 $42.12 $0.00 24.9% 7.1% 15.5% 13.6% 0.0% 5.3% 2.9% 0 0 0 0.00 140.94 N/A N/A 0 0 0 16 2023-02-02 $42.12 $27.00 25.3% 7.1% 15.6% 14.1% 0.0% 4.3% -4.7% 0 0 0 0.00 142.09 N/A N/A 0 0 0 16 2023-02-03 $41.91 $27.00 19.0% 6.9% 15.8% 7.6% 0.0% -0.4% -13.1% 0 0 0 0.00 135.80 N/A N/A 0 0 0 16 2023-02-06 $41.64 $27.00 31.4% 8.3% 14.9% 20.3% 0.0% 4.3% -7.0% -1 15 0 0.00 140.11 N/A N/A 0 0 0 16 2023-02-07 $42.18 $27.00 23.7% 4.6% 15.2% 12.4% 0.0% 3.8% 3.0% 0 0 0 0.00 127.36 N/A N/A 0 0 0 16 2023-02-08 $41.81 $27.00 17.8% 5.1% 15.8% 6.3% 0.0% 4.9% -1.6% 0 0 0 0.00 99.26 N/A N/A 0 0 0 16 2023-02-09 $41.49 $27.00 20.1% 5.8% 16.0% 8.8% 0.0% 0.8% -1.1% 0 0 0 0.00 139.26 N/A N/A 0 0 0 16 2023-02-10 $41.58 $27.00 17.6% 5.1% 15.7% 6.2% 0.0% 2.2% -0.5% 0 0 0 0.00 137.51 N/A N/A 0 0 0 16 2023-02-13 $41.91 $27.00 20.4% 5.8% 15.8% 9.0% 0.0% 1.9% 0.7% 0 0 0 0.00 133.53 N/A N/A 0 0 0 16 2023-02-14 $42.13 $27.00 19.1% 5.5% 15.7% 7.7% 0.0% 4.3% 3.1% 0 0 0 0.00 142.84 N/A N/A 0 0 0 16 2023-02-15 $42.08 $27.00 26.8% 7.7% 14.8% 15.6% 0.0% 5.7% -3.5% 0 0 0 0.00 144.35 N/A N/A 0 0 0 16 2023-02-16 $41.72 $27.00 18.8% 5.4% 15.0% 7.4% 0.0% 1.6% 15.6% 0 0 0 0.00 130.06 N/A N/A 0 0 0 16 2023-02-17 $41.47 $27.00 21.6% 6.2% 14.7% 10.2% 0.0% 0.5% 9.4% 0 0 0 0.00 136.29 N/A N/A 0 0 0 16 2023-02-21 $40.72 $27.00 26.6% 7.6% 15.6% 15.4% 0.0% -1.3% -2.1% 0 0 0 0.00 135.43 N/A N/A 0 0 0 16 2023-02-22 $40.52 $27.00 18.6% 5.3% 15.7% 7.1% 0.0% -0.2% 5.2% 0 0 0 0.00 141.84 N/A N/A 0 0 0 16 2023-02-23 $40.98 $27.00 21.5% 6.2% 16.2% 10.1% 0.0% 1.0% -7.1% 0 0 0 0.00 142.27 N/A N/A 0 0 0 16 2023-02-24 $40.49 $27.00 21.9% 6.3% 16.4% 10.5% 0.0% 7.2% -6.6% 0 0 0 0.00 139.69 N/A N/A 0 0 0 16 2023-02-27 $40.68 $27.00 20.3% 5.8% 16.2% 9.0% 0.0% 2.1% -7.2% 0 0 0 0.00 137.31 N/A N/A 0 0 0 16 2023-02-28 $40.67 $27.00 20.6% 5.9% 15.1% 9.2% 0.0% -0.1% 3.6% 0 0 0 0.00 139.61 N/A N/A 0 0 0 16
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