SECT Options History — March 2023 In March 2023, SECT traded between $38.83 and $41.35. ATM implied volatility averaged 33.7%, placing in the 22.6% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 16.8% (HV 20d: 16.9%). Max pain ranged from $27.00 to $27.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 6 of 23 days.
Notable Days 2023-03-24 : Highest Volume — 10 contracts2023-03-15 : Largest IV drop — 67.3% change2023-03-14 : Highest IV Rank — 88.3%2023-03-02 : Largest Expected Move — 11.4%Monthly Statistics Metric Avg Min Max Open Close Price $39.89 $38.83 $41.35 $40.63 $40.48 Max Pain $27.00 $27.00 $27.00 $27.00 $27.00 ATM IV 33.7% 17.6% 97.7% 38.9% 17.6% Expected Move 7.3% 4.9% 11.4% 11.1% 5.0% HV 20d 16.9% 12.6% 19.8% 14.6% 19.4% HV 60d 16.8% 16.2% 17.3% 16.9% 16.6% IV Rank 22.6% 6.1% 88.3% 28.0% 6.1% IV Percentile 36.7% 2.0% 99.6% 57.5% 2.0% Term Structure -1.9% -14.3% 13.9% -12.8% -2.6% Skew 25d 4.4% -2.7% 11.1% 3.6% 0.6% Skew 10d 2.6% 0.0% 12.6% 0.7% 0.2% Call IV 25d 20.8% 14.8% 30.2% 29.0% 18.5% Put IV 25d 25.2% 15.9% 32.7% 32.7% 19.2% Bid-Ask Spread % 140.38 105.98 152.59 144.82 141.03 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -76 -437 0 0 -297 Net DEX 692 0 4.4K 0 2.3K Net VEX -8 -50 0 0 -28 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.435 0 10 0 0 Total OI 11.217 0 16 16 10
Daily Data (23 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 2023-03-01 $40.63 $27.00 38.9% 11.1% 14.6% 28.0% 0.0% 3.6% -12.8% 0 0 0 0.00 144.82 N/A N/A 0 0 0 16 2023-03-02 $40.83 $27.00 39.7% 11.4% 12.6% 28.8% 0.0% 1.0% -14.3% 0 0 0 0.00 145.60 N/A N/A 0 0 0 16 2023-03-03 $41.35 $27.00 20.8% 6.0% 13.6% 9.4% 0.0% 2.5% 5.6% 0 0 0 0.00 140.31 N/A N/A 0 0 0 16 2023-03-06 $41.20 $0.00 21.9% 5.1% 13.6% 10.5% 0.0% 2.4% -1.5% 0 0 0 0.00 137.72 N/A N/A 0 0 0 16 2023-03-07 $40.70 $0.00 31.9% 4.9% 14.0% 20.9% 0.0% 1.2% -0.5% 0 0 0 0.00 132.48 N/A N/A 0 0 0 16 2023-03-08 $40.64 $0.00 43.0% 5.9% 13.0% 32.2% 0.0% 8.1% 4.7% 0 0 0 0.00 141.11 N/A N/A 0 0 0 16 2023-03-09 $39.81 $0.00 54.2% 7.8% 14.4% 43.7% 0.0% 1.7% -1.2% 0 0 0 0.00 105.98 N/A N/A 0 0 0 16 2023-03-10 $38.97 $0.00 41.3% 6.3% 15.8% 30.5% 0.0% 6.7% 0.6% 0 0 0 0.00 139.01 N/A N/A 0 0 0 16 2023-03-13 $39.00 $0.00 64.4% 7.4% 15.8% 54.2% 0.0% 4.8% -0.7% 0 0 0 0.00 142.98 N/A N/A 0 0 0 16 2023-03-14 $39.34 $0.00 97.7% 9.7% 15.9% 88.3% 0.0% 5.3% -8.8% -1 2 0 0.00 152.59 N/A N/A 0 0 0 16 2023-03-15 $38.83 $0.00 32.0% 9.2% 15.9% 20.9% 0.0% 7.9% -7.1% 0 0 0 0.00 146.01 N/A N/A 0 0 0 16 2023-03-16 $39.64 $0.00 27.9% 8.0% 18.2% 16.7% 0.0% 11.1% 13.9% 0 0 0 0.00 140.74 N/A N/A 0 0 0 16 2023-03-17 $39.04 $0.00 27.6% 7.9% 18.6% 16.4% 0.0% 8.5% -4.7% 0 0 0 0.00 146.26 N/A N/A 0 0 0 16 2023-03-20 $39.38 $0.00 33.3% 9.5% 19.0% 22.2% 0.0% 8.2% -5.3% 0 0 0 0.00 147.03 N/A N/A 0 0 0 0 2023-03-21 $40.06 $0.00 18.8% 5.4% 19.3% 7.4% 0.0% 3.7% -0.3% 0 0 0 0.00 138.81 N/A N/A 0 0 0 0 2023-03-22 $39.59 $0.00 26.4% 7.6% 19.6% 15.2% 0.0% 3.0% -5.9% 0 0 0 0.00 141.02 N/A N/A 0 0 0 0 2023-03-23 $39.33 $0.00 25.0% 7.2% 19.2% 13.7% 0.0% -0.2% 2.1% 0 0 0 0.00 139.08 N/A N/A 0 0 0 0 2023-03-24 $39.38 $0.00 29.2% 8.4% 18.8% 18.0% 0.0% 3.9% -2.4% 0 0 0 0.00 140.97 N/A N/A 0 10 0 0 2023-03-27 $39.64 $0.00 26.4% 7.6% 18.9% 15.2% 0.0% 9.0% 8.0% -356 4.4K -50 0.00 147.09 N/A N/A 0 0 0 10 2023-03-28 $39.45 $0.00 18.1% 5.2% 19.0% 6.7% 0.0% 10.3% -0.1% -320 2.8K -37 0.00 136.74 N/A N/A 0 0 0 10 2023-03-29 $40.03 $0.00 19.3% 5.5% 19.8% 7.9% 0.0% 1.0% -4.4% -335 3.9K -49 0.00 141.10 N/A N/A 0 0 0 10 2023-03-30 $40.11 $0.00 19.1% 5.5% 19.7% 7.6% 0.0% -2.7% -5.8% -437 2.4K -30 0.00 140.22 N/A N/A 0 0 0 10 2023-03-31 $40.48 $0.00 17.6% 5.0% 19.4% 6.1% 0.0% 0.6% -2.6% -297 2.3K -28 0.00 141.03 N/A N/A 0 0 0 10
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