SECT Options History — April 2023 In April 2023, SECT traded between $39.83 and $40.88. ATM implied volatility averaged 20.7%, placing in the 8.9% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 7.2% (HV 20d: 13.5%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 5 of 19 days.
Notable Days 2023-04-28 : Highest Volume — 22 contracts2023-04-25 : Largest IV spike — 131.8% change2023-04-04 : Highest IV Rank — 19.8%2023-04-21 : Largest Expected Move — 8.9%Monthly Statistics Metric Avg Min Max Open Close Price $40.51 $39.83 $40.88 $40.75 $40.63 Max Pain $40.00 $40.00 $40.00 $40.00 $40.00 ATM IV 20.7% 12.9% 31.1% 19.3% 16.6% Expected Move 5.6% 3.7% 8.9% 5.5% 4.7% HV 20d 13.5% 9.2% 19.6% 19.6% 10.5% HV 60d 15.7% 14.6% 16.6% 16.6% 14.6% IV Rank 8.9% 0.0% 19.8% 7.9% 3.8% IV Percentile 13.2% 0.0% 38.1% 7.5% 2.8% Term Structure -1.7% -8.3% 9.0% -3.7% 9.0% VWIV 14.6% 14.6% 14.6% 14.6% 14.6% Skew 25d 2.7% -2.9% 14.5% 0.6% -0.5% Skew 10d 0.8% -1.5% 7.3% 0.5% -1.1% Call IV 25d 17.3% 7.9% 28.5% 20.4% 17.0% Put IV 25d 20.0% 15.6% 31.5% 21.0% 16.5% Bid-Ask Spread % 138.57 129.18 149.22 137.45 138.40 Gamma HHI 0.68 0.40 1.00 1.00 0.40 Net GEX -1.1K -1.5K -194 -194 -1.5K Net DEX 6.9K 1.3K 9.5K 1.3K 7.4K Net VEX -58 -81 -19 -19 -62 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 1.737 0 22 0 22 Total OI 19 10 21 10 21
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 2023-04-03 $40.75 $0.00 19.3% 5.5% 19.6% 7.9% 0.0% 0.6% -3.7% -194 1.3K -19 0.00 137.45 N/A N/A 0 0 0 10 2023-04-04 $40.36 $0.00 30.9% 8.9% 19.4% 19.8% 0.0% 3.0% 3.6% -216 1.5K -23 0.00 149.22 N/A N/A 0 10 0 10 2023-04-05 $40.42 $0.00 22.5% 6.4% 19.4% 11.2% 0.0% 8.3% -8.0% -1.1K 6.2K -56 0.00 129.18 N/A N/A 0 0 0 20 2023-04-06 $40.47 $0.00 22.0% 4.4% 17.9% 10.7% 0.0% 1.5% -2.1% -1.2K 9.5K -81 0.00 143.14 N/A N/A 0 0 0 20 2023-04-10 $40.57 $0.00 25.1% 4.3% 15.8% 13.8% 0.0% 1.9% 4.3% -1.3K 8.0K -68 0.00 137.59 N/A N/A 0 0 0 20 2023-04-11 $40.68 $0.00 20.7% 4.1% 15.8% 9.4% 0.0% 3.7% 5.2% -1.1K 6.0K -55 0.00 138.54 N/A N/A 0 0 0 20 2023-04-12 $40.48 $0.00 20.1% 5.8% 15.8% 8.8% 0.0% 1.3% -2.3% -1.1K 7.5K -57 0.00 132.27 N/A N/A 0 0 0 20 2023-04-13 $40.88 $0.00 24.9% 7.1% 15.1% 13.6% 0.0% 7.7% -2.6% -1.1K 8.3K -73 0.00 149.14 N/A N/A 0 0 0 20 2023-04-14 $40.80 $0.00 14.3% 4.1% 13.6% 2.8% 0.0% 0.6% -1.4% -1.1K 7.4K -65 0.00 139.67 N/A N/A 0 0 0 20 2023-04-17 $40.74 $0.00 17.8% 5.1% 12.1% 6.4% 0.0% 1.0% -8.3% -1.1K 6.3K -58 0.00 135.32 N/A N/A 0 0 0 20 2023-04-18 $40.73 $0.00 13.4% 3.8% 11.9% 1.8% 0.0% 0.8% -1.5% -1.1K 6.6K -62 0.00 136.67 N/A N/A 0 0 0 20 2023-04-19 $40.63 $0.00 15.7% 4.5% 10.5% 4.2% 0.0% 1.5% -1.6% -1.2K 8.7K -73 0.00 137.84 N/A N/A 0 0 0 20 2023-04-20 $40.42 $0.00 23.6% 6.8% 9.7% 12.3% 0.0% -0.0% -6.6% -1.2K 8.1K -62 0.00 135.28 N/A N/A 0 0 0 20 2023-04-21 $40.45 $0.00 31.1% 8.9% 9.2% 18.6% 0.0% 3.7% -6.9% -1.2K 8.1K -62 0.00 148.75 N/A N/A 0 0 0 20 2023-04-24 $40.55 $0.00 13.1% 3.7% 9.3% 0.0% 0.0% -0.1% -2.5% -1.2K 5.7K -40 0.00 134.33 N/A N/A 0 0 0 20 2023-04-25 $40.00 $0.00 30.3% 8.7% 10.5% 17.9% 0.0% 14.5% -6.3% -1.4K 9.2K -65 0.00 132.52 N/A N/A 0 0 0 20 2023-04-26 $39.83 $0.00 20.0% 5.7% 10.4% 7.2% 0.0% -2.9% -5.1% -1.4K 7.0K -55 0.00 132.87 N/A N/A 0 0 0 20 2023-04-27 $40.39 $0.00 12.9% 3.7% 10.3% 0.0% 14.6% 4.2% 3.9% -1.3K 8.2K -64 0.00 144.72 N/A N/A 0 1 0 20 2023-04-28 $40.63 $40.00 16.6% 4.7% 10.5% 3.8% 0.0% -0.5% 9.0% -1.5K 7.4K -62 0.00 138.40 N/A N/A 0 22 0 21
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