SECT Options History — May 2023

Name: SECT Options Analytics - May 2023
Creator: Options Analysis Suite

In May 2023, SECT traded between $39.88 and $41.52. ATM implied volatility averaged 16.7%, placing in the 5.1% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 5.8% (HV 20d: 10.9%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 11 of 22 days.

Notable Days

2023-05-18: Highest Volume — 18 contracts
2023-05-26: Largest IV spike — 51.4% change
2023-05-26: Highest IV Rank — 18.9%
2023-05-26: Largest Expected Move — 8.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$40.70	$39.88	$41.52	$40.72	$41.34
Max Pain	$40.00	$40.00	$40.00	$40.00	$40.00
ATM IV	16.7%	11.5%	30.0%	22.0%	24.9%
Expected Move	4.8%	3.5%	8.6%	6.3%	7.1%
HV 20d	10.9%	9.9%	11.7%	10.0%	9.9%
HV 60d	14.3%	13.8%	14.8%	14.6%	13.9%
IV Rank	5.1%	0.0%	18.9%	9.5%	13.8%
IV Percentile	9.5%	0.0%	40.5%	18.3%	29.4%
Term Structure	0.3%	-12.2%	12.5%	-2.9%	-12.2%
VWIV	15.5%	15.2%	15.8%	15.3%	15.8%
Skew 25d	-0.3%	-10.4%	9.6%	-3.5%	-10.4%
Skew 10d	2.4%	-2.8%	29.7%	-1.8%	-0.4%
Call IV 25d	16.7%	8.0%	24.1%	17.1%	24.1%
Put IV 25d	16.4%	9.8%	25.3%	13.6%	13.7%
Bid-Ask Spread %	131.15	111.82	141.95	132.34	141.95
Gamma HHI	0.70	0.46	0.99	0.61	0.67
Net GEX	-7.9K	-14.1K	-2.9K	-2.9K	-11.5K
Net DEX	30.8K	8.3K	63.0K	8.3K	51.2K
Net VEX	-116	-201	-41	-56	-153
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	1.955	0	18	0	1
Total OI	63.909	43	87	43	87

Daily Data (22 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 Vol	Put OI
2023-05-01	$40.72	$40.00	22.0%	6.3%	10.0%	9.5%	0.0%	-3.5%	-2.9%	-2.9K	8.3K	-56	132.34	N/A	N/A	0	43
2023-05-02	$40.27	$40.00	14.2%	4.1%	10.5%	1.3%	0.0%	-0.1%	2.6%	-3.7K	14.7K	-96	134.52	N/A	N/A	10	43
2023-05-03	$40.18	$40.00	14.9%	4.3%	10.0%	2.0%	0.0%	-0.9%	-3.1%	-6.4K	32.9K	-157	140.88	N/A	N/A	0	53
2023-05-04	$39.88	$40.00	14.4%	4.1%	10.3%	1.5%	0.0%	2.5%	9.5%	-6.9K	38.1K	-171	125.52	N/A	N/A	0	53
2023-05-05	$40.40	$40.00	11.5%	3.6%	11.4%	0.0%	0.0%	1.8%	9.6%	-8.2K	30.0K	-136	111.82	N/A	N/A	0	53
2023-05-08	$40.42	$40.00	12.0%	3.5%	11.3%	0.6%	0.0%	0.6%	9.0%	-4.7K	19.4K	-69	120.95	N/A	N/A	0	53
2023-05-09	$40.33	$40.00	12.1%	3.6%	11.3%	0.6%	0.0%	-0.8%	6.5%	-4.9K	20.3K	-70	134.28	N/A	N/A	0	53
2023-05-10	$40.47	$40.00	12.2%	3.5%	11.2%	0.7%	0.0%	2.9%	6.9%	-5.0K	19.2K	-66	115.71	N/A	N/A	0	53
2023-05-11	$40.31	$40.00	14.1%	4.0%	10.7%	2.7%	0.0%	0.3%	3.9%	-6.2K	25.1K	-105	123.84	N/A	N/A	0	53
2023-05-12	$40.28	$40.00	12.9%	3.7%	10.7%	1.4%	0.0%	0.3%	3.3%	-6.7K	20.6K	-71	127.04	N/A	N/A	0	53
2023-05-15	$40.53	$40.00	14.6%	4.2%	10.9%	3.2%	0.0%	9.6%	-0.6%	-7.4K	15.5K	-41	127.99	N/A	N/A	0	53
2023-05-16	$40.38	$40.00	12.6%	3.6%	11.0%	1.2%	0.0%	0.3%	8.8%	-5.5K	21.8K	-92	130.95	N/A	N/A	0	53
2023-05-17	$40.69	$40.00	16.3%	4.7%	11.3%	4.9%	15.3%	1.9%	2.4%	-5.0K	18.2K	-86	138.93	N/A	N/A	6	53
2023-05-18	$41.09	$40.00	16.1%	4.6%	11.7%	4.7%	15.8%	1.3%	12.5%	-5.4K	16.7K	-65	133.51	N/A	N/A	18	59
2023-05-19	$41.05	$40.00	13.1%	3.8%	11.7%	1.7%	15.2%	0.2%	-2.1%	-11.3K	35.2K	-141	128.32	N/A	N/A	6	77
2023-05-22	$41.20	$40.00	18.8%	5.4%	11.7%	7.5%	15.8%	0.2%	-7.1%	-11.7K	35.6K	-146	136.25	N/A	N/A	2	82
2023-05-23	$40.94	$40.00	19.3%	5.5%	10.8%	8.1%	0.0%	5.2%	-8.2%	-11.9K	59.6K	-194	139.61	N/A	N/A	0	86
2023-05-24	$40.69	$40.00	21.1%	6.1%	10.9%	9.9%	0.0%	-2.2%	-10.7%	-14.1K	63.0K	-167	135.63	N/A	N/A	0	86
2023-05-25	$41.10	$40.00	19.8%	5.7%	10.4%	8.5%	0.0%	0.1%	-5.0%	-12.4K	43.5K	-154	138.97	N/A	N/A	0	86
2023-05-26	$41.52	$40.00	30.0%	8.6%	10.7%	18.9%	0.0%	-7.9%	-8.5%	-10.5K	54.3K	-201	141.43	N/A	N/A	0	87
2023-05-30	$41.50	$40.00	20.1%	5.8%	10.7%	8.8%	0.0%	-7.2%	-8.6%	-10.8K	34.3K	-119	124.83	N/A	N/A	0	87
2023-05-31	$41.34	$40.00	24.9%	7.1%	9.9%	13.8%	0.0%	-10.4%	-12.2%	-11.5K	51.2K	-153	141.95	N/A	N/A	1	87