SECT Options History — June 2023 In June 2023, SECT traded between $41.58 and $43.11. ATM implied volatility averaged 24.9%, placing in the 13.8% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 15.8% (HV 20d: 9.1%). Max pain ranged from $38.00 to $40.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-06-16 : Highest Volume — 1 contracts2023-06-09 : Largest IV spike — 108.4% change2023-06-09 : Highest IV Rank — 49.2%2023-06-20 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $42.37 $41.58 $43.11 $41.58 $43.11 Max Pain $38.19 $38.00 $40.00 $40.00 $38.00 ATM IV 24.9% 13.9% 59.5% 24.7% 19.0% Expected Move 5.0% 3.8% 7.3% 7.1% 5.5% HV 20d 9.1% 8.7% 10.0% 10.0% 9.5% HV 60d 11.0% 9.7% 13.9% 13.7% 9.8% IV Rank 13.8% 2.4% 49.2% 13.5% 7.7% IV Percentile 29.2% 4.0% 95.2% 28.6% 17.9% Term Structure -2.1% -13.8% 8.6% -9.9% -13.8% Skew 25d 3.3% -0.6% 8.7% -0.6% 1.4% Skew 10d 0.5% -4.9% 6.0% -0.6% 0.9% Call IV 25d 14.5% 8.1% 19.0% 16.8% 18.5% Put IV 25d 17.8% 11.4% 20.6% 16.2% 19.8% Bid-Ask Spread % 140.00 132.23 147.05 140.75 138.12 Gamma HHI 0.68 0.47 0.87 0.67 0.50 Net GEX -4.2K -11.1K -47 -11.1K -47 Net DEX 12.7K -2.2K 44.1K 44.1K -2.2K Net VEX -45 -140 -5 -140 -14 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.048 0 1 0 0 Total OI 60.571 20 91 91 20
Daily Data (21 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 2023-06-01 $41.58 $40.00 24.7% 7.1% 10.0% 13.5% 0.0% -0.6% -9.9% -11.1K 44.1K -140 0.00 140.75 N/A N/A 0 0 0 91 2023-06-02 $42.03 $40.00 22.4% 6.4% 9.8% 11.2% 0.0% 7.7% -10.4% -8.6K 25.3K -87 0.00 140.06 N/A N/A 0 0 0 91 2023-06-05 $41.97 $38.00 37.4% 3.8% 9.1% 26.6% 0.0% 2.0% 4.3% -9.7K 42.5K -124 0.00 145.93 N/A N/A 0 0 0 91 2023-06-06 $42.06 $38.00 42.3% 4.7% 9.1% 31.6% 0.0% 2.6% 2.5% -9.3K 43.0K -117 0.00 145.44 N/A N/A 0 0 0 91 2023-06-07 $42.00 $38.00 24.2% 4.6% 9.1% 13.0% 0.0% 0.2% -1.7% -9.2K 30.9K -85 0.00 139.14 N/A N/A 0 0 0 91 2023-06-08 $42.16 $38.00 28.6% 4.0% 9.1% 17.5% 0.0% 3.3% -1.3% -7.6K 18.2K -53 0.00 135.94 N/A N/A 0 0 0 91 2023-06-09 $42.18 $38.00 59.5% 4.1% 8.8% 49.2% 0.0% 0.3% -0.2% -7.4K 17.0K -52 0.00 142.07 N/A N/A 0 0 0 91 2023-06-12 $42.48 $38.00 38.5% 5.2% 8.9% 27.6% 0.0% 7.6% -4.7% -7.0K 19.1K -45 0.00 141.37 N/A N/A 0 0 0 91 2023-06-13 $42.69 $38.00 32.0% 4.1% 8.9% 21.0% 0.0% 1.2% -0.5% -4.9K 10.1K -26 0.00 145.89 N/A N/A 0 0 0 91 2023-06-14 $42.63 $38.00 16.8% 4.8% 8.7% 5.4% 0.0% 1.8% 1.0% -5.4K 11.9K -27 0.00 135.53 N/A N/A 0 0 0 91 2023-06-15 $43.07 $38.00 16.2% 4.6% 8.9% 4.8% 0.0% 3.5% 8.6% -2.4K 3.8K -8 0.00 133.75 N/A N/A 0 0 0 91 2023-06-16 $42.92 $38.00 13.9% 4.0% 8.8% 2.4% 0.0% 5.6% -2.7% -4.0K 7.8K -5 0.00 136.49 N/A N/A 1 0 0 91 2023-06-20 $42.66 $38.00 25.4% 7.3% 9.2% 14.2% 0.0% 0.7% -5.0% -502 669 -30 0.00 146.36 N/A N/A 0 0 1 19 2023-06-21 $42.36 $38.00 17.3% 4.9% 9.7% 5.9% 0.0% 7.6% -3.7% -297 -775 -21 0.00 137.29 N/A N/A 0 0 1 19 2023-06-22 $42.33 $38.00 17.0% 4.9% 9.3% 5.7% 0.0% 8.7% -3.9% -322 -584 -20 0.00 132.23 N/A N/A 0 0 1 19 2023-06-23 $42.08 $38.00 17.5% 5.0% 9.3% 6.1% 0.0% 8.7% -3.2% -340 -667 -20 0.00 143.73 N/A N/A 0 0 1 19 2023-06-26 $42.03 $38.00 18.2% 5.2% 8.8% 6.9% 0.0% 1.2% 4.9% -445 -406 -22 0.00 147.05 N/A N/A 0 0 1 19 2023-06-27 $42.48 $38.00 17.1% 4.9% 8.9% 5.7% 0.0% 3.2% -2.5% -172 -1.6K -16 0.00 140.83 N/A N/A 0 0 1 19 2023-06-28 $42.42 $38.00 19.0% 5.5% 8.9% 7.7% 0.0% 1.5% 0.4% -312 -1.0K -22 0.00 138.22 N/A N/A 0 0 1 19 2023-06-29 $42.55 $38.00 16.3% 4.7% 8.7% 4.9% 0.0% 1.3% -2.5% -162 -1.3K -16 0.00 133.72 N/A N/A 0 0 1 19 2023-06-30 $43.11 $38.00 19.0% 5.5% 9.5% 7.7% 0.0% 1.4% -13.8% -47 -2.2K -14 0.00 138.12 N/A N/A 0 0 1 19
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