SECT Options History — July 2023 In July 2023, SECT traded between $42.53 and $44.52. ATM implied volatility averaged 21.1%, placing in the 9.9% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 11.1% (HV 20d: 10.0%). Max pain ranged from $38.00 to $38.00. Net GEX was positive for 4 of 20 trading days. Term structure was in contango for 4 of 20 days.
Notable Days 2023-07-17 : Highest Volume — 10 contracts2023-07-20 : Largest IV spike — 60.6% change2023-07-05 : Highest IV Rank — 22.8%2023-07-05 : Largest Expected Move — 9.7%Monthly Statistics Metric Avg Min Max Open Close Price $43.69 $42.53 $44.52 $43.05 $44.52 Max Pain $38.00 $38.00 $38.00 $38.00 $38.00 ATM IV 21.1% 12.5% 33.8% 32.4% 16.2% Expected Move 5.7% 3.3% 9.7% 9.3% 4.7% HV 20d 10.0% 9.0% 10.8% 9.0% 9.7% HV 60d 10.0% 9.6% 10.4% 9.8% 9.6% IV Rank 9.9% 1.0% 22.8% 21.4% 4.9% IV Percentile 25.9% 1.6% 57.5% 54.0% 10.7% Term Structure -2.1% -10.3% 7.5% -9.5% -0.7% Skew 25d 1.7% -2.0% 8.1% 0.4% 0.1% Skew 10d 1.2% -3.3% 8.1% 0.9% 0.1% Call IV 25d 17.5% 8.0% 27.0% 25.8% 20.6% Put IV 25d 19.2% 15.3% 27.8% 26.3% 20.7% Bid-Ask Spread % 140.57 128.75 151.40 149.56 141.49 Gamma HHI 0.51 0.41 0.58 0.58 0.51 Net GEX -248 -688 65 -357 -291 Net DEX -4 -2.1K 3.6K -716 244 Net VEX -36 -73 -12 -21 -41 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.55 0 10 0 0 Total OI 23 20 31 20 22
Daily Data (20 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 2023-07-03 $43.05 $38.00 32.4% 9.3% 9.0% 21.4% 0.0% 0.4% -9.5% -357 -716 -21 0.00 149.56 N/A N/A 0 0 1 19 2023-07-05 $42.97 $38.00 33.8% 9.7% 9.0% 22.8% 0.0% 0.8% -10.3% -364 -691 -20 0.00 149.93 N/A N/A 0 0 1 19 2023-07-06 $42.53 $0.00 16.4% 3.3% 9.9% 5.1% 0.0% 0.9% -0.8% 49 -2.0K -12 0.00 131.28 N/A N/A 0 0 1 19 2023-07-07 $42.66 $0.00 22.3% 4.2% 9.9% 11.1% 0.0% 1.3% -1.8% -76 -1.8K -14 0.00 139.73 N/A N/A 0 0 1 19 2023-07-10 $42.78 $0.00 21.8% 3.9% 9.9% 10.6% 0.0% 2.2% 2.8% -73 -1.5K -14 0.00 136.11 N/A N/A 0 0 1 19 2023-07-11 $43.13 $0.00 21.4% 4.0% 10.2% 10.2% 0.0% 1.2% -1.9% 65 -2.1K -12 0.00 134.23 N/A N/A 0 1 1 19 2023-07-12 $43.48 $0.00 16.4% 4.7% 10.3% 5.0% 0.0% 1.1% -1.8% -15 -2.1K -16 0.00 137.02 N/A N/A 0 0 1 20 2023-07-13 $43.88 $0.00 14.7% 4.2% 10.6% 3.3% 0.0% 1.4% -1.9% 3 -2.1K -17 0.00 139.19 N/A N/A 0 0 1 20 2023-07-14 $43.67 $0.00 15.4% 4.4% 10.8% 4.0% 0.0% -0.8% 7.5% -180 -1.3K -19 0.00 149.28 N/A N/A 0 0 1 20 2023-07-17 $43.92 $0.00 16.1% 4.6% 10.4% 4.7% 0.0% 2.3% -1.1% 56 -1.9K -16 0.00 128.75 N/A N/A 0 10 1 20 2023-07-18 $44.26 $0.00 12.5% 3.6% 10.5% 1.0% 0.0% 3.0% 7.4% -432 2.4K -68 0.00 133.62 N/A N/A 0 0 1 30 2023-07-19 $44.24 $0.00 16.2% 4.6% 10.1% 4.8% 0.0% 8.1% 1.2% -330 937 -48 0.00 131.41 N/A N/A 0 0 1 30 2023-07-20 $43.88 $0.00 26.0% 7.5% 10.3% 14.9% 0.0% 2.1% -5.5% -651 3.5K -73 0.00 147.26 N/A N/A 0 0 1 30 2023-07-21 $43.97 $0.00 24.7% 7.1% 10.2% 13.5% 0.0% 0.9% -0.8% -688 3.6K -68 0.00 150.71 N/A N/A 0 0 1 30 2023-07-24 $44.03 $0.00 28.6% 8.2% 9.8% 17.5% 0.0% 0.9% -6.4% -435 2.7K -67 0.00 151.40 N/A N/A 0 0 1 21 2023-07-25 $44.27 $0.00 28.4% 8.2% 9.8% 17.4% 0.0% 7.7% -6.3% -372 1.6K -56 0.00 129.78 N/A N/A 0 0 1 21 2023-07-26 $44.20 $0.00 17.2% 4.9% 9.4% 5.8% 0.0% 0.8% -4.7% -264 93 -43 0.00 145.27 N/A N/A 0 0 1 21 2023-07-27 $43.93 $0.00 20.0% 5.7% 9.8% 8.7% 0.0% -2.0% -4.1% -203 -913 -37 0.00 141.75 N/A N/A 0 0 1 21 2023-07-28 $44.49 $0.00 21.9% 6.3% 10.5% 10.7% 0.0% 1.3% -3.4% -395 2.1K -65 0.00 143.58 N/A N/A 0 0 1 21 2023-07-31 $44.52 $0.00 16.2% 4.7% 9.7% 4.9% 0.0% 0.1% -0.7% -291 244 -41 0.00 141.49 N/A N/A 0 0 1 21
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