SECT Options History — August 2023

In August 2023, SECT traded between $42.59 and $44.52. ATM implied volatility averaged 21.2%, placing in the 9.9% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 10.3% (HV 20d: 10.9%). Max pain ranged from $32.00 to $32.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.00.

Notable Days

2023-08-17: Highest Volume — 3 contracts
2023-08-28: Largest IV spike — 73.7% change
2023-08-31: Highest IV Rank — 23.4%
2023-08-31: Largest Expected Move — 9.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$43.46	$42.59	$44.52	$44.52	$44.09
Max Pain	$32.00	$32.00	$32.00	$32.00	$32.00
ATM IV	21.2%	15.6%	34.4%	16.4%	34.4%
Expected Move	5.9%	4.0%	9.9%	4.7%	9.9%
HV 20d	10.9%	9.7%	13.0%	9.7%	11.9%
HV 60d	10.1%	9.4%	10.7%	9.4%	10.7%
IV Rank	9.9%	4.2%	23.4%	5.0%	23.4%
IV Percentile	30.3%	8.3%	67.9%	11.9%	67.9%
Term Structure	-3.6%	-19.7%	9.7%	-1.2%	-12.9%
Skew 25d	2.7%	-1.8%	9.8%	1.0%	0.7%
Skew 10d	3.1%	-0.9%	9.9%	0.2%	0.9%
Call IV 25d	15.8%	9.2%	27.7%	19.4%	27.7%
Put IV 25d	18.6%	11.4%	28.4%	20.4%	28.4%
Bid-Ask Spread %	130.88	91.06	147.65	139.46	147.65
Gamma HHI	0.50	0.42	0.59	0.47	0.51
Net GEX	-445	-792	-210	-210	-691
Net DEX	896	-1.2K	3.9K	-847	-1.2K
Net VEX	-50	-70	-36	-37	-40
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	0.13	0	3	0	0
Total OI	22.435	22	23	22	23

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2023-08-01	$44.52	$0.00	16.4%	4.7%	9.7%	5.0%	0.0%	1.0%	-1.2%	-210	-847	-37	139.46	N/A	N/A	0	1	21
2023-08-02	$43.84	$0.00	21.8%	6.2%	11.4%	10.5%	0.0%	5.7%	2.7%	-232	-766	-39	141.68	N/A	N/A	0	1	21
2023-08-03	$43.80	$32.00	18.6%	4.0%	10.6%	7.3%	0.0%	1.6%	3.1%	-297	184	-43	131.97	N/A	N/A	0	1	21
2023-08-04	$43.60	$32.00	20.7%	5.1%	10.8%	9.4%	0.0%	-0.2%	-6.8%	-252	-279	-36	133.20	N/A	N/A	0	1	21
2023-08-07	$43.91	$32.00	19.7%	5.2%	11.0%	8.4%	0.0%	0.2%	-5.6%	-302	536	-40	130.34	N/A	N/A	0	1	21
2023-08-08	$43.80	$32.00	18.9%	4.0%	10.7%	7.6%	0.0%	5.1%	6.3%	-338	950	-51	129.92	N/A	N/A	0	1	21
2023-08-09	$43.66	$32.00	17.0%	4.9%	10.5%	5.7%	0.0%	4.4%	-3.0%	-294	404	-41	129.59	N/A	N/A	0	1	21
2023-08-10	$43.52	$32.00	17.5%	5.0%	10.0%	6.2%	0.0%	6.3%	-3.3%	-689	1.3K	-46	124.76	N/A	N/A	0	1	21
2023-08-11	$43.54	$32.00	15.6%	4.5%	9.8%	4.3%	0.0%	1.9%	6.0%	-418	2.3K	-61	126.86	N/A	N/A	0	1	21
2023-08-14	$43.73	$32.00	15.6%	4.5%	9.8%	4.2%	0.0%	9.8%	-0.9%	-470	1.2K	-47	92.62	N/A	N/A	0	1	21
2023-08-15	$43.27	$32.00	17.8%	5.1%	9.9%	6.5%	0.0%	-0.7%	-3.2%	-354	859	-45	91.06	N/A	N/A	0	1	21
2023-08-16	$43.02	$32.00	21.3%	6.1%	10.1%	10.1%	0.0%	-1.8%	-9.4%	-541	1.1K	-41	112.69	N/A	N/A	0	1	21
2023-08-17	$42.59	$32.00	20.7%	5.9%	10.3%	9.5%	0.0%	-0.1%	9.7%	-376	2.1K	-52	136.16	N/A	N/A	3	1	21
2023-08-18	$42.75	$32.00	22.4%	6.4%	10.4%	11.2%	0.0%	6.3%	2.4%	-429	3.0K	-70	137.36	N/A	N/A	0	2	21
2023-08-21	$43.04	$32.00	24.8%	7.1%	10.7%	13.6%	0.0%	8.0%	-4.5%	-427	2.8K	-69	135.32	N/A	N/A	0	2	21
2023-08-22	$42.80	$32.00	17.6%	5.0%	10.5%	6.3%	0.0%	-1.4%	-3.4%	-271	827	-56	133.17	N/A	N/A	0	2	21
2023-08-23	$43.31	$32.00	24.2%	6.9%	11.6%	13.0%	0.0%	1.0%	-19.7%	-460	1.4K	-60	134.32	N/A	N/A	0	2	21
2023-08-24	$42.75	$32.00	24.4%	7.0%	12.2%	13.2%	0.0%	5.8%	-7.2%	-667	3.9K	-69	140.20	N/A	N/A	0	2	21
2023-08-25	$43.00	$32.00	18.8%	5.4%	11.4%	7.5%	0.0%	1.7%	-4.5%	-792	616	-51	135.83	N/A	N/A	0	2	21
2023-08-28	$43.23	$32.00	32.7%	9.4%	11.6%	21.7%	0.0%	-0.2%	-15.3%	-690	289	-46	144.24	N/A	N/A	0	2	21
2023-08-29	$43.89	$32.00	22.1%	6.3%	13.0%	10.9%	0.0%	7.2%	-1.2%	-570	340	-53	138.92	N/A	N/A	0	2	21
2023-08-30	$44.01	$32.00	24.1%	6.9%	11.9%	12.9%	0.0%	0.6%	-10.4%	-462	-397	-46	142.82	N/A	N/A	0	2	21
2023-08-31	$44.09	$32.00	34.4%	9.9%	11.9%	23.4%	0.0%	0.7%	-12.9%	-691	-1.2K	-40	147.65	N/A	N/A	0	2	21