SECT Options History — September 2023 In September 2023, SECT traded between $41.73 and $44.17. ATM implied volatility averaged 28.7%, placing in the 18.4% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 16.8% (HV 20d: 11.8%). Max pain ranged from $32.00 to $32.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 3 of 20 days.
Notable Days 2023-09-07 : Largest IV spike — 113.5% change2023-09-11 : Highest IV Rank — 53.1%2023-09-29 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $42.98 $41.73 $44.17 $44.17 $42.09 Max Pain $32.00 $32.00 $32.00 $32.00 $32.00 ATM IV 28.7% 15.1% 63.3% 29.3% 32.9% Expected Move 6.3% 3.8% 9.4% 8.4% 9.4% HV 20d 11.8% 10.5% 12.8% 11.7% 11.0% HV 60d 11.0% 10.6% 11.4% 10.7% 11.3% IV Rank 18.4% 4.2% 53.1% 18.3% 24.9% IV Percentile 47.8% 7.9% 97.2% 57.9% 66.3% Term Structure -3.8% -12.4% 6.7% -12.4% -8.2% Skew 25d 4.7% -1.4% 10.1% -1.4% 1.2% Skew 10d 4.7% -10.4% 12.7% 0.7% 1.3% Call IV 25d 16.3% 9.5% 27.2% 27.2% 25.3% Put IV 25d 21.0% 15.7% 26.5% 25.8% 26.5% Bid-Ask Spread % 141.74 129.43 151.97 146.52 149.90 Gamma HHI 0.43 0.30 0.63 0.31 0.47 Net GEX -85 -440 354 -60 -440 Net DEX -1.4K -3.4K 1.6K -3.4K 1.6K Net VEX -28 -47 -14 -19 -46 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 18 13 23 23 13
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 2023-09-01 $44.17 $32.00 29.3% 8.4% 11.7% 18.3% 0.0% -1.4% -12.4% -60 -3.4K -19 0.00 146.52 N/A N/A 0 0 2 21 2023-09-05 $44.02 $0.00 40.9% 6.9% 11.6% 30.1% 0.0% 3.4% -4.0% -346 -1.9K -33 0.00 137.67 N/A N/A 0 0 2 21 2023-09-06 $43.65 $0.00 23.1% 3.8% 11.9% 11.9% 0.0% 4.2% 1.1% -209 -1.5K -35 0.00 139.06 N/A N/A 0 0 2 21 2023-09-07 $43.44 $0.00 49.3% 7.3% 12.0% 38.7% 0.0% 5.2% -6.5% 253 -3.0K -17 0.00 145.34 N/A N/A 0 0 2 21 2023-09-08 $43.42 $0.00 32.2% 5.2% 12.0% 21.2% 0.0% 7.2% -1.9% -210 -862 -34 0.00 137.07 N/A N/A 0 0 2 21 2023-09-11 $43.63 $0.00 63.3% 7.0% 12.1% 53.1% 0.0% 3.5% -7.1% 219 -3.1K -19 0.00 145.70 N/A N/A 0 0 2 21 2023-09-12 $43.48 $0.00 54.7% 7.1% 12.0% 44.2% 0.0% 2.5% -7.7% -218 -2.8K -17 0.00 150.28 N/A N/A 0 0 2 21 2023-09-13 $43.41 $0.00 16.8% 4.8% 11.4% 5.4% 0.0% 6.1% -3.8% -35 -1.5K -30 0.00 139.71 N/A N/A 0 0 2 21 2023-09-14 $43.83 $0.00 17.7% 5.1% 11.7% 6.4% 0.0% 1.0% 2.2% 314 -3.4K -17 0.00 141.59 N/A N/A 0 0 2 21 2023-09-15 $43.20 $0.00 18.3% 5.2% 12.3% 7.9% 0.0% 4.0% -3.0% -4 -2.7K -16 0.00 141.07 N/A N/A 0 0 2 21 2023-09-18 $43.17 $0.00 26.6% 7.6% 12.3% 17.5% 0.0% 9.5% -4.4% 333 -2.7K -15 0.00 151.97 N/A N/A 0 0 2 11 2023-09-19 $43.16 $0.00 17.2% 4.9% 12.0% 6.6% 0.0% 7.7% -2.3% 354 -2.8K -16 0.00 136.21 N/A N/A 0 0 2 11 2023-09-20 $42.80 $0.00 26.6% 7.6% 12.3% 17.5% 0.0% 1.0% -5.3% 194 -2.4K -14 0.00 150.58 N/A N/A 0 0 2 11 2023-09-21 $42.09 $0.00 19.1% 5.5% 12.8% 8.8% 0.0% 5.4% -3.3% -297 268 -38 0.00 139.92 N/A N/A 0 0 2 11 2023-09-22 $42.10 $0.00 15.1% 4.3% 12.0% 4.2% 0.0% 6.7% -2.6% -207 -268 -35 0.00 141.48 N/A N/A 0 0 2 11 2023-09-25 $42.18 $0.00 31.3% 9.0% 11.8% 22.9% 0.0% 3.3% -7.3% -396 1.0K -47 0.00 129.43 N/A N/A 0 0 2 11 2023-09-26 $41.73 $0.00 19.2% 5.5% 12.1% 9.0% 0.0% 4.8% -3.3% -334 286 -38 0.00 137.60 N/A N/A 0 0 2 11 2023-09-27 $41.88 $0.00 19.9% 5.7% 10.5% 9.8% 0.0% 8.5% -3.1% -380 574 -42 0.00 141.70 N/A N/A 0 0 2 11 2023-09-28 $42.25 $0.00 19.9% 5.7% 11.1% 9.7% 0.0% 10.1% 6.7% -233 -501 -35 0.00 131.94 N/A N/A 0 0 2 11 2023-09-29 $42.09 $0.00 32.9% 9.4% 11.0% 24.9% 0.0% 1.2% -8.2% -440 1.6K -46 0.00 149.90 N/A N/A 0 0 2 11
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