SECT Options History — October 2023 In October 2023, SECT traded between $40.23 and $42.94. ATM implied volatility averaged 24.9%, placing in the 15.5% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 11.7% (HV 20d: 13.1%). Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2023-10-09 : Highest Volume — 2 contracts2023-10-25 : Largest IV spike — 63.0% change2023-10-09 : Highest IV Rank — 31.1%2023-10-27 : Largest Expected Move — 10.1%Monthly Statistics Metric Avg Min Max Open Close Price $41.85 $40.23 $42.94 $41.91 $40.91 ATM IV 24.9% 16.0% 38.3% 25.5% 20.8% Expected Move 6.6% 4.5% 10.1% 7.3% 6.0% HV 20d 13.1% 10.9% 15.2% 10.9% 14.8% HV 60d 11.9% 11.3% 12.7% 11.3% 12.7% IV Rank 15.5% 5.2% 31.1% 16.3% 10.9% IV Percentile 47.9% 9.9% 77.0% 52.0% 39.3% Term Structure -4.4% -17.8% 1.6% -4.4% 1.6% Skew 25d 5.0% -0.6% 13.8% 11.5% 7.2% Skew 10d 3.6% -5.4% 13.4% 0.0% 0.7% Call IV 25d 17.7% 9.4% 27.1% 14.8% 19.4% Put IV 25d 22.7% 13.9% 28.5% 26.3% 26.6% Bid-Ask Spread % 141.43 126.40 149.93 144.94 149.93 Gamma HHI 0.40 0.26 0.53 0.47 0.43 Net GEX -224 -798 312 -456 -487 Net DEX -215 -3.1K 3.4K 1.6K 971 Net VEX -29 -48 -12 -46 -32 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 0.091 0 2 0 0 Total OI 13.727 13 14 13 14
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-10-02 $41.91 $0.00 25.5% 7.3% 10.9% 16.3% 0.0% 11.5% -4.4% -456 1.6K -46 0.00 144.94 N/A N/A 0 0 2 11 2023-10-03 $41.42 $0.00 24.8% 7.1% 11.4% 15.5% 0.0% -0.1% -5.0% -300 252 -32 0.00 130.75 N/A N/A 0 0 2 11 2023-10-04 $41.64 $0.00 30.3% 8.7% 11.6% 21.9% 0.0% 10.9% -17.8% -186 -451 -30 0.00 140.81 N/A N/A 0 0 2 11 2023-10-05 $41.71 $0.00 25.8% 5.3% 11.6% 16.6% 0.0% 1.4% -1.1% -520 2.5K -48 0.00 140.97 N/A N/A 0 0 2 11 2023-10-06 $42.30 $0.00 26.8% 5.3% 13.0% 17.8% 0.0% 5.0% -0.7% -383 1.0K -40 0.00 142.50 N/A N/A 0 0 2 11 2023-10-09 $42.54 $0.00 38.3% 6.2% 13.0% 31.1% 0.0% 3.9% 0.0% -600 -781 -22 0.00 139.72 N/A N/A 2 0 2 11 2023-10-10 $42.88 $0.00 24.6% 4.5% 13.4% 15.3% 0.0% 1.0% -2.3% -45 -1.6K -23 0.00 134.39 N/A N/A 0 0 3 11 2023-10-11 $42.91 $0.00 19.0% 5.4% 13.4% 8.7% 0.0% 3.1% -2.4% 68 -2.9K -20 0.00 139.72 N/A N/A 0 0 3 11 2023-10-12 $42.65 $0.00 18.3% 5.3% 12.9% 8.0% 0.0% 6.6% -3.5% 284 -3.0K -22 0.00 140.56 N/A N/A 0 0 3 11 2023-10-13 $42.34 $0.00 22.4% 6.4% 12.2% 12.7% 0.0% 8.1% -2.7% 61 -2.1K -27 0.00 143.72 N/A N/A 0 0 3 11 2023-10-16 $42.93 $0.00 17.2% 4.9% 13.3% 6.6% 0.0% 13.8% -2.9% 91 -3.1K -20 0.00 141.59 N/A N/A 0 0 3 11 2023-10-17 $42.94 $0.00 16.0% 4.6% 13.3% 5.2% 0.0% 7.1% -1.2% 194 -2.6K -18 0.00 126.40 N/A N/A 0 0 3 11 2023-10-18 $42.36 $0.00 22.9% 6.6% 13.8% 13.3% 0.0% -0.3% -3.0% 59 -1.9K -24 0.00 144.91 N/A N/A 0 0 3 11 2023-10-19 $42.05 $0.00 28.3% 8.1% 12.7% 19.5% 0.0% -0.1% -5.6% -298 -8 -39 0.00 144.95 N/A N/A 0 0 3 11 2023-10-20 $41.59 $0.00 21.0% 6.0% 13.3% 11.1% 0.0% -0.6% -3.8% -388 816 -33 0.00 143.23 N/A N/A 0 0 3 11 2023-10-23 $41.52 $0.00 27.2% 7.8% 13.3% 18.2% 0.0% 9.8% -5.7% 312 -1.6K -12 0.00 146.65 N/A N/A 0 0 3 11 2023-10-24 $41.72 $0.00 20.4% 5.8% 12.9% 10.3% 0.0% 8.1% -4.1% 169 -1.6K -18 0.00 139.62 N/A N/A 0 0 3 11 2023-10-25 $40.95 $0.00 33.2% 9.5% 14.4% 25.2% 0.0% 2.3% -7.8% -250 83 -23 0.00 145.59 N/A N/A 0 0 3 11 2023-10-26 $40.56 $0.00 23.7% 6.8% 14.2% 14.2% 0.0% 7.8% -7.4% -701 3.2K -42 0.00 140.69 N/A N/A 0 0 3 11 2023-10-27 $40.23 $0.00 35.1% 10.1% 14.3% 27.4% 0.0% 1.4% -10.3% -798 3.0K -36 0.00 148.62 N/A N/A 0 0 3 11 2023-10-30 $40.73 $0.00 25.8% 7.4% 15.2% 16.6% 0.0% 2.0% -6.2% -750 3.4K -38 0.00 141.30 N/A N/A 0 0 3 11 2023-10-31 $40.91 $0.00 20.8% 6.0% 14.8% 10.9% 0.0% 7.2% 1.6% -487 971 -32 0.00 149.93 N/A N/A 0 0 3 11
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