SECT Options History — November 2023 In November 2023, SECT traded between $41.36 and $44.38. ATM implied volatility averaged 22.3%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 6.2% (HV 20d: 16.1%). Max pain ranged from $38.00 to $38.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-11-15 : Highest Volume — 1 contracts2023-11-27 : Largest IV spike — 108.8% change2023-11-07 : Highest IV Rank — 35.8%2023-11-27 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $43.40 $41.36 $44.38 $41.36 $44.27 Max Pain $38.00 $38.00 $38.00 $38.00 $38.00 ATM IV 22.3% 14.2% 42.3% 23.8% 27.2% Expected Move 5.7% 4.1% 9.4% 6.8% 7.8% HV 20d 16.1% 13.5% 18.4% 15.3% 13.5% HV 60d 14.0% 12.9% 14.6% 12.9% 13.9% IV Rank 12.5% 3.2% 35.8% 14.3% 18.2% IV Percentile 40.5% 5.2% 88.1% 49.6% 67.5% Term Structure -3.9% -18.7% 12.5% -6.1% -18.7% VWIV 15.5% 15.5% 15.5% 15.5% 15.5% Skew 25d 1.2% -8.1% 13.3% 13.3% 9.4% Skew 10d -0.1% -5.4% 3.2% 2.2% -5.4% Call IV 25d 17.1% 10.2% 24.4% 13.7% 12.8% Put IV 25d 18.3% 10.0% 27.0% 27.0% 22.3% Bid-Ask Spread % 137.62 123.30 149.13 146.58 145.92 Gamma HHI 0.49 0.24 0.78 0.43 0.32 Net GEX 562 227 892 227 655 Net DEX -3.6K -5.8K -1.0K -1.0K -5.4K Net VEX -11 -17 -7 -10 -12 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 14.476 14 15 14 15
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 2023-11-01 $41.36 $0.00 23.8% 6.8% 15.3% 14.3% 0.0% 13.3% -6.1% 227 -1.0K -10 0.00 146.58 N/A N/A 0 0 3 11 2023-11-02 $42.16 $38.00 23.0% 4.6% 16.8% 13.4% 0.0% 5.2% 1.1% 454 -1.9K -10 0.00 138.58 N/A N/A 0 0 3 11 2023-11-03 $42.69 $38.00 26.8% 4.8% 16.6% 17.8% 0.0% -1.4% -3.7% 407 -2.1K -11 0.00 138.61 N/A N/A 0 0 3 11 2023-11-06 $42.49 $38.00 27.5% 5.2% 16.6% 18.6% 0.0% 0.3% -3.3% 236 -1.9K -12 0.00 138.51 N/A N/A 0 0 3 11 2023-11-07 $42.70 $38.00 42.3% 4.4% 16.4% 35.8% 0.0% 4.7% 1.3% 428 -2.2K -10 0.00 137.63 N/A N/A 0 0 3 11 2023-11-08 $42.56 $38.00 15.0% 4.3% 16.5% 4.1% 0.0% -1.2% -0.8% 422 -1.8K -8 0.00 134.56 N/A N/A 0 0 3 11 2023-11-09 $42.16 $38.00 19.1% 5.5% 16.7% 8.9% 0.0% 4.4% -3.4% 422 -1.5K -8 0.00 134.97 N/A N/A 0 0 3 11 2023-11-10 $42.87 $38.00 15.6% 4.5% 17.5% 4.8% 0.0% 1.0% -4.2% 435 -2.0K -7 0.00 131.51 N/A N/A 0 0 3 11 2023-11-13 $42.95 $38.00 23.0% 6.6% 16.8% 13.4% 0.0% -2.1% -5.4% 383 -2.4K -10 0.00 149.13 N/A N/A 0 0 3 11 2023-11-14 $43.87 $38.00 17.1% 4.9% 18.4% 6.5% 0.0% -4.5% -4.1% 413 -3.2K -10 0.00 123.30 N/A N/A 0 0 3 11 2023-11-15 $43.89 $38.00 24.5% 7.0% 17.6% 15.1% 15.5% 2.0% -10.9% 430 -3.6K -13 0.00 142.69 N/A N/A 1 0 3 11 2023-11-16 $43.78 $38.00 19.6% 5.6% 17.4% 9.4% 0.0% -1.8% 10.1% 780 -4.3K -14 0.00 140.42 N/A N/A 0 0 4 11 2023-11-17 $43.91 $38.00 26.6% 7.6% 16.7% 17.5% 0.0% -8.1% 12.5% 871 -4.8K -14 0.00 137.80 N/A N/A 0 0 4 11 2023-11-20 $44.38 $38.00 14.9% 4.3% 16.8% 4.0% 0.0% 3.0% -5.5% 721 -5.8K -15 0.00 133.48 N/A N/A 0 0 4 11 2023-11-21 $44.11 $38.00 18.3% 5.3% 17.1% 8.0% 0.0% -1.1% -5.6% 892 -5.0K -11 0.00 130.60 N/A N/A 0 0 4 11 2023-11-22 $44.34 $38.00 14.2% 4.1% 15.1% 3.2% 0.0% 0.0% -3.9% 778 -5.7K -13 0.00 133.49 N/A N/A 0 0 4 11 2023-11-24 $44.32 $38.00 15.7% 4.5% 14.4% 4.9% 0.0% 0.8% -6.9% 851 -5.7K -12 0.00 133.76 N/A N/A 0 0 4 11 2023-11-27 $44.27 $38.00 32.9% 9.4% 13.8% 24.8% 0.0% 1.5% -12.2% 468 -5.3K -17 0.00 146.15 N/A N/A 0 0 4 11 2023-11-28 $44.12 $38.00 20.3% 5.8% 13.8% 10.3% 0.0% 0.0% -5.1% 779 -5.3K -11 0.00 132.82 N/A N/A 0 0 4 11 2023-11-29 $44.21 $38.00 20.6% 5.9% 13.8% 10.6% 0.0% -0.6% -7.7% 748 -5.4K -11 0.00 139.46 N/A N/A 0 0 4 11 2023-11-30 $44.27 $38.00 27.2% 7.8% 13.5% 18.2% 0.0% 9.4% -18.7% 655 -5.4K -12 0.00 145.92 N/A N/A 0 0 4 11
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