SECT Options History — December 2023 In December 2023, SECT traded between $44.25 and $46.97. ATM implied volatility averaged 25.0%, placing in the 15.7% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 14.6% (HV 20d: 10.4%). Max pain ranged from $38.00 to $38.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-12-14 : Highest Volume — 1 contracts2023-12-29 : Largest IV spike — 75.1% change2023-12-12 : Highest IV Rank — 32.7%2023-12-29 : Largest Expected Move — 7.7%Monthly Statistics Metric Avg Min Max Open Close Price $45.80 $44.25 $46.97 $44.75 $46.59 Max Pain $38.00 $38.00 $38.00 $38.00 $38.00 ATM IV 25.0% 15.4% 39.6% 25.3% 27.0% Expected Move 6.4% 4.4% 7.7% 7.2% 7.7% HV 20d 10.4% 9.0% 12.5% 12.5% 10.3% HV 60d 13.7% 13.1% 14.1% 14.0% 13.2% IV Rank 15.7% 4.6% 32.7% 16.0% 18.0% IV Percentile 56.0% 9.9% 90.1% 60.7% 73.4% Term Structure -2.6% -5.1% 6.2% 2.0% -5.0% Skew 25d 0.4% -7.7% 4.0% 1.3% -2.9% Skew 10d -0.6% -13.2% 3.5% 3.5% -11.4% Call IV 25d 18.4% 16.6% 25.5% 25.5% 21.6% Put IV 25d 18.8% 10.7% 26.7% 26.7% 18.7% Bid-Ask Spread % 147.64 126.45 154.69 140.06 139.09 Gamma HHI 0.44 0.31 0.61 0.31 0.55 Net GEX 519 247 870 677 272 Net DEX -4.9K -10.8K -1.3K -6.4K -1.7K Net VEX -12 -15 -9 -14 -11 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 0.05 0 1 0 0 Total OI 9.15 2 15 15 2
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 2023-12-01 $44.75 $38.00 25.3% 7.2% 12.5% 16.0% 0.0% 1.3% 2.0% 677 -6.4K -14 0.00 140.06 N/A N/A 0 0 4 11 2023-12-04 $44.57 $0.00 28.5% 6.4% 12.2% 19.7% 0.0% 3.5% -3.2% 717 -6.4K -15 0.00 154.20 N/A N/A 0 0 4 11 2023-12-05 $44.42 $0.00 24.1% 6.5% 12.1% 14.7% 0.0% 3.1% -3.0% 870 -6.3K -14 0.00 154.51 N/A N/A 0 0 4 11 2023-12-06 $44.25 $0.00 26.5% 6.5% 12.3% 17.5% 0.0% 2.0% -3.4% 843 -5.9K -13 0.00 152.99 N/A N/A 0 0 4 11 2023-12-07 $44.59 $0.00 25.8% 6.5% 12.3% 16.6% 0.0% 3.5% -4.2% 808 -6.5K -14 0.00 154.69 N/A N/A 0 0 4 11 2023-12-08 $44.88 $0.00 26.6% 6.4% 11.6% 17.6% 0.0% 3.3% -3.9% 784 -7.0K -13 0.00 154.15 N/A N/A 0 0 4 11 2023-12-11 $45.10 $0.00 39.1% 6.6% 10.4% 32.0% 0.0% 2.8% -4.4% 771 -7.4K -13 0.00 154.07 N/A N/A 0 0 4 11 2023-12-12 $45.22 $0.00 39.6% 6.6% 10.4% 32.7% 0.0% 2.2% -4.4% 834 -7.8K -12 0.00 153.43 N/A N/A 0 0 4 11 2023-12-13 $45.90 $0.00 21.2% 6.1% 9.1% 11.3% 0.0% 4.0% -2.9% 691 -8.4K -13 0.00 150.55 N/A N/A 0 0 4 11 2023-12-14 $46.30 $0.00 22.7% 6.5% 9.3% 13.0% 0.0% 1.8% -1.1% 681 -9.3K -13 0.00 152.46 N/A N/A 1 0 4 11 2023-12-15 $46.21 $0.00 23.3% 6.7% 9.3% 13.7% 0.0% 1.5% -3.8% 247 -10.8K -11 0.00 153.28 N/A N/A 0 0 4 11 2023-12-18 $46.36 $0.00 25.6% 7.3% 9.3% 16.4% 0.0% 1.7% -5.0% 254 -1.6K -11 0.00 154.63 N/A N/A 0 0 2 0 2023-12-19 $46.73 $0.00 24.1% 6.9% 9.0% 14.6% 0.0% -7.7% -3.8% 278 -1.8K -12 0.00 147.87 N/A N/A 0 0 2 0 2023-12-20 $46.25 $0.00 22.7% 6.5% 9.7% 13.0% 0.0% 0.7% -4.2% 248 -1.5K -11 0.00 149.63 N/A N/A 0 0 2 0 2023-12-21 $46.45 $0.00 25.4% 7.3% 9.6% 16.2% 0.0% 1.8% -5.1% 260 -1.7K -11 0.00 152.70 N/A N/A 0 0 2 0 2023-12-22 $46.59 $0.00 15.9% 4.6% 9.6% 5.1% 0.0% -5.7% 4.8% 267 -1.7K -11 0.00 126.45 N/A N/A 0 0 2 0 2023-12-26 $46.96 $0.00 15.6% 4.5% 9.7% 4.7% 0.0% -1.7% 6.2% 296 -1.9K -12 0.00 133.18 N/A N/A 0 0 2 0 2023-12-27 $46.87 $0.00 25.5% 7.3% 9.6% 16.3% 0.0% -1.1% -4.5% 289 -1.9K -12 0.00 145.03 N/A N/A 0 0 2 0 2023-12-28 $46.97 $0.00 15.4% 4.4% 9.6% 4.6% 0.0% -6.1% -2.5% 299 -1.3K -9 0.00 129.88 N/A N/A 0 0 2 0 2023-12-29 $46.59 $0.00 27.0% 7.7% 10.3% 18.0% 0.0% -2.9% -5.0% 272 -1.7K -11 0.00 139.09 N/A N/A 0 0 2 0
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