SECT Options History — January 2024 In January 2024, SECT traded between $45.45 and $47.95. ATM implied volatility averaged 23.3%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 11.1% (HV 20d: 12.2%). Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2024-01-08 : Highest Volume — 1 contracts2024-01-29 : Largest IV spike — 69.3% change2024-01-08 : Highest IV Rank — 28.4%2024-01-31 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $46.50 $45.45 $47.95 $46.01 $46.78 ATM IV 23.3% 15.7% 36.0% 21.4% 29.3% Expected Move 6.2% 4.5% 8.4% 6.1% 8.4% HV 20d 12.2% 10.9% 14.0% 11.2% 14.0% HV 60d 13.0% 12.0% 13.8% 13.6% 12.5% IV Rank 13.7% 4.8% 28.4% 11.5% 20.7% IV Percentile 53.9% 11.5% 89.7% 46.4% 82.9% Term Structure -3.3% -9.5% 5.6% -3.4% -9.5% Skew 25d 1.4% -7.2% 10.1% -7.2% -0.2% Skew 10d 0.9% -6.0% 2.7% 0.2% 0.7% Call IV 25d 18.7% 10.0% 25.1% 22.2% 25.1% Put IV 25d 20.0% 15.0% 24.9% 15.0% 24.9% Bid-Ask Spread % 147.45 137.80 153.54 139.22 148.63 Gamma HHI 0.54 0.40 0.68 0.58 0.59 Net GEX 158 -144 373 226 264 Net DEX -753 -1.9K 794 -1.2K -1.3K Net VEX -8 -11 -6 -8 -7 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.048 0 1 0 0 Total OI 2.381 2 3 2 2
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 2024-01-02 $46.01 $0.00 21.4% 6.1% 11.2% 11.5% 0.0% -7.2% -3.4% 226 -1.2K -8 0.00 139.22 N/A N/A 0 0 2 0 2024-01-03 $45.47 $0.00 21.6% 6.2% 12.0% 11.7% 0.0% -0.8% -4.1% 184 -831 -6 0.00 150.37 N/A N/A 0 0 2 0 2024-01-04 $45.46 $0.00 24.1% 5.4% 11.9% 14.6% 0.0% 2.3% -0.3% 194 -1.0K -7 0.00 151.34 N/A N/A 0 0 2 0 2024-01-05 $45.45 $0.00 21.3% 4.9% 11.7% 11.4% 0.0% 1.7% -0.5% 180 -802 -6 0.00 145.93 N/A N/A 0 0 2 0 2024-01-08 $46.12 $0.00 36.0% 5.2% 12.5% 28.4% 0.0% 10.1% 5.6% 234 -1.3K -9 0.00 148.09 N/A N/A 0 1 2 0 2024-01-09 $46.06 $0.00 25.9% 5.2% 12.4% 16.7% 0.0% 1.6% 0.6% -93 240 -10 0.00 148.06 N/A N/A 0 0 2 1 2024-01-10 $46.16 $0.00 23.2% 6.7% 12.3% 13.6% 0.0% 1.3% -3.4% -14 182 -11 0.00 153.54 N/A N/A 0 0 2 1 2024-01-11 $46.09 $0.00 22.7% 6.5% 12.3% 13.0% 0.0% 1.5% -3.5% -37 308 -11 0.00 150.66 N/A N/A 0 0 2 1 2024-01-12 $46.12 $0.00 22.4% 6.4% 11.2% 12.6% 0.0% 0.9% -3.2% -33 303 -11 0.00 149.87 N/A N/A 0 0 2 1 2024-01-16 $45.84 $0.00 24.1% 6.9% 10.9% 14.6% 0.0% 1.5% -4.8% -90 463 -9 0.00 151.29 N/A N/A 0 0 2 1 2024-01-17 $45.52 $0.00 25.3% 7.2% 11.2% 16.0% 0.0% 3.3% -4.8% -127 794 -8 0.00 145.07 N/A N/A 0 0 2 1 2024-01-18 $46.08 $0.00 21.4% 6.1% 12.0% 11.6% 0.0% 3.3% -2.6% -144 460 -7 0.00 146.15 N/A N/A 0 0 2 1 2024-01-19 $46.75 $0.00 19.5% 5.6% 12.8% 9.3% 0.0% 5.5% -1.2% 263 -1.1K -7 0.00 149.57 N/A N/A 0 0 2 1 2024-01-22 $47.21 $0.00 16.7% 4.8% 12.6% 6.0% 0.0% -1.5% -1.2% 301 -1.3K -7 0.00 137.80 N/A N/A 0 0 2 0 2024-01-23 $47.24 $0.00 26.6% 7.6% 12.6% 17.6% 0.0% 2.2% -5.4% 305 -1.8K -9 0.00 146.38 N/A N/A 0 0 2 0 2024-01-24 $47.45 $0.00 18.8% 5.4% 12.6% 8.5% 0.0% 0.1% -2.4% 326 -1.6K -8 0.00 145.49 N/A N/A 0 0 2 0 2024-01-25 $47.53 $0.00 15.7% 4.5% 12.3% 4.8% 0.0% -0.3% -3.0% 332 -1.4K -8 0.00 150.05 N/A N/A 0 0 2 0 2024-01-26 $47.45 $0.00 17.2% 4.9% 12.3% 6.6% 0.0% -0.1% -4.1% 318 -1.2K -7 0.00 144.87 N/A N/A 0 0 2 0 2024-01-29 $47.95 $0.00 29.1% 8.3% 12.8% 20.5% 0.0% 3.7% -9.1% 373 -1.9K -9 0.00 142.69 N/A N/A 0 0 2 0 2024-01-30 $47.76 $0.00 27.2% 7.8% 12.5% 18.3% 0.0% 0.4% -9.0% 347 -1.9K -9 0.00 151.32 N/A N/A 0 0 2 0 2024-01-31 $46.78 $0.00 29.3% 8.4% 14.0% 20.7% 0.0% -0.2% -9.5% 264 -1.3K -7 0.00 148.63 N/A N/A 0 0 2 0
« Dec 2023 | All History | Feb 2024 » Home SECT History January 2024