SECT Options History — February 2024 In February 2024, SECT traded between $47.12 and $49.11. ATM implied volatility averaged 20.8%, placing in the 10.9% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 5.1% (HV 20d: 15.7%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days.
Notable Days 2024-02-16 : Largest IV spike — 43.9% change2024-02-26 : Highest IV Rank — 20.5%2024-02-26 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $48.24 $47.12 $49.11 $47.12 $49.11 Max Pain $50.00 $50.00 $50.00 $50.00 $50.00 ATM IV 20.8% 14.1% 29.1% 27.9% 20.1% Expected Move 5.6% 4.0% 8.4% 6.0% 5.8% HV 20d 15.7% 13.1% 18.5% 13.3% 16.4% HV 60d 12.9% 11.4% 13.9% 12.3% 13.8% IV Rank 10.9% 3.0% 20.5% 19.0% 10.0% IV Percentile 43.2% 5.2% 83.3% 79.8% 40.5% Term Structure -1.1% -9.7% 15.2% -5.7% -2.3% Skew 25d 3.9% -11.6% 11.1% 11.0% 10.4% Skew 10d 4.3% -0.3% 9.7% -0.3% 5.1% Call IV 25d 14.0% 8.9% 22.5% 9.0% 11.0% Put IV 25d 17.9% 11.0% 24.7% 20.0% 21.4% Bid-Ask Spread % 146.54 140.68 151.97 145.83 140.68 Gamma HHI 0.64 0.55 0.90 0.59 0.67 Net GEX 410 288 550 290 534 Net DEX -1.7K -2.5K -1.0K -1.4K -2.1K Net VEX -6 -8 -4 -7 -5 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 2 2 2 2 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 2024-02-01 $47.12 $50.00 27.9% 6.0% 13.3% 19.0% 0.0% 11.0% -5.7% 290 -1.4K -7 0.00 145.83 N/A N/A 0 0 2 0 2024-02-02 $47.64 $50.00 25.7% 5.6% 13.7% 16.5% 0.0% 6.3% -4.8% 339 -1.7K -8 0.00 150.78 N/A N/A 0 0 2 0 2024-02-05 $47.43 $50.00 21.5% 4.5% 13.8% 11.7% 0.0% 1.4% -1.3% 310 -1.9K -8 0.00 144.94 N/A N/A 0 0 2 0 2024-02-06 $47.31 $50.00 22.7% 4.4% 13.1% 13.0% 0.0% 4.6% -0.0% 288 -1.0K -5 0.00 143.34 N/A N/A 0 0 2 0 2024-02-07 $47.70 $50.00 14.1% 4.1% 13.3% 3.1% 0.0% 9.3% 1.7% 340 -1.3K -6 0.00 146.78 N/A N/A 0 0 2 0 2024-02-08 $48.00 $50.00 14.7% 4.2% 13.4% 3.7% 0.0% 7.6% 2.6% 377 -1.5K -6 0.00 145.04 N/A N/A 0 0 2 0 2024-02-09 $48.41 $50.00 14.1% 4.0% 13.5% 3.0% 0.0% 5.2% 2.1% 436 -1.7K -7 0.00 144.45 N/A N/A 0 0 2 0 2024-02-12 $48.70 $50.00 14.7% 4.2% 13.6% 3.7% 0.0% 4.7% 2.2% 515 -1.3K -5 0.00 145.76 N/A N/A 0 0 2 0 2024-02-13 $47.56 $50.00 16.2% 4.6% 16.2% 5.4% 0.0% 6.4% -0.1% 314 -1.2K -5 0.00 146.38 N/A N/A 0 0 2 0 2024-02-14 $48.31 $50.00 23.1% 6.6% 16.6% 13.4% 0.0% 4.1% -6.8% 401 -2.0K -7 0.00 148.40 N/A N/A 0 0 2 0 2024-02-15 $48.86 $50.00 16.1% 4.6% 16.5% 5.3% 0.0% 2.4% 15.2% 487 -2.2K -7 0.00 141.66 N/A N/A 0 0 2 0 2024-02-16 $48.52 $50.00 23.2% 6.6% 16.3% 13.6% 0.0% 3.3% 5.5% 425 -2.1K -7 0.00 146.33 N/A N/A 0 0 2 0 2024-02-20 $47.97 $50.00 26.5% 7.6% 16.7% 17.4% 0.0% -2.1% -6.2% 356 -1.8K -6 0.00 144.98 N/A N/A 0 0 2 0 2024-02-21 $47.80 $50.00 21.6% 6.2% 16.7% 11.7% 0.0% 4.8% -7.1% 339 -1.7K -6 0.00 151.97 N/A N/A 0 0 2 0 2024-02-22 $48.88 $50.00 26.6% 7.6% 18.4% 17.5% 0.0% 11.1% -7.5% 550 -1.4K -4 0.00 148.01 N/A N/A 0 0 2 0 2024-02-23 $48.73 $50.00 21.6% 6.2% 18.5% 11.8% 0.0% 0.9% -0.5% 453 -2.1K -6 0.00 150.90 N/A N/A 0 0 2 0 2024-02-26 $48.87 $50.00 29.1% 8.4% 18.5% 20.5% 0.0% -11.6% -9.7% 441 -2.5K -6 0.00 149.55 N/A N/A 0 0 2 0 2024-02-27 $49.09 $50.00 18.6% 5.3% 18.2% 8.3% 0.0% 1.5% 0.1% 513 -2.2K -6 0.00 148.57 N/A N/A 0 0 2 0 2024-02-28 $48.83 $50.00 18.9% 5.4% 18.2% 8.7% 0.0% -3.4% 0.8% 485 -1.8K -5 0.00 146.39 N/A N/A 0 0 2 0 2024-02-29 $49.11 $50.00 20.1% 5.8% 16.4% 10.0% 0.0% 10.4% -2.3% 534 -2.1K -5 0.00 140.68 N/A N/A 0 0 2 0
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