SECT Options History — March 2024 In March 2024, SECT traded between $48.99 and $50.36. ATM implied volatility averaged 28.2%, placing in the 24.4% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 14.8% (HV 20d: 13.4%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 1 of 20 days.
Notable Days 2024-03-04 : Largest IV spike — 109.8% change2024-03-11 : Highest IV Rank — 54.8%2024-03-28 : Largest Expected Move — 7.8%Monthly Statistics Metric Avg Min Max Open Close Price $49.65 $48.99 $50.36 $49.52 $50.36 Max Pain $50.00 $50.00 $50.00 $50.00 $50.00 ATM IV 28.2% 16.6% 58.7% 16.6% 27.4% Expected Move 6.5% 4.7% 7.8% 4.7% 7.8% HV 20d 13.4% 9.8% 16.6% 16.4% 9.8% HV 60d 13.8% 13.4% 14.0% 13.8% 13.4% IV Rank 24.4% 5.9% 54.8% 5.9% 30.6% IV Percentile 69.4% 20.2% 98.4% 20.2% 81.7% Term Structure -3.9% -6.7% 3.3% 3.3% -6.7% Skew 25d 4.2% 0.4% 9.5% 2.2% 1.7% Skew 10d 8.7% -2.5% 16.6% -2.5% 7.5% Call IV 25d 15.7% 11.5% 20.3% 16.4% 20.3% Put IV 25d 19.8% 17.9% 22.1% 18.6% 21.9% Bid-Ask Spread % 180.02 145.18 184.16 145.18 180.99 Gamma HHI 0.61 0.52 0.94 0.94 0.60 Net GEX 295 0 691 691 0 Net DEX -1.4K -3.4K 0 -1.5K 0 Net VEX -2 -5 0 -3 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1.1 0 2 2 0
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 2024-03-01 $49.52 $50.00 16.6% 4.7% 16.4% 5.9% 0.0% 2.2% 3.3% 691 -1.5K -3 0.00 145.18 N/A N/A 0 0 2 0 2024-03-04 $49.44 $0.00 34.7% 6.1% 16.2% 27.0% 0.0% 5.1% -4.1% 513 -2.8K -5 0.00 183.60 N/A N/A 0 0 2 0 2024-03-05 $48.99 $0.00 23.6% 6.0% 16.5% 14.1% 0.0% 2.4% -3.5% 496 -2.0K -4 0.00 182.41 N/A N/A 0 0 2 0 2024-03-06 $49.38 $0.00 40.5% 6.1% 16.5% 33.7% 0.0% 3.5% -3.7% 493 -2.9K -5 0.00 182.76 N/A N/A 0 0 2 0 2024-03-07 $49.80 $0.00 28.7% 6.2% 16.6% 20.0% 0.0% 8.0% -3.8% 514 -3.4K -5 0.00 183.56 N/A N/A 0 0 2 0 2024-03-08 $49.59 $0.00 30.8% 5.9% 16.6% 22.4% 0.0% 4.3% -4.0% 546 -2.9K -4 0.00 178.48 N/A N/A 0 0 2 0 2024-03-11 $49.42 $0.00 58.7% 6.6% 16.5% 54.8% 0.0% 4.2% -5.4% 502 -2.8K -3 0.00 181.96 N/A N/A 0 0 2 0 2024-03-12 $49.75 $0.00 41.4% 6.3% 16.5% 34.7% 0.0% 3.4% -4.2% 584 -2.9K -3 0.00 180.57 N/A N/A 0 0 2 0 2024-03-13 $49.65 $0.00 21.9% 6.3% 13.8% 12.1% 0.0% 2.2% -5.5% 569 -2.8K -2 0.00 183.04 N/A N/A 0 0 2 0 2024-03-14 $49.14 $0.00 21.8% 6.2% 13.5% 12.0% 0.0% 0.8% -3.8% 511 -2.1K -1 0.00 179.67 N/A N/A 0 0 2 0 2024-03-15 $49.03 $0.00 23.6% 6.8% 13.0% 23.4% 0.0% 3.2% -3.5% 480 -2.2K 0 0.00 184.16 N/A N/A 0 0 2 0 2024-03-18 $49.31 $0.00 24.3% 7.0% 12.8% 24.8% 0.0% 2.4% -4.0% 0 0 0 0.00 183.86 N/A N/A 0 0 0 0 2024-03-19 $49.41 $0.00 23.8% 6.8% 12.0% 23.8% 0.0% 2.9% -3.6% 0 0 0 0.00 181.96 N/A N/A 0 0 0 0 2024-03-20 $49.94 $0.00 22.4% 6.4% 12.3% 21.0% 0.0% 8.6% -2.9% 0 0 0 0.00 178.98 N/A N/A 0 0 0 0 2024-03-21 $50.23 $0.00 24.6% 7.1% 9.8% 25.4% 0.0% 0.4% -5.0% 0 0 0 0.00 181.00 N/A N/A 0 0 0 0 2024-03-22 $49.99 $0.00 23.6% 6.8% 9.9% 23.4% 0.0% 5.8% -3.9% 0 0 0 0.00 181.67 N/A N/A 0 0 0 0 2024-03-25 $49.98 $0.00 25.1% 7.2% 9.9% 26.3% 0.0% 7.6% -4.7% 0 0 0 0.00 183.28 N/A N/A 0 0 0 0 2024-03-26 $49.86 $0.00 24.9% 7.1% 9.9% 26.0% 0.0% 4.9% -5.4% 0 0 0 0.00 181.43 N/A N/A 0 0 0 0 2024-03-27 $50.21 $0.00 25.3% 7.3% 9.9% 26.7% 0.0% 9.5% -4.5% 0 0 0 0.00 181.75 N/A N/A 0 0 0 0 2024-03-28 $50.36 $0.00 27.4% 7.8% 9.8% 30.6% 0.0% 1.7% -6.7% 0 0 0 0.00 180.99 N/A N/A 0 0 0 0
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