SECT Options History — April 2024 In April 2024, SECT traded between $47.27 and $50.25. ATM implied volatility averaged 27.8%, placing in the 31.5% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 16.0% (HV 20d: 11.8%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-04-10 : Largest IV drop — 36.4% change2024-04-09 : Highest IV Rank — 47.9%2024-04-03 : Largest Expected Move — 8.7%Monthly Statistics Metric Avg Min Max Open Close Price $48.88 $47.27 $50.25 $50.25 $48.10 ATM IV 27.8% 22.4% 36.3% 28.3% 30.2% Expected Move 7.4% 6.1% 8.7% 8.1% 8.7% HV 20d 11.8% 9.5% 14.6% 9.5% 14.6% HV 60d 13.8% 13.2% 14.4% 13.2% 13.8% IV Rank 31.5% 21.0% 47.9% 32.5% 36.1% IV Percentile 76.5% 50.8% 94.0% 82.9% 86.5% Term Structure -6.0% -10.6% -3.3% -7.7% -10.6% Skew 25d 3.8% 0.6% 10.8% 1.3% 0.6% Skew 10d 6.3% -4.2% 17.0% 7.2% 0.7% Call IV 25d 18.4% 9.6% 24.1% 22.3% 24.1% Put IV 25d 22.2% 17.0% 24.7% 23.5% 24.7% Bid-Ask Spread % 180.31 175.23 185.97 181.05 176.99 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (22 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 2024-04-01 $50.25 $0.00 28.3% 8.1% 9.5% 32.5% 0.0% 1.3% -7.7% 0 0 0 0.00 181.05 N/A N/A 0 0 0 0 2024-04-02 $49.77 $0.00 29.4% 8.4% 10.1% 34.5% 0.0% 4.1% -7.7% 0 0 0 0.00 183.61 N/A N/A 0 0 0 0 2024-04-03 $49.94 $0.00 30.2% 8.7% 9.5% 36.2% 0.0% 1.0% -8.8% 0 0 0 0.00 181.95 N/A N/A 0 0 0 0 2024-04-04 $49.45 $0.00 27.8% 6.1% 9.9% 31.4% 0.0% 2.4% -4.3% 0 0 0 0.00 179.31 N/A N/A 0 0 0 0 2024-04-05 $49.79 $0.00 31.4% 6.1% 9.7% 38.4% 0.0% 8.9% -3.5% 0 0 0 0.00 182.72 N/A N/A 0 0 0 0 2024-04-08 $49.94 $0.00 35.7% 6.4% 9.6% 46.8% 0.0% 10.8% -3.4% 0 0 0 0.00 185.97 N/A N/A 0 0 0 0 2024-04-09 $50.01 $0.00 36.3% 6.3% 9.5% 47.9% 0.0% 10.3% -3.3% 0 0 0 0.00 184.34 N/A N/A 0 0 0 0 2024-04-10 $49.38 $0.00 23.1% 6.6% 10.4% 22.4% 0.0% 5.4% -3.4% 0 0 0 0.00 185.00 N/A N/A 0 0 0 0 2024-04-11 $49.77 $0.00 22.4% 6.4% 10.7% 21.0% 0.0% 9.1% -3.5% 0 0 0 0.00 184.23 N/A N/A 0 0 0 0 2024-04-12 $48.99 $0.00 23.7% 6.8% 11.6% 23.6% 0.0% 2.1% -5.0% 0 0 0 0.00 183.14 N/A N/A 0 0 0 0 2024-04-15 $48.35 $0.00 24.1% 6.9% 12.5% 24.3% 0.0% 1.4% -4.9% 0 0 0 0.00 179.28 N/A N/A 0 0 0 0 2024-04-16 $48.34 $0.00 26.5% 7.6% 12.2% 28.9% 0.0% 4.9% -6.8% 0 0 0 0.00 183.70 N/A N/A 0 0 0 0 2024-04-17 $47.95 $0.00 25.7% 7.4% 12.4% 27.5% 0.0% 2.3% -5.1% 0 0 0 0.00 178.42 N/A N/A 0 0 0 0 2024-04-18 $47.77 $0.00 26.0% 7.4% 11.6% 28.0% 0.0% 3.2% -5.3% 0 0 0 0.00 179.34 N/A N/A 0 0 0 0 2024-04-19 $47.27 $0.00 26.6% 7.6% 11.5% 29.1% 0.0% 1.7% -6.4% 0 0 0 0.00 176.91 N/A N/A 0 0 0 0 2024-04-22 $47.86 $0.00 26.5% 7.6% 12.7% 28.9% 0.0% 2.2% -5.4% 0 0 0 0.00 175.34 N/A N/A 0 0 0 0 2024-04-23 $48.53 $0.00 25.0% 7.2% 13.9% 26.1% 0.0% 4.0% -4.6% 0 0 0 0.00 175.23 N/A N/A 0 0 0 0 2024-04-24 $48.57 $0.00 27.1% 7.8% 14.0% 30.1% 0.0% 2.0% -7.0% 0 0 0 0.00 177.53 N/A N/A 0 0 0 0 2024-04-25 $48.12 $0.00 27.6% 7.9% 13.9% 31.1% 0.0% 1.9% -6.6% 0 0 0 0.00 176.27 N/A N/A 0 0 0 0 2024-04-26 $48.62 $0.00 28.1% 8.0% 14.5% 32.0% 0.0% 2.7% -7.8% 0 0 0 0.00 177.87 N/A N/A 0 0 0 0 2024-04-29 $48.62 $0.00 30.0% 8.6% 14.5% 35.7% 0.0% 1.5% -10.1% 0 0 0 0.00 178.62 N/A N/A 0 0 0 0 2024-04-30 $48.10 $0.00 30.2% 8.7% 14.6% 36.1% 0.0% 0.6% -10.6% 0 0 0 0.00 176.99 N/A N/A 0 0 0 0
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