SECT Options History — May 2024 In May 2024, SECT traded between $48.22 and $50.98. ATM implied volatility averaged 31.3%, placing in the 36.8% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 18.9% (HV 20d: 12.4%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-05-15 : Largest IV drop — 67.4% change2024-05-14 : Highest IV Rank — 100.0%2024-05-03 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $50.08 $48.22 $50.98 $48.22 $49.99 ATM IV 31.3% 21.2% 65.1% 30.7% 26.1% Expected Move 6.8% 5.9% 9.4% 8.8% 7.5% HV 20d 12.4% 9.7% 15.8% 14.5% 10.0% HV 60d 12.6% 11.5% 14.2% 13.8% 11.5% IV Rank 36.8% 16.6% 100.0% 37.1% 25.9% IV Percentile 70.0% 35.3% 100.0% 87.3% 66.7% Term Structure -5.7% -12.3% 6.4% -9.9% -6.4% Skew 25d 1.1% -6.5% 4.0% 2.1% 1.1% Skew 10d 4.6% -3.0% 7.6% 1.0% 3.1% Call IV 25d 18.6% 14.4% 26.3% 23.8% 20.8% Put IV 25d 19.7% 12.6% 27.5% 25.9% 21.9% Bid-Ask Spread % 150.65 143.96 177.92 172.74 145.91 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 2024-05-01 $48.22 $0.00 30.7% 8.8% 14.5% 37.1% 0.0% 2.1% -9.9% 0 0 0 0.00 172.74 N/A N/A 0 0 0 0 2024-05-02 $48.38 $0.00 31.0% 8.9% 14.3% 37.6% 0.0% 1.6% -10.3% 0 0 0 0.00 176.34 N/A N/A 0 0 0 0 2024-05-03 $49.17 $0.00 32.9% 9.4% 15.3% 41.2% 0.0% 1.3% -12.3% 0 0 0 0.00 177.92 N/A N/A 0 0 0 0 2024-05-06 $49.66 $0.00 35.4% 5.9% 15.8% 46.2% 0.0% 4.0% -5.0% 0 0 0 0.00 148.07 N/A N/A 0 0 0 0 2024-05-07 $49.76 $0.00 37.1% 5.9% 15.8% 49.5% 0.0% 2.4% -4.5% 0 0 0 0.00 147.81 N/A N/A 0 0 0 0 2024-05-08 $49.63 $0.00 40.0% 6.0% 15.1% 54.5% 0.0% 3.1% -5.4% 0 0 0 0.00 148.04 N/A N/A 0 0 0 0 2024-05-09 $49.85 $0.00 39.4% 5.9% 14.9% 53.3% 0.0% 3.4% -5.2% 0 0 0 0.00 147.32 N/A N/A 0 0 0 0 2024-05-10 $49.92 $0.00 41.6% 6.0% 13.7% 57.6% 0.0% 1.9% -5.6% 0 0 0 0.00 146.93 N/A N/A 0 0 0 0 2024-05-13 $50.04 $0.00 54.4% 6.1% 12.6% 82.4% 0.0% 2.0% -5.7% 0 0 0 0.00 147.11 N/A N/A 0 0 0 0 2024-05-14 $50.42 $0.00 65.1% 6.5% 12.8% 100.0% 0.0% 3.6% -6.6% 0 0 0 0.00 146.14 N/A N/A 0 0 0 0 2024-05-15 $50.95 $0.00 21.2% 6.1% 12.5% 16.6% 0.0% 4.0% -5.5% 0 0 0 0.00 144.28 N/A N/A 0 0 0 0 2024-05-16 $50.81 $0.00 21.3% 6.1% 12.4% 16.8% 0.0% 0.8% 6.4% 0 0 0 0.00 146.62 N/A N/A 0 0 0 0 2024-05-17 $50.80 $0.00 21.4% 6.1% 11.4% 17.0% 0.0% 2.3% -3.1% 0 0 0 0.00 146.61 N/A N/A 0 0 0 0 2024-05-20 $50.98 $0.00 22.4% 6.4% 11.0% 18.8% 0.0% 1.0% -4.1% 0 0 0 0.00 146.50 N/A N/A 0 0 0 0 2024-05-21 $50.92 $0.00 22.8% 6.5% 10.3% 19.5% 0.0% -6.5% -4.5% 0 0 0 0.00 147.01 N/A N/A 0 0 0 0 2024-05-22 $50.77 $0.00 22.3% 6.4% 10.5% 18.7% 0.0% 0.8% -5.0% 0 0 0 0.00 146.05 N/A N/A 0 0 0 0 2024-05-23 $50.31 $0.00 22.5% 6.5% 10.4% 19.0% 0.0% -0.7% -7.3% 0 0 0 0.00 143.96 N/A N/A 0 0 0 0 2024-05-24 $50.62 $0.00 22.4% 6.4% 10.1% 18.9% 0.0% -0.3% -4.4% 0 0 0 0.00 145.78 N/A N/A 0 0 0 0 2024-05-28 $50.50 $0.00 25.6% 7.3% 10.2% 25.0% 0.0% -6.5% -6.7% 0 0 0 0.00 146.13 N/A N/A 0 0 0 0 2024-05-29 $50.13 $0.00 26.6% 7.6% 9.7% 26.9% 0.0% 1.7% -6.5% 0 0 0 0.00 148.39 N/A N/A 0 0 0 0 2024-05-30 $49.87 $0.00 26.8% 7.7% 10.0% 27.2% 0.0% 0.5% -7.0% 0 0 0 0.00 148.63 N/A N/A 0 0 0 0 2024-05-31 $49.99 $0.00 26.1% 7.5% 10.0% 25.9% 0.0% 1.1% -6.4% 0 0 0 0.00 145.91 N/A N/A 0 0 0 0
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