SECT Options History — June 2024 In June 2024, SECT traded between $49.98 and $51.06. ATM implied volatility averaged 26.8%, placing in the 27.3% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 19.2% (HV 20d: 7.6%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2024-06-12 : Largest IV drop — 41.0% change2024-06-11 : Highest IV Rank — 44.8%2024-06-05 : Largest Expected Move — 8.6%Monthly Statistics Metric Avg Min Max Open Close Price $50.60 $49.98 $51.06 $50.04 $51.06 ATM IV 26.8% 21.2% 36.1% 28.2% 25.8% Expected Move 6.9% 6.1% 8.6% 8.1% 7.4% HV 20d 7.6% 5.7% 8.4% 8.4% 5.7% HV 60d 11.2% 10.8% 11.5% 11.4% 10.8% IV Rank 27.3% 16.5% 44.8% 29.8% 25.4% IV Percentile 63.5% 31.3% 92.1% 77.0% 64.3% Term Structure -5.8% -9.2% -4.3% -9.0% -5.0% Skew 25d 2.4% 0.5% 7.3% 0.7% 0.9% Skew 10d 5.0% 2.3% 15.5% 2.6% 5.7% Call IV 25d 19.1% 14.1% 25.9% 22.3% 20.6% Put IV 25d 21.5% 17.8% 26.8% 23.0% 21.5% Bid-Ask Spread % 181.10 144.94 189.06 144.94 186.94 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 (19 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 2024-06-03 $50.04 $0.00 28.2% 8.1% 8.4% 29.8% 0.0% 0.7% -9.0% 0 0 0 0.00 144.94 N/A N/A 0 0 0 0 2024-06-04 $49.98 $0.00 29.0% 8.3% 7.7% 31.4% 0.0% 0.5% -9.2% 0 0 0 0.00 147.53 N/A N/A 0 0 0 0 2024-06-05 $50.47 $0.00 29.9% 8.6% 8.4% 33.2% 0.0% 1.7% -9.0% 0 0 0 0.00 146.23 N/A N/A 0 0 0 0 2024-06-06 $50.45 $0.00 33.1% 6.4% 8.3% 39.2% 0.0% 1.3% -5.6% 0 0 0 0.00 188.36 N/A N/A 0 0 0 0 2024-06-07 $50.27 $0.00 32.5% 6.1% 8.3% 38.0% 0.0% 2.3% -4.8% 0 0 0 0.00 187.36 N/A N/A 0 0 0 0 2024-06-10 $50.33 $0.00 35.1% 6.2% 8.3% 43.1% 0.0% 3.3% -4.7% 0 0 0 0.00 187.63 N/A N/A 0 0 0 0 2024-06-11 $50.39 $0.00 36.1% 6.2% 8.3% 44.8% 0.0% 3.0% -4.4% 0 0 0 0.00 185.72 N/A N/A 0 0 0 0 2024-06-12 $50.78 $0.00 21.3% 6.1% 8.3% 16.7% 0.0% 1.6% -5.4% 0 0 0 0.00 187.24 N/A N/A 0 0 0 0 2024-06-13 $50.72 $0.00 21.2% 6.1% 7.4% 16.5% 0.0% 0.9% -4.5% 0 0 0 0.00 186.76 N/A N/A 0 0 0 0 2024-06-14 $50.45 $0.00 22.7% 6.5% 7.6% 19.4% 0.0% 2.1% -6.0% 0 0 0 0.00 187.73 N/A N/A 0 0 0 0 2024-06-17 $50.72 $0.00 21.8% 6.3% 7.9% 17.8% 0.0% 3.4% -5.2% 0 0 0 0.00 186.27 N/A N/A 0 0 0 0 2024-06-18 $50.72 $0.00 23.2% 6.7% 7.8% 20.4% 0.0% 1.8% -6.2% 0 0 0 0.00 188.34 N/A N/A 0 0 0 0 2024-06-20 $50.68 $0.00 23.2% 6.6% 7.7% 20.3% 0.0% 3.1% -4.3% 0 0 0 0.00 187.44 N/A N/A 0 0 0 0 2024-06-21 $50.75 $0.00 24.4% 7.0% 7.7% 22.7% 0.0% 6.8% -4.4% 0 0 0 0.00 189.06 N/A N/A 0 0 0 0 2024-06-24 $50.86 $0.00 25.1% 7.2% 6.9% 24.0% 0.0% 1.6% -5.5% 0 0 0 0.00 188.25 N/A N/A 0 0 0 0 2024-06-25 $50.91 $0.00 25.4% 7.3% 6.6% 24.5% 0.0% 7.3% -5.5% 0 0 0 0.00 188.44 N/A N/A 0 0 0 0 2024-06-26 $50.76 $0.00 26.0% 7.4% 6.7% 25.6% 0.0% 1.4% -6.0% 0 0 0 0.00 188.32 N/A N/A 0 0 0 0 2024-06-27 $50.98 $0.00 25.8% 7.4% 6.2% 25.2% 0.0% 1.0% -5.9% 0 0 0 0.00 188.27 N/A N/A 0 0 0 0 2024-06-28 $51.06 $0.00 25.8% 7.4% 5.7% 25.4% 0.0% 0.9% -5.0% 0 0 0 0.00 186.94 N/A N/A 0 0 0 0
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