SECT Options History — July 2024 In July 2024, SECT traded between $50.98 and $52.98. ATM implied volatility averaged 26.5%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 19.0% (HV 20d: 7.5%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-07-10 : Largest IV drop — 42.9% change2024-07-09 : Highest IV Rank — 45.0%2024-07-30 : Largest Expected Move — 8.5%Monthly Statistics Metric Avg Min Max Open Close Price $51.87 $50.98 $52.98 $50.98 $52.70 ATM IV 26.5% 20.7% 36.2% 28.2% 29.4% Expected Move 7.1% 5.9% 8.5% 8.1% 8.4% HV 20d 7.5% 4.5% 12.9% 5.8% 12.9% HV 60d 9.5% 8.7% 10.6% 10.6% 9.4% IV Rank 25.6% 15.5% 45.0% 29.9% 30.0% IV Percentile 60.5% 25.0% 92.9% 77.0% 81.0% Term Structure -6.0% -9.9% -3.0% -8.3% -9.9% Skew 25d 5.2% 0.6% 11.8% 5.8% 11.8% Skew 10d 10.6% 0.8% 32.5% 16.4% 32.5% Call IV 25d 16.9% 7.7% 37.0% 17.3% 24.8% Put IV 25d 22.1% 17.8% 37.7% 23.1% 36.6% Bid-Ask Spread % 183.68 177.21 190.69 187.94 178.66 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 2024-07-01 $50.98 $0.00 28.2% 8.1% 5.8% 29.9% 0.0% 5.8% -8.3% 0 0 0 0.00 187.94 N/A N/A 0 0 0 0 2024-07-02 $51.11 $0.00 28.4% 8.1% 5.8% 30.2% 0.0% 1.2% -8.0% 0 0 0 0.00 187.64 N/A N/A 0 0 0 0 2024-07-03 $51.20 $0.00 29.1% 8.3% 5.8% 31.6% 0.0% 0.7% -7.9% 0 0 0 0.00 187.96 N/A N/A 0 0 0 0 2024-07-05 $51.28 $0.00 31.8% 6.1% 4.8% 36.8% 0.0% 8.2% -3.1% 0 0 0 0.00 190.45 N/A N/A 0 0 0 0 2024-07-08 $51.33 $0.00 35.5% 6.4% 4.8% 43.8% 0.0% 10.8% -4.9% 0 0 0 0.00 190.35 N/A N/A 0 0 0 0 2024-07-09 $51.28 $0.00 36.2% 6.2% 4.5% 45.0% 0.0% 8.3% -3.0% 0 0 0 0.00 190.69 N/A N/A 0 0 0 0 2024-07-10 $51.59 $0.00 20.7% 5.9% 4.9% 15.5% 0.0% 10.8% -3.7% 0 0 0 0.00 189.21 N/A N/A 0 0 0 0 2024-07-11 $51.96 $0.00 20.9% 6.0% 5.3% 16.0% 0.0% 6.4% -3.4% 0 0 0 0.00 186.13 N/A N/A 0 0 0 0 2024-07-12 $52.18 $0.00 20.9% 6.0% 4.9% 16.0% 0.0% 6.8% -3.5% 0 0 0 0.00 184.56 N/A N/A 0 0 0 0 2024-07-15 $52.39 $0.00 22.0% 6.3% 4.9% 18.0% 0.0% 10.1% -4.6% 0 0 0 0.00 183.82 N/A N/A 0 0 0 0 2024-07-16 $52.98 $0.00 21.3% 6.1% 5.3% 16.7% 0.0% 10.4% -4.2% 0 0 0 0.00 182.16 N/A N/A 0 0 0 0 2024-07-17 $52.38 $0.00 22.5% 6.4% 7.1% 19.0% 0.0% 1.9% -5.4% 0 0 0 0.00 180.05 N/A N/A 0 0 0 0 2024-07-18 $52.02 $0.00 23.3% 6.7% 7.7% 20.5% 0.0% 1.0% -5.2% 0 0 0 0.00 179.14 N/A N/A 0 0 0 0 2024-07-19 $51.77 $0.00 24.2% 6.9% 8.0% 19.8% 0.0% 3.2% -4.8% 0 0 0 0.00 181.39 N/A N/A 0 0 0 0 2024-07-22 $52.33 $0.00 24.4% 7.0% 8.7% 20.3% 0.0% 3.6% -6.1% 0 0 0 0.00 179.84 N/A N/A 0 0 0 0 2024-07-23 $52.38 $0.00 25.4% 7.3% 8.7% 22.2% 0.0% 2.8% -5.9% 0 0 0 0.00 181.91 N/A N/A 0 0 0 0 2024-07-24 $51.55 $0.00 25.5% 7.3% 10.7% 22.4% 0.0% 0.6% -7.2% 0 0 0 0.00 179.49 N/A N/A 0 0 0 0 2024-07-25 $51.70 $0.00 25.8% 7.4% 10.6% 23.0% 0.0% 2.5% -7.0% 0 0 0 0.00 177.21 N/A N/A 0 0 0 0 2024-07-26 $52.17 $0.00 27.5% 7.9% 10.9% 26.4% 0.0% 3.0% -7.7% 0 0 0 0.00 181.70 N/A N/A 0 0 0 0 2024-07-29 $52.07 $0.00 29.3% 8.4% 11.0% 29.8% 0.0% 2.4% -8.6% 0 0 0 0.00 180.13 N/A N/A 0 0 0 0 2024-07-30 $51.73 $0.00 29.6% 8.5% 11.3% 30.5% 0.0% 1.7% -9.7% 0 0 0 0.00 180.54 N/A N/A 0 0 0 0 2024-07-31 $52.70 $0.00 29.4% 8.4% 12.9% 30.0% 0.0% 11.8% -9.9% 0 0 0 0.00 178.66 N/A N/A 0 0 0 0
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