SECT Options History — August 2024 In August 2024, SECT traded between $48.53 and $53.18. ATM implied volatility averaged 33.9%, placing in the 38.1% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 9.5% (HV 20d: 24.4%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-08-14 : Largest IV drop — 63.8% change2024-08-06 : Highest IV Rank — 100.0%2024-08-02 : Largest Expected Move — 9.9%Monthly Statistics Metric Avg Min Max Open Close Price $51.56 $48.53 $53.18 $51.31 $52.70 ATM IV 33.9% 21.1% 66.2% 25.3% 24.9% Expected Move 7.2% 6.0% 9.9% 7.2% 7.1% HV 20d 24.4% 16.4% 26.7% 16.4% 21.7% HV 60d 15.5% 10.8% 16.8% 10.8% 16.7% IV Rank 38.1% 13.5% 100.0% 21.9% 20.8% IV Percentile 60.2% 20.6% 100.0% 54.8% 50.0% Term Structure -6.5% -15.9% 4.9% -10.2% -6.5% Skew 25d 3.2% -6.1% 9.1% -6.1% 3.1% Skew 10d 4.1% -3.4% 12.6% 5.8% 7.2% Call IV 25d 20.1% 15.8% 41.1% 29.2% 18.9% Put IV 25d 23.3% 14.5% 41.8% 23.1% 22.1% Bid-Ask Spread % 148.23 138.37 175.50 168.71 143.14 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 2024-08-01 $51.31 $0.00 25.3% 7.2% 16.4% 21.9% 0.0% -6.1% -10.2% 0 0 0 0.00 168.71 N/A N/A 0 0 0 0 2024-08-02 $50.02 $0.00 34.5% 9.9% 18.7% 40.1% 0.0% 0.7% -12.3% 0 0 0 0.00 175.50 N/A N/A 0 0 0 0 2024-08-05 $48.53 $0.00 55.5% 9.5% 21.3% 81.2% 0.0% 8.7% -15.2% 0 0 0 0.00 158.76 N/A N/A 0 0 0 0 2024-08-06 $49.53 $0.00 66.2% 9.9% 22.8% 100.0% 0.0% 8.5% -15.9% 0 0 0 0.00 153.53 N/A N/A 0 0 0 0 2024-08-07 $48.85 $0.00 38.3% 6.7% 23.0% 46.5% 0.0% 1.9% -6.7% 0 0 0 0.00 142.54 N/A N/A 0 0 0 0 2024-08-08 $50.05 $0.00 55.4% 8.7% 24.7% 79.4% 0.0% 9.1% -9.9% 0 0 0 0.00 153.57 N/A N/A 0 0 0 0 2024-08-09 $50.27 $0.00 45.0% 6.7% 24.8% 59.4% 0.0% 7.2% -5.7% 0 0 0 0.00 148.31 N/A N/A 0 0 0 0 2024-08-12 $50.18 $0.00 59.6% 7.0% 24.7% 87.4% 0.0% 5.4% -6.2% 0 0 0 0.00 148.94 N/A N/A 0 0 0 0 2024-08-13 $51.22 $0.00 62.7% 6.5% 25.5% 93.3% 0.0% 7.1% -5.6% 0 0 0 0.00 147.14 N/A N/A 0 0 0 0 2024-08-14 $51.18 $0.00 22.7% 6.5% 25.3% 16.5% 0.0% 4.7% -6.3% 0 0 0 0.00 147.78 N/A N/A 0 0 0 0 2024-08-15 $52.41 $0.00 21.1% 6.0% 26.7% 13.5% 0.0% 4.1% 4.9% 0 0 0 0.00 146.61 N/A N/A 0 0 0 0 2024-08-16 $52.45 $0.00 22.0% 6.3% 26.6% 15.1% 0.0% 3.3% -2.0% 0 0 0 0.00 147.45 N/A N/A 0 0 0 0 2024-08-19 $52.98 $0.00 21.9% 6.3% 26.5% 15.1% 0.0% 3.5% -3.5% 0 0 0 0.00 142.68 N/A N/A 0 0 0 0 2024-08-20 $52.93 $0.00 22.1% 6.3% 26.6% 15.4% 0.0% 2.9% -4.0% 0 0 0 0.00 144.82 N/A N/A 0 0 0 0 2024-08-21 $53.18 $0.00 23.2% 6.7% 25.9% 17.5% 0.0% -2.7% -4.6% 0 0 0 0.00 142.34 N/A N/A 0 0 0 0 2024-08-22 $52.44 $0.00 22.9% 6.6% 26.4% 16.9% 0.0% 0.2% -5.8% 0 0 0 0.00 138.37 N/A N/A 0 0 0 0 2024-08-23 $53.11 $0.00 23.4% 6.7% 26.6% 17.9% 0.0% 3.8% -4.9% 0 0 0 0.00 140.68 N/A N/A 0 0 0 0 2024-08-26 $52.92 $0.00 24.6% 7.1% 26.6% 20.2% 0.0% 0.9% -6.2% 0 0 0 0.00 141.92 N/A N/A 0 0 0 0 2024-08-27 $52.98 $0.00 24.9% 7.1% 26.5% 20.8% 0.0% 3.4% -5.7% 0 0 0 0.00 142.64 N/A N/A 0 0 0 0 2024-08-28 $52.53 $0.00 24.5% 7.0% 25.9% 20.1% 0.0% 3.0% -5.6% 0 0 0 0.00 144.94 N/A N/A 0 0 0 0 2024-08-29 $52.52 $0.00 24.6% 7.1% 23.9% 20.2% 0.0% -2.6% -6.2% 0 0 0 0.00 140.77 N/A N/A 0 0 0 0 2024-08-30 $52.70 $0.00 24.9% 7.1% 21.7% 20.8% 0.0% 3.1% -6.5% 0 0 0 0.00 143.14 N/A N/A 0 0 0 0
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