SECT Options History — September 2024 In September 2024, SECT traded between $49.87 and $53.84. ATM implied volatility averaged 26.9%, placing in the 24.5% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 7.8% (HV 20d: 19.1%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-09-11 : Largest IV drop — 37.8% change2024-09-09 : Highest IV Rank — 44.7%2024-09-26 : Largest Expected Move — 9.8%Monthly Statistics Metric Avg Min Max Open Close Price $52.22 $49.87 $53.84 $51.05 $53.56 ATM IV 26.9% 21.3% 37.4% 28.4% 27.0% Expected Move 7.1% 6.1% 9.8% 8.2% 7.7% HV 20d 19.1% 17.8% 22.1% 22.1% 18.3% HV 60d 18.8% 18.0% 19.5% 18.0% 19.5% IV Rank 24.5% 13.8% 44.7% 27.6% 24.7% IV Percentile 56.5% 21.4% 91.3% 73.8% 67.5% Term Structure -5.1% -8.6% -2.5% -8.6% -6.7% Skew 25d 4.9% -3.6% 15.1% -3.6% 15.1% Skew 10d 8.1% -5.0% 30.2% 1.1% 30.2% Call IV 25d 19.9% 13.1% 27.4% 27.4% 19.7% Put IV 25d 24.8% 20.3% 34.8% 23.8% 34.8% Bid-Ask Spread % 171.72 142.50 184.45 142.50 172.15 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 (20 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 2024-09-03 $51.05 $0.00 28.4% 8.2% 22.1% 27.6% 0.0% -3.6% -8.6% 0 0 0 0.00 142.50 N/A N/A 0 0 0 0 2024-09-04 $51.02 $0.00 30.5% 8.7% 21.0% 31.5% 0.0% 2.6% -8.5% 0 0 0 0.00 147.57 N/A N/A 0 0 0 0 2024-09-05 $50.78 $0.00 31.9% 6.4% 20.4% 34.1% 0.0% 2.2% -3.8% 0 0 0 0.00 179.03 N/A N/A 0 0 0 0 2024-09-06 $49.87 $0.00 32.0% 6.4% 19.8% 34.4% 0.0% 0.5% -5.2% 0 0 0 0.00 171.05 N/A N/A 0 0 0 0 2024-09-09 $50.24 $0.00 37.4% 7.0% 19.9% 44.7% 0.0% 6.4% -5.4% 0 0 0 0.00 176.03 N/A N/A 0 0 0 0 2024-09-10 $50.57 $0.00 34.2% 6.6% 20.0% 38.6% 0.0% 7.6% -3.2% 0 0 0 0.00 175.91 N/A N/A 0 0 0 0 2024-09-11 $51.34 $0.00 21.3% 6.1% 19.4% 13.8% 0.0% 2.3% -3.6% 0 0 0 0.00 167.57 N/A N/A 0 0 0 0 2024-09-12 $51.95 $0.00 21.9% 6.3% 19.8% 15.0% 0.0% 2.6% -3.7% 0 0 0 0.00 174.66 N/A N/A 0 0 0 0 2024-09-13 $52.41 $0.00 23.4% 6.7% 18.2% 17.9% 0.0% 7.8% -5.6% 0 0 0 0.00 178.59 N/A N/A 0 0 0 0 2024-09-16 $52.45 $0.00 23.8% 6.8% 18.2% 18.7% 0.0% 5.8% -4.7% 0 0 0 0.00 178.50 N/A N/A 0 0 0 0 2024-09-17 $52.43 $0.00 23.4% 6.7% 17.8% 17.9% 0.0% 5.4% -6.2% 0 0 0 0.00 175.53 N/A N/A 0 0 0 0 2024-09-18 $52.42 $0.00 22.9% 6.6% 17.8% 17.0% 0.0% 3.7% -5.7% 0 0 0 0.00 173.17 N/A N/A 0 0 0 0 2024-09-19 $53.54 $0.00 22.1% 6.3% 19.3% 15.4% 0.0% 3.7% -2.5% 0 0 0 0.00 172.07 N/A N/A 0 0 0 0 2024-09-20 $53.30 $0.00 23.4% 6.7% 18.6% 17.8% 0.0% 3.9% -3.2% 0 0 0 0.00 172.39 N/A N/A 0 0 0 0 2024-09-23 $53.24 $0.00 24.9% 7.2% 18.1% 20.9% 0.0% 3.0% -3.6% 0 0 0 0.00 174.04 N/A N/A 0 0 0 0 2024-09-24 $53.50 $0.00 24.2% 6.9% 18.1% 19.4% 0.0% 4.7% -3.7% 0 0 0 0.00 172.16 N/A N/A 0 0 0 0 2024-09-25 $53.27 $0.00 25.1% 7.2% 18.2% 21.1% 0.0% 1.8% -5.7% 0 0 0 0.00 173.20 N/A N/A 0 0 0 0 2024-09-26 $53.84 $0.00 34.1% 9.8% 18.2% 38.4% 0.0% 14.8% -7.6% 0 0 0 0.00 184.45 N/A N/A 0 0 0 0 2024-09-27 $53.70 $0.00 25.4% 7.3% 18.3% 21.8% 0.0% 8.5% -4.6% 0 0 0 0.00 173.79 N/A N/A 0 0 0 0 2024-09-30 $53.56 $0.00 27.0% 7.7% 18.3% 24.7% 0.0% 15.1% -6.7% 0 0 0 0.00 172.15 N/A N/A 0 0 0 0
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