SECT Options History — October 2024 In October 2024, SECT traded between $53.11 and $55.07. ATM implied volatility averaged 27.2%, placing in the 25.3% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 14.2% (HV 20d: 13.0%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2024-10-09 : Largest IV drop — 33.4% change2024-10-08 : Highest IV Rank — 38.2%2024-10-31 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $54.06 $53.11 $55.07 $53.11 $53.44 ATM IV 27.2% 22.7% 34.0% 29.0% 32.9% Expected Move 7.3% 6.2% 9.4% 8.3% 9.4% HV 20d 13.0% 12.2% 14.3% 14.2% 14.3% HV 60d 19.1% 16.1% 19.9% 19.6% 16.3% IV Rank 25.3% 16.5% 38.2% 28.6% 36.2% IV Percentile 61.3% 29.0% 86.5% 75.4% 86.1% Term Structure -6.1% -12.1% -3.5% -6.1% -12.1% Skew 25d 7.5% 2.9% 13.5% 4.1% 4.2% Skew 10d 12.3% 0.2% 17.0% 15.9% 0.2% Call IV 25d 16.5% 9.5% 24.1% 22.2% 24.1% Put IV 25d 24.0% 20.8% 28.6% 26.3% 28.3% Bid-Ask Spread % 179.68 171.22 182.78 172.30 178.34 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 (23 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 2024-10-01 $53.11 $0.00 29.0% 8.3% 14.2% 28.6% 0.0% 4.1% -6.1% 0 0 0 0.00 172.30 N/A N/A 0 0 0 0 2024-10-02 $53.35 $0.00 29.2% 8.4% 14.2% 29.0% 0.0% 4.5% -6.2% 0 0 0 0.00 171.22 N/A N/A 0 0 0 0 2024-10-03 $53.11 $0.00 30.6% 6.5% 14.2% 31.6% 0.0% 7.6% -4.0% 0 0 0 0.00 182.13 N/A N/A 0 0 0 0 2024-10-04 $53.77 $0.00 29.6% 6.2% 12.4% 29.9% 0.0% 12.3% -3.5% 0 0 0 0.00 181.73 N/A N/A 0 0 0 0 2024-10-07 $53.30 $0.00 33.9% 6.8% 13.1% 38.0% 0.0% 8.7% -4.2% 0 0 0 0.00 181.43 N/A N/A 0 0 0 0 2024-10-08 $53.97 $0.00 34.0% 6.4% 13.5% 38.2% 0.0% 12.4% -3.5% 0 0 0 0.00 181.66 N/A N/A 0 0 0 0 2024-10-09 $54.24 $0.00 22.7% 6.5% 12.8% 16.5% 0.0% 13.3% -3.8% 0 0 0 0.00 181.68 N/A N/A 0 0 0 0 2024-10-10 $54.07 $0.00 23.1% 6.6% 12.4% 17.2% 0.0% 13.1% -4.1% 0 0 0 0.00 182.02 N/A N/A 0 0 0 0 2024-10-11 $54.59 $0.00 22.9% 6.6% 12.5% 16.8% 0.0% 13.5% -3.9% 0 0 0 0.00 182.78 N/A N/A 0 0 0 0 2024-10-14 $55.07 $0.00 23.2% 6.7% 12.7% 17.6% 0.0% 4.2% -4.5% 0 0 0 0.00 180.76 N/A N/A 0 0 0 0 2024-10-15 $54.19 $0.00 22.8% 6.5% 14.3% 16.7% 0.0% 3.8% -5.1% 0 0 0 0.00 174.71 N/A N/A 0 0 0 0 2024-10-16 $54.32 $0.00 24.7% 7.1% 14.3% 20.4% 0.0% 8.6% -5.4% 0 0 0 0.00 180.80 N/A N/A 0 0 0 0 2024-10-17 $54.43 $0.00 25.5% 7.3% 12.3% 21.9% 0.0% 7.8% -6.4% 0 0 0 0.00 180.28 N/A N/A 0 0 0 0 2024-10-18 $54.56 $0.00 23.7% 6.8% 12.2% 18.4% 0.0% 8.8% -5.3% 0 0 0 0.00 182.39 N/A N/A 0 0 0 0 2024-10-21 $54.32 $0.00 24.9% 7.1% 12.3% 20.7% 0.0% 5.3% -6.1% 0 0 0 0.00 179.37 N/A N/A 0 0 0 0 2024-10-22 $54.33 $0.00 26.1% 7.5% 12.2% 23.0% 0.0% 5.9% -6.5% 0 0 0 0.00 180.87 N/A N/A 0 0 0 0 2024-10-23 $53.65 $0.00 25.2% 7.2% 13.0% 21.4% 0.0% 4.4% -6.2% 0 0 0 0.00 176.97 N/A N/A 0 0 0 0 2024-10-24 $53.95 $0.00 26.7% 7.7% 12.6% 24.2% 0.0% 5.6% -6.3% 0 0 0 0.00 181.29 N/A N/A 0 0 0 0 2024-10-25 $54.15 $0.00 27.7% 7.9% 12.6% 26.2% 0.0% 2.9% -8.5% 0 0 0 0.00 179.50 N/A N/A 0 0 0 0 2024-10-28 $54.34 $0.00 30.3% 8.7% 12.6% 31.2% 0.0% 4.7% -9.9% 0 0 0 0.00 181.50 N/A N/A 0 0 0 0 2024-10-29 $54.78 $0.00 27.4% 7.9% 12.4% 25.7% 0.0% 11.1% -7.0% 0 0 0 0.00 178.43 N/A N/A 0 0 0 0 2024-10-30 $54.44 $0.00 30.5% 8.7% 12.6% 31.5% 0.0% 4.8% -11.1% 0 0 0 0.00 180.53 N/A N/A 0 0 0 0 2024-10-31 $53.44 $0.00 32.9% 9.4% 14.3% 36.2% 0.0% 4.2% -12.1% 0 0 0 0.00 178.34 N/A N/A 0 0 0 0
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