SECT Options History — November 2024 In November 2024, SECT traded between $53.69 and $56.93. ATM implied volatility averaged 28.5%, placing in the 27.8% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 11.5% (HV 20d: 17.1%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-11-13 : Largest IV drop — 62.4% change2024-11-12 : Highest IV Rank — 75.3%2024-11-01 : Largest Expected Move — 9.6%Monthly Statistics Metric Avg Min Max Open Close Price $55.74 $53.69 $56.93 $53.73 $56.68 ATM IV 28.5% 19.6% 53.3% 33.5% 23.5% Expected Move 6.3% 5.5% 9.6% 9.6% 6.8% HV 20d 17.1% 13.2% 19.0% 13.7% 17.1% HV 60d 16.0% 15.0% 16.6% 15.7% 15.1% IV Rank 27.8% 10.6% 75.3% 37.2% 18.2% IV Percentile 49.1% 8.7% 96.8% 86.5% 36.5% Term Structure -5.1% -12.8% -1.5% -12.8% -5.6% Skew 25d 3.7% 0.9% 9.6% 4.4% 3.5% Skew 10d 5.1% 1.3% 12.3% 2.4% 5.6% Call IV 25d 16.5% 11.8% 25.1% 25.1% 18.6% Put IV 25d 20.2% 17.3% 29.5% 29.5% 22.1% Bid-Ask Spread % 156.14 152.64 182.16 182.16 155.45 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 2024-11-01 $53.73 $0.00 33.5% 9.6% 13.7% 37.2% 0.0% 4.4% -12.8% 0 0 0 0.00 182.16 N/A N/A 0 0 0 0 2024-11-04 $53.69 $0.00 36.8% 6.3% 13.4% 43.6% 0.0% 6.4% -5.8% 0 0 0 0.00 157.46 N/A N/A 0 0 0 0 2024-11-05 $54.30 $0.00 37.7% 6.1% 13.2% 45.3% 0.0% 9.6% -5.1% 0 0 0 0.00 157.35 N/A N/A 0 0 0 0 2024-11-06 $55.96 $0.00 28.1% 5.6% 16.9% 27.0% 0.0% 3.9% -4.8% 0 0 0 0.00 155.39 N/A N/A 0 0 0 0 2024-11-07 $56.71 $0.00 33.4% 5.5% 17.3% 37.1% 0.0% 4.6% -4.4% 0 0 0 0.00 152.80 N/A N/A 0 0 0 0 2024-11-08 $56.79 $0.00 36.9% 5.5% 17.1% 43.8% 0.0% 3.3% -4.7% 0 0 0 0.00 154.71 N/A N/A 0 0 0 0 2024-11-11 $56.93 $0.00 48.3% 5.7% 16.9% 65.6% 0.0% 3.9% -5.1% 0 0 0 0.00 153.93 N/A N/A 0 0 0 0 2024-11-12 $56.66 $0.00 53.3% 5.6% 15.8% 75.3% 0.0% 2.7% -5.1% 0 0 0 0.00 152.64 N/A N/A 0 0 0 0 2024-11-13 $56.59 $0.00 20.1% 5.8% 15.8% 11.5% 0.0% 2.4% -5.8% 0 0 0 0.00 154.63 N/A N/A 0 0 0 0 2024-11-14 $55.91 $0.00 19.6% 5.6% 16.6% 10.6% 0.0% 1.3% -3.6% 0 0 0 0.00 153.15 N/A N/A 0 0 0 0 2024-11-15 $54.57 $0.00 20.1% 5.8% 18.9% 11.5% 0.0% 0.9% -3.2% 0 0 0 0.00 153.10 N/A N/A 0 0 0 0 2024-11-18 $54.92 $0.00 21.5% 6.2% 18.9% 14.3% 0.0% 3.7% -3.4% 0 0 0 0.00 156.59 N/A N/A 0 0 0 0 2024-11-19 $55.20 $0.00 21.6% 6.2% 19.0% 14.4% 0.0% 4.3% -1.5% 0 0 0 0.00 155.09 N/A N/A 0 0 0 0 2024-11-20 $55.27 $0.00 22.3% 6.4% 18.3% 15.8% 0.0% 4.8% -3.6% 0 0 0 0.00 155.55 N/A N/A 0 0 0 0 2024-11-21 $55.86 $0.00 21.6% 6.2% 18.6% 14.5% 0.0% 4.3% -4.1% 0 0 0 0.00 152.76 N/A N/A 0 0 0 0 2024-11-22 $56.03 $0.00 22.4% 6.4% 18.6% 16.0% 0.0% 3.8% -4.8% 0 0 0 0.00 156.07 N/A N/A 0 0 0 0 2024-11-25 $56.48 $0.00 23.3% 6.7% 18.7% 17.7% 0.0% 2.1% -6.7% 0 0 0 0.00 153.80 N/A N/A 0 0 0 0 2024-11-26 $56.43 $0.00 24.0% 6.9% 18.6% 19.1% 0.0% 2.3% -6.8% 0 0 0 0.00 155.85 N/A N/A 0 0 0 0 2024-11-27 $56.16 $0.00 22.9% 6.6% 18.5% 16.9% 0.0% 1.1% -4.8% 0 0 0 0.00 154.40 N/A N/A 0 0 0 0 2024-11-29 $56.68 $0.00 23.5% 6.8% 17.1% 18.2% 0.0% 3.5% -5.6% 0 0 0 0.00 155.45 N/A N/A 0 0 0 0
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