SECT Options History — December 2024 In December 2024, SECT traded between $54.92 and $57.81. ATM implied volatility averaged 25.1%, placing in the 21.2% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 8.6% (HV 20d: 16.5%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2024-12-11 : Largest IV drop — 39.6% change2024-12-10 : Highest IV Rank — 32.9%2024-12-31 : Largest Expected Move — 8.6%Monthly Statistics Metric Avg Min Max Open Close Price $56.64 $54.92 $57.81 $57.12 $54.92 ATM IV 25.1% 18.8% 31.2% 24.9% 29.8% Expected Move 6.7% 5.3% 8.6% 7.1% 8.6% HV 20d 16.5% 11.6% 19.5% 17.1% 19.0% HV 60d 15.5% 14.4% 16.9% 14.6% 16.8% IV Rank 21.2% 9.1% 32.9% 20.8% 30.3% IV Percentile 47.6% 6.0% 81.0% 46.8% 77.0% Term Structure -5.1% -8.3% -3.2% -6.8% -8.3% Skew 25d 4.0% 0.1% 8.0% 2.5% 3.5% Skew 10d 4.3% -3.1% 11.8% 8.8% -3.1% Call IV 25d 17.9% 9.1% 22.7% 18.6% 22.5% Put IV 25d 21.9% 16.4% 26.9% 21.2% 26.0% Bid-Ask Spread % 172.25 152.95 179.71 154.65 174.04 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 (21 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 2024-12-02 $57.12 $0.00 24.9% 7.1% 17.1% 20.8% 0.0% 2.5% -6.8% 0 0 0 0.00 154.65 N/A N/A 0 0 0 0 2024-12-03 $57.05 $0.00 26.5% 7.6% 17.2% 23.8% 0.0% 0.8% -7.7% 0 0 0 0.00 156.12 N/A N/A 0 0 0 0 2024-12-04 $57.80 $0.00 25.6% 7.3% 17.3% 22.0% 0.0% 1.7% -7.6% 0 0 0 0.00 152.95 N/A N/A 0 0 0 0 2024-12-05 $57.38 $0.00 26.9% 5.8% 14.4% 24.6% 0.0% 3.8% -4.3% 0 0 0 0.00 179.39 N/A N/A 0 0 0 0 2024-12-06 $57.76 $0.00 26.2% 5.3% 13.8% 23.3% 0.0% 8.0% -3.3% 0 0 0 0.00 178.61 N/A N/A 0 0 0 0 2024-12-09 $57.23 $0.00 28.0% 5.4% 14.3% 26.8% 0.0% 2.4% -3.8% 0 0 0 0.00 175.23 N/A N/A 0 0 0 0 2024-12-10 $56.89 $0.00 31.2% 5.6% 14.4% 32.9% 0.0% 2.8% -3.3% 0 0 0 0.00 176.62 N/A N/A 0 0 0 0 2024-12-11 $57.76 $0.00 18.8% 5.4% 15.3% 9.1% 0.0% 1.8% -3.2% 0 0 0 0.00 177.41 N/A N/A 0 0 0 0 2024-12-12 $57.33 $0.00 20.0% 5.7% 15.6% 11.3% 0.0% 3.0% -4.3% 0 0 0 0.00 178.64 N/A N/A 0 0 0 0 2024-12-13 $57.30 $0.00 20.6% 5.9% 14.8% 12.6% 0.0% 4.9% -4.3% 0 0 0 0.00 179.71 N/A N/A 0 0 0 0 2024-12-16 $57.81 $0.00 22.3% 6.4% 11.6% 15.7% 0.0% 4.9% -4.1% 0 0 0 0.00 178.50 N/A N/A 0 0 0 0 2024-12-17 $57.30 $0.00 22.9% 6.6% 12.2% 16.9% 0.0% 4.6% -4.5% 0 0 0 0.00 177.10 N/A N/A 0 0 0 0 2024-12-18 $55.20 $0.00 23.6% 6.8% 18.5% 18.3% 0.0% 0.1% -4.4% 0 0 0 0.00 168.22 N/A N/A 0 0 0 0 2024-12-19 $55.08 $0.00 26.3% 7.5% 18.5% 23.4% 0.0% 5.0% -5.4% 0 0 0 0.00 171.50 N/A N/A 0 0 0 0 2024-12-20 $55.59 $0.00 23.9% 6.8% 18.4% 18.8% 0.0% 6.0% -3.3% 0 0 0 0.00 165.60 N/A N/A 0 0 0 0 2024-12-23 $55.90 $0.00 25.9% 7.4% 18.5% 22.7% 0.0% 6.3% -5.3% 0 0 0 0.00 173.72 N/A N/A 0 0 0 0 2024-12-24 $56.34 $0.00 24.9% 7.1% 18.5% 20.7% 0.0% 6.1% -5.1% 0 0 0 0.00 176.49 N/A N/A 0 0 0 0 2024-12-26 $56.62 $0.00 24.2% 6.9% 18.6% 19.5% 0.0% 5.0% -4.6% 0 0 0 0.00 176.03 N/A N/A 0 0 0 0 2024-12-27 $55.68 $0.00 25.9% 7.4% 19.5% 22.8% 0.0% 4.2% -6.0% 0 0 0 0.00 173.85 N/A N/A 0 0 0 0 2024-12-30 $55.35 $0.00 29.1% 8.3% 19.2% 28.8% 0.0% 5.6% -7.6% 0 0 0 0.00 172.88 N/A N/A 0 0 0 0 2024-12-31 $54.92 $0.00 29.8% 8.6% 19.0% 30.3% 0.0% 3.5% -8.3% 0 0 0 0.00 174.04 N/A N/A 0 0 0 0
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