SECT Options History — March 2025

In March 2025, SECT traded between $50.64 and $54.07. ATM implied volatility averaged 31.0%, placing in the 26.2% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 9.2% (HV 20d: 21.8%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.

Notable Days

  • 2025-03-11: Largest IV drop — 30.3% change
  • 2025-03-10: Highest IV Rank — 50.3%
  • 2025-03-14: Largest Expected Move — 13.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.29$50.64$54.07$53.55$51.05
ATM IV31.0%26.6%42.6%30.1%33.6%
Expected Move8.9%6.0%13.6%8.6%7.4%
HV 20d21.8%15.5%26.1%15.5%25.7%
HV 60d19.1%17.5%20.2%17.6%20.2%
IV Rank26.2%16.3%50.3%27.3%31.1%
IV Percentile73.3%54.4%94.4%74.2%83.7%
Term Structure-5.7%-9.9%-1.0%-6.2%-6.0%
Skew 25d5.3%1.4%10.1%3.4%10.1%
Skew 10d1.6%-3.9%5.9%3.5%1.1%
Call IV 25d24.5%18.0%35.0%35.0%24.4%
Put IV 25d29.8%25.0%38.4%38.4%34.5%
Bid-Ask Spread %160.73148.46179.69151.49162.47
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$53.55$0.0030.1%8.6%15.5%27.3%0.0%3.4%-6.2%0000.00151.49N/AN/A0000
2025-03-04$53.66$0.0031.3%9.0%15.6%29.7%0.0%7.6%-6.7%0000.00148.46N/AN/A0000
2025-03-05$54.07$0.0033.1%9.5%15.5%33.4%0.0%8.8%-1.0%0000.00151.90N/AN/A0000
2025-03-06$52.69$0.0035.4%10.1%17.3%35.0%0.0%3.5%-5.1%0000.00152.39N/AN/A0000
2025-03-07$53.04$0.0036.0%10.3%17.6%36.2%0.0%8.5%-1.2%0000.00150.92N/AN/A0000
2025-03-10$51.28$0.0042.6%12.2%20.5%50.3%0.0%3.7%-8.0%0000.00148.55N/AN/A0000
2025-03-11$51.34$0.0029.7%12.7%20.1%22.9%0.0%7.6%-3.1%0000.00152.66N/AN/A0000
2025-03-12$51.53$0.0029.4%13.1%20.4%22.2%0.0%6.4%-5.6%0000.00155.48N/AN/A0000
2025-03-13$50.64$0.0029.5%13.6%20.8%22.6%0.0%3.4%-5.9%0000.00154.84N/AN/A0000
2025-03-14$51.76$0.0028.2%13.6%22.2%19.7%0.0%3.3%-4.4%0000.00158.77N/AN/A0000
2025-03-17$52.58$0.0028.6%6.0%23.3%20.5%0.0%3.7%-7.6%0000.00156.97N/AN/A0000
2025-03-18$51.73$0.0028.9%6.3%23.5%21.3%0.0%3.7%-9.9%0000.00151.30N/AN/A0000
2025-03-19$52.53$0.0026.6%6.2%24.5%16.3%0.0%7.4%-3.9%0000.00149.16N/AN/A0000
2025-03-20$52.20$0.0028.3%6.8%24.5%20.0%0.0%5.2%-4.2%0000.00175.71N/AN/A0000
2025-03-21$52.03$0.0028.9%6.7%23.8%21.2%0.0%7.3%-4.8%0000.00178.79N/AN/A0000
2025-03-24$53.25$0.0029.5%6.7%25.6%22.5%0.0%2.5%-6.4%0000.00175.98N/AN/A0000
2025-03-25$53.34$0.0030.0%6.8%25.3%23.5%0.0%6.8%-6.1%0000.00179.69N/AN/A0000
2025-03-26$52.51$0.0028.7%6.5%25.6%20.9%0.0%2.0%-6.0%0000.00174.38N/AN/A0000
2025-03-27$52.34$0.0030.7%7.1%24.6%25.1%0.0%5.8%-7.1%0000.00176.23N/AN/A0000
2025-03-28$50.91$0.0031.8%7.2%26.1%27.4%0.0%1.4%-9.6%0000.00169.09N/AN/A0000
2025-03-31$51.05$0.0033.6%7.4%25.7%31.1%0.0%10.1%-6.0%0000.00162.47N/AN/A0000