GOVT Options History — June 2018 In June 2018, GOVT traded between $24.41 and $24.65. ATM implied volatility averaged 99.7%, placing in the 57.4% IV rank vs the trailing year. The 30-day expected move averaged 23.5%. IV traded above realized volatility by 95.0% (HV 20d: 4.7%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days.
Notable Days 2018-06-01 : Highest Volume — 5 contracts2018-06-12 : Largest IV spike — 97.1% change2018-06-07 : Highest IV Rank — 100.0%2018-06-01 : Largest Expected Move — 37.4%Monthly Statistics Metric Avg Min Max Open Close Price $24.52 $24.41 $24.65 $24.53 $24.63 ATM IV 99.7% 41.1% 176.1% 130.4% 106.3% Expected Move 23.5% 11.1% 37.4% 37.4% 30.5% HV 20d 4.7% 3.1% 5.2% 4.7% 3.1% HV 60d 3.7% 3.6% 3.8% 3.6% 3.6% IV Rank 57.4% 21.9% 100.0% 82.2% 59.6% IV Percentile 84.7% 56.8% 100.0% 98.2% 90.7% Term Structure -27.9% -63.7% 41.0% -63.7% -38.2% Skew 25d 20.7% 2.0% 80.9% 2.0% 24.3% Skew 10d 20.8% 2.0% 84.4% 2.0% 24.3% Call IV 25d 96.1% 12.6% 155.0% 155.0% 118.2% Put IV 25d 116.8% 93.4% 157.0% 157.0% 142.5% Bid-Ask Spread % 189.38 174.83 196.93 193.06 191.44 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -214 -640 -159 -272 -640 Net DEX 4.9K 3.7K 5.5K 4.9K 3.9K Net VEX -24 -26 -21 -26 -21 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 5 5 5 5 5 Total OI 5 5 5 5 5
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 Vol Put Vol Call OI Put OI 2018-06-01 $24.53 $0.00 130.4% 37.4% 4.7% 82.2% 0.0% 2.0% -63.7% -272 4.9K -26 0.00 193.06 0 5 0 5 2018-06-04 $24.46 $0.00 150.4% 21.1% 4.9% 95.2% 0.0% 14.6% -24.8% -176 5.0K -26 0.00 187.86 0 5 0 5 2018-06-05 $24.51 $0.00 81.9% 11.1% 4.9% 50.8% 0.0% 80.9% 41.0% -183 5.0K -26 0.00 177.81 0 5 0 5 2018-06-06 $24.41 $0.00 136.0% 11.2% 5.1% 85.9% 0.0% 14.2% -30.9% -280 3.7K -23 0.00 191.87 0 5 0 5 2018-06-07 $24.50 $0.00 176.1% 11.2% 5.2% 100.0% 0.0% 15.6% -23.0% -191 5.5K -25 0.00 190.86 0 5 0 5 2018-06-08 $24.48 $0.00 93.4% 22.1% 5.1% 52.1% 0.0% 15.5% -27.1% -191 5.0K -26 0.00 190.72 0 5 0 5 2018-06-11 $24.46 $0.00 41.1% 11.8% 5.2% 21.9% 0.0% 15.7% -28.3% -178 5.0K -25 0.00 191.42 0 5 0 5 2018-06-12 $24.46 $0.00 81.0% 23.2% 5.1% 45.0% 0.0% 15.9% -26.9% -185 5.4K -25 0.00 193.44 0 5 0 5 2018-06-13 $24.43 $0.00 82.1% 23.5% 4.9% 45.6% 0.0% 15.7% -31.0% -184 5.0K -25 0.00 189.43 0 5 0 5 2018-06-14 $24.49 $0.00 83.1% 23.8% 5.0% 46.2% 0.0% 16.8% -31.6% -180 5.0K -25 0.00 187.86 0 5 0 5 2018-06-15 $24.51 $0.00 82.5% 23.7% 4.9% 45.9% 0.0% 17.3% -35.1% -186 5.0K -25 0.00 190.22 0 5 0 5 2018-06-18 $24.50 $0.00 88.1% 25.3% 4.9% 49.1% 0.0% 17.8% -22.7% -175 5.0K -24 0.00 189.81 0 5 0 5 2018-06-19 $24.55 $0.00 87.6% 25.1% 4.9% 48.8% 0.0% 19.0% -25.3% -189 5.0K -24 0.00 192.76 0 5 0 5 2018-06-20 $24.51 $0.00 89.1% 25.6% 5.0% 49.7% 0.0% 18.5% -26.4% -186 5.0K -24 0.00 182.78 0 5 0 5 2018-06-21 $24.55 $0.00 90.6% 26.0% 4.9% 50.5% 0.0% 19.5% -27.3% -183 5.0K -24 0.00 194.59 0 5 0 5 2018-06-22 $24.54 $0.00 92.2% 26.4% 4.9% 51.5% 0.0% 19.7% -28.4% -186 5.0K -24 0.00 187.60 0 5 0 5 2018-06-25 $24.56 $0.00 97.5% 28.0% 4.8% 54.5% 0.0% 21.1% -32.0% -190 5.0K -23 0.00 189.87 0 5 0 5 2018-06-26 $24.58 $0.00 99.5% 28.5% 3.7% 55.7% 0.0% 21.9% -33.4% -190 5.0K -23 0.00 174.83 0 5 0 5 2018-06-27 $24.65 $0.00 101.5% 29.1% 3.7% 56.9% 0.0% 23.7% -34.7% -193 4.9K -23 0.00 196.93 0 5 0 5 2018-06-28 $24.64 $0.00 103.8% 29.8% 3.6% 58.2% 0.0% 23.9% -36.4% -159 4.9K -23 0.00 191.93 0 5 0 5 2018-06-29 $24.63 $0.00 106.3% 30.5% 3.1% 59.6% 0.0% 24.3% -38.2% -640 3.9K -21 0.00 191.44 0 5 0 5
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