GOVT Options History — July 2018 In July 2018, GOVT traded between $24.45 and $24.64. ATM implied volatility averaged 95.8%, placing in the 53.5% IV rank vs the trailing year. The 30-day expected move averaged 24.5%. IV traded above realized volatility by 93.5% (HV 20d: 2.3%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2018-07-24 : Highest Volume — 15 contracts2018-07-30 : Largest IV spike — 522.2% change2018-07-10 : Highest IV Rank — 87.2%2018-07-31 : Largest Expected Move — 34.7%Monthly Statistics Metric Avg Min Max Open Close Price $24.56 $24.45 $24.64 $24.58 $24.48 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 95.8% 14.1% 154.1% 114.9% 121.0% Expected Move 24.5% 4.0% 34.7% 32.9% 34.7% HV 20d 2.3% 2.0% 3.0% 3.0% 2.4% HV 60d 3.5% 3.4% 3.6% 3.6% 3.5% IV Rank 53.5% 6.3% 87.2% 64.6% 68.1% IV Percentile 77.4% 4.0% 99.2% 93.2% 92.9% Term Structure -29.0% -49.4% -2.1% -45.0% -49.4% VWIV 89.0% 22.8% 112.3% 94.7% 112.3% Skew 25d 10.1% -110.7% 26.1% 25.1% 23.6% Skew 10d 11.3% -110.7% 26.1% 25.1% 23.6% Call IV 25d 93.0% 11.1% 133.5% 128.4% 133.5% Put IV 25d 103.1% 8.4% 157.8% 153.5% 157.1% Bid-Ask Spread % 185.74 155.45 196.86 193.18 192.26 Gamma HHI 0.90 0.54 1.00 1.00 0.54 Net GEX -385 -2.5K -187 -191 -593 Net DEX 8.0K 4.8K 20.3K 5.0K 16.8K Net VEX -26 -44 -19 -23 -39 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 7.857 5 15 5 15 Total OI 7.381 5 15 5 15
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 2018-07-02 $24.58 $0.00 114.9% 32.9% 3.0% 64.6% 0.0% 25.1% -45.0% -191 5.0K -23 0.00 193.18 0 5 0 5 2018-07-03 $24.59 $0.00 118.0% 33.8% 2.9% 66.4% 0.0% 26.1% -47.4% -194 5.0K -22 0.00 192.36 0 5 0 5 2018-07-05 $24.62 $0.00 125.8% 21.3% 2.4% 70.9% 0.0% 7.8% -20.0% -193 5.0K -22 0.00 187.68 0 5 0 5 2018-07-06 $24.64 $0.00 130.1% 21.6% 2.1% 73.4% 0.0% 17.8% -20.5% -188 5.0K -22 0.00 192.74 0 5 0 5 2018-07-09 $24.60 $0.00 76.6% 11.8% 2.2% 42.4% 0.0% 1.0% -2.1% -198 5.0K -21 0.00 162.57 0 5 0 5 2018-07-10 $24.59 $0.00 154.1% 22.7% 2.2% 87.2% 0.0% 7.4% -23.1% -194 5.0K -21 0.00 187.45 0 5 0 5 2018-07-11 $24.62 $0.00 14.1% 4.0% 2.2% 6.3% 0.0% -5.5% -2.8% -347 4.8K -21 0.00 157.24 0 5 0 5 2018-07-12 $24.62 $0.00 81.2% 23.3% 2.1% 45.1% 0.0% 18.7% -24.4% -193 5.0K -21 0.00 196.47 0 5 0 5 2018-07-13 $24.64 $0.00 82.4% 23.6% 2.0% 45.8% 0.0% 19.4% -25.1% -190 5.0K -21 0.00 187.85 0 5 0 5 2018-07-16 $24.62 $0.00 86.2% 24.7% 2.0% 48.0% 0.0% 19.8% -27.8% -188 5.0K -21 0.00 184.01 0 5 0 5 2018-07-17 $24.60 $0.00 87.6% 25.1% 2.0% 48.8% 0.0% 19.7% -28.8% -191 5.0K -20 0.00 186.04 0 5 0 5 2018-07-18 $24.57 $0.00 89.0% 25.5% 2.0% 49.6% 0.0% 19.6% -29.9% -191 5.0K -20 0.00 187.54 0 5 0 5 2018-07-19 $24.63 $0.00 90.5% 25.9% 2.0% 50.5% 0.0% 20.9% -30.8% -189 5.0K -20 0.00 183.88 0 5 0 5 2018-07-20 $24.56 $0.00 92.2% 26.4% 2.2% 51.4% 0.0% 20.0% -32.3% -190 5.0K -20 0.00 190.77 0 5 0 5 2018-07-23 $24.47 $0.00 99.8% 28.6% 2.6% 55.8% 0.0% 19.4% -33.8% -187 5.1K -19 0.00 188.88 0 5 0 5 2018-07-24 $24.49 $0.00 101.8% 29.2% 2.6% 57.0% 94.7% 20.2% -35.2% -189 5.1K -19 0.00 195.35 0 15 0 5 2018-07-25 $24.48 $25.00 104.0% 29.8% 2.6% 58.3% 96.7% 20.5% -36.8% -598 16.8K -44 0.00 196.86 0 15 0 15 2018-07-26 $24.45 $25.00 106.4% 30.5% 2.3% 59.7% 98.6% 20.4% -38.6% -568 16.8K -43 0.00 187.58 0 15 0 15 2018-07-27 $24.48 $25.00 18.9% 5.4% 2.4% 9.0% 22.8% 0.8% -8.1% -2.5K 20.3K -40 0.00 155.45 0 15 0 15 2018-07-30 $24.46 $25.00 117.6% 33.7% 2.4% 66.1% 109.0% -110.7% -46.9% -630 17.1K -40 0.00 194.41 0 15 0 15 2018-07-31 $24.48 $25.00 121.0% 34.7% 2.4% 68.1% 112.3% 23.6% -49.4% -593 16.8K -39 0.00 192.26 0 15 0 15
« Jun 2018 | All History | Aug 2018 » Home GOVT History July 2018