GOVT Options History — August 2018 In August 2018, GOVT traded between $24.38 and $24.67. ATM implied volatility averaged 89.2%, placing in the 48.0% IV rank vs the trailing year. The 30-day expected move averaged 22.4%. IV traded above realized volatility by 86.2% (HV 20d: 3.0%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 1 of 23 days.
Notable Days 2018-08-01 : Highest Volume — 15 contracts2018-08-10 : Largest IV spike — 790.1% change2018-08-10 : Highest IV Rank — 100.0%2018-08-03 : Largest Expected Move — 38.2%Monthly Statistics Metric Avg Min Max Open Close Price $24.55 $24.38 $24.67 $24.38 $24.61 Max Pain $24.13 $24.00 $25.00 $25.00 $24.00 ATM IV 89.2% 20.7% 184.2% 63.0% 57.1% Expected Move 22.4% 2.3% 38.2% 18.1% 16.4% HV 20d 3.0% 2.6% 3.4% 2.7% 2.6% HV 60d 3.3% 2.5% 3.6% 3.6% 2.5% IV Rank 48.0% 10.1% 100.0% 34.6% 29.4% IV Percentile 69.6% 15.1% 100.0% 61.9% 51.6% Term Structure -30.5% -59.2% 60.1% -53.0% 60.1% VWIV 83.4% 5.3% 123.6% 114.8% 115.5% Skew 25d 5.2% -0.4% 25.7% 22.2% 3.3% Skew 10d 5.2% -1.1% 25.7% 22.2% 3.3% Call IV 25d 103.8% 10.2% 147.2% 138.9% 125.6% Put IV 25d 109.0% 9.8% 172.9% 161.1% 128.9% Bid-Ask Spread % 187.22 166.52 196.47 177.73 184.71 Gamma HHI 0.82 0.51 1.00 0.58 1.00 Net GEX -861 -3.0K -188 -639 -226 Net DEX 12.6K 5.0K 24.7K 17.3K 5.0K Net VEX -20 -38 -11 -38 -11 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 10.652 5 15 15 5 Total OI 9.696 5 15 15 5
Daily Data (23 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 2018-08-01 $24.38 $25.00 63.0% 18.1% 2.7% 34.6% 114.8% 22.2% -53.0% -639 17.3K -38 0.00 177.73 0 15 0 15 2018-08-02 $24.42 $25.00 65.0% 18.6% 2.8% 35.7% 118.9% 23.6% -56.0% -641 17.3K -37 0.00 188.99 0 15 0 15 2018-08-03 $24.47 $25.00 133.3% 38.2% 2.9% 75.2% 123.6% 25.7% -59.2% -525 14.5K -33 0.00 186.04 0 15 0 13 2018-08-06 $24.48 $24.00 74.5% 21.1% 2.8% 41.2% 77.6% 1.0% -29.8% -548 14.8K -31 0.00 192.35 0 15 0 13 2018-08-07 $24.42 $24.00 78.5% 21.4% 2.9% 43.5% 78.1% 0.1% -30.6% -555 14.9K -30 0.00 194.97 0 15 0 13 2018-08-08 $24.44 $24.00 166.3% 11.2% 2.9% 94.3% 6.8% 0.4% -31.2% -592 14.9K -29 0.00 194.61 0 15 0 13 2018-08-09 $24.48 $24.00 20.7% 2.3% 3.0% 10.1% 6.2% -0.4% -5.1% -2.7K 18.8K -25 0.00 171.19 0 15 0 13 2018-08-10 $24.57 $24.00 184.2% 21.6% 3.3% 100.0% 81.7% 2.3% -34.7% -627 14.9K -27 0.00 188.19 0 15 0 13 2018-08-13 $24.56 $24.00 78.1% 22.4% 3.3% 41.4% 84.7% 2.1% -37.2% -2.7K 20.3K -22 0.00 195.70 0 15 0 13 2018-08-14 $24.53 $24.00 79.2% 22.7% 3.3% 42.0% 6.9% 1.7% -38.3% -2.8K 21.4K -20 0.00 196.47 0 15 0 13 2018-08-15 $24.58 $24.00 80.2% 23.0% 3.4% 42.5% 87.1% 2.5% -39.0% -3.0K 21.9K -19 0.00 192.13 0 15 0 13 2018-08-16 $24.58 $24.00 81.3% 23.3% 3.2% 42.8% 88.2% 2.4% -40.0% -2.2K 23.7K -16 0.00 194.61 0 15 0 13 2018-08-17 $24.58 $24.00 82.5% 23.6% 3.1% 43.5% 5.3% 2.4% -41.0% -223 24.7K -15 0.00 194.80 0 15 0 13 2018-08-20 $24.65 $24.00 86.1% 24.7% 2.9% 45.5% 94.0% 3.6% -24.2% -190 5.0K -14 0.00 182.62 0 5 0 5 2018-08-21 $24.61 $24.00 87.5% 25.1% 3.0% 46.3% 95.3% 3.0% -25.1% -190 5.0K -14 0.00 194.58 0 5 0 5 2018-08-22 $24.65 $24.00 88.9% 25.5% 3.0% 47.1% 97.1% 3.6% -26.0% -190 5.0K -14 0.00 195.32 0 5 0 5 2018-08-23 $24.67 $24.00 90.4% 25.9% 2.9% 47.9% 98.8% 4.0% -26.9% -188 5.0K -13 0.00 192.77 0 5 0 5 2018-08-24 $24.67 $24.00 92.0% 26.4% 2.9% 48.8% 100.6% 4.0% -28.0% -190 5.0K -13 0.00 173.57 0 5 0 5 2018-08-27 $24.63 $24.00 97.5% 27.9% 3.0% 51.8% 106.1% 3.5% -31.8% -189 5.0K -12 0.00 174.10 0 5 0 5 2018-08-28 $24.58 $24.00 59.5% 17.1% 3.1% 30.7% 107.9% 2.6% -33.4% -246 5.0K -12 0.00 166.52 0 5 0 5 2018-08-29 $24.58 $24.00 101.7% 29.1% 2.7% 54.2% 110.2% 2.6% -35.0% -189 5.0K -12 0.00 196.10 0 5 0 5 2018-08-30 $24.62 $24.00 103.9% 29.8% 2.7% 55.4% 113.0% 3.5% -36.5% -189 5.0K -12 0.00 178.07 0 5 0 5 2018-08-31 $24.61 $24.00 57.1% 16.4% 2.6% 29.4% 115.5% 3.3% 60.1% -226 5.0K -11 0.00 184.71 0 5 0 5
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