GOVT Options History — October 2018 In October 2018, GOVT traded between $24.09 and $24.31. ATM implied volatility averaged 102.6%, placing in the 54.6% IV rank vs the trailing year. The 30-day expected move averaged 26.1%. IV traded above realized volatility by 99.6% (HV 20d: 3.0%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2018-10-09 : Highest Volume — 2 contracts2018-10-03 : Largest IV spike — 104.5% change2018-10-08 : Highest IV Rank — 82.0%2018-10-03 : Largest Expected Move — 36.0%Monthly Statistics Metric Avg Min Max Open Close Price $24.19 $24.09 $24.31 $24.27 $24.20 ATM IV 102.6% 60.5% 151.8% 60.5% 125.6% Expected Move 26.1% 2.6% 36.0% 17.3% 36.0% HV 20d 3.0% 2.5% 3.4% 2.7% 2.7% HV 60d 2.9% 2.8% 3.1% 2.8% 2.9% IV Rank 54.6% 31.3% 82.0% 31.3% 67.3% IV Percentile 76.9% 52.0% 97.6% 52.0% 90.5% Term Structure -34.2% -54.3% -2.4% -43.2% -54.3% Skew 25d 16.7% -18.1% 84.2% 84.2% 18.0% Skew 10d 13.9% -18.1% 84.2% 84.2% 18.0% Call IV 25d 105.3% 11.3% 149.8% 52.1% 141.5% Put IV 25d 122.0% 82.0% 159.5% 136.3% 159.5% Bid-Ask Spread % 189.96 165.97 200.00 181.31 197.64 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -83 -353 0 0 -89 Net DEX 1.5K 0 2.1K 0 2.1K Net VEX -6 -8 0 0 -7 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 1.522 0 2 0 2 Total OI 1.478 0 2 0 2
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 2018-10-01 $24.27 $0.00 60.5% 17.3% 2.7% 31.3% 0.0% 84.2% -43.2% 0 0 0 0.00 181.31 0 0 0 0 2018-10-02 $24.31 $0.00 61.4% 17.6% 2.5% 31.8% 0.0% -2.9% -45.5% 0 0 0 0.00 194.03 0 0 0 0 2018-10-03 $24.18 $0.00 125.6% 36.0% 3.0% 67.4% 0.0% -6.2% -49.1% 0 0 0 0.00 193.85 0 0 0 0 2018-10-04 $24.15 $0.00 129.8% 22.0% 3.0% 69.8% 0.0% 10.8% -19.6% 0 0 0 0.00 196.13 0 0 0 0 2018-10-05 $24.09 $0.00 134.6% 22.3% 2.9% 72.4% 0.0% 10.1% -20.3% 0 0 0 0.00 172.03 0 0 0 0 2018-10-08 $24.09 $0.00 151.8% 23.1% 2.9% 82.0% 0.0% 10.5% -22.0% 0 0 0 0.00 196.49 0 1 0 0 2018-10-09 $24.12 $0.00 96.0% 2.6% 2.9% 51.0% 0.0% 74.0% -2.4% -353 2.0K -8 0.00 165.97 0 2 0 2 2018-10-10 $24.12 $0.00 82.8% 23.7% 2.9% 43.6% 0.0% 11.2% -23.3% -98 2.1K -8 0.00 192.75 0 2 0 2 2018-10-11 $24.20 $0.00 83.7% 24.0% 3.2% 44.2% 0.0% 12.5% -23.7% -81 2.1K -8 0.00 200.00 0 2 0 2 2018-10-12 $24.19 $0.00 85.0% 24.4% 3.2% 44.9% 0.0% 12.5% -24.5% -81 2.1K -8 0.00 200.00 0 2 0 2 2018-10-15 $24.18 $0.00 88.8% 25.5% 3.2% 47.0% 0.0% -18.1% -50.7% -90 2.1K -8 0.00 193.85 0 2 0 2 2018-10-16 $24.19 $0.00 90.3% 25.9% 3.0% 47.8% 0.0% 13.2% -28.0% -96 2.1K -8 0.00 196.28 0 2 0 2 2018-10-17 $24.15 $0.00 91.8% 26.3% 3.0% 48.7% 0.0% 12.8% -29.1% -74 2.1K -8 0.00 183.56 0 2 0 2 2018-10-18 $24.16 $0.00 93.4% 26.8% 3.0% 49.5% 0.0% 13.1% -30.2% -291 2.0K -8 0.00 194.63 0 2 0 2 2018-10-19 $24.14 $0.00 95.1% 27.3% 3.0% 50.5% 0.0% 12.9% -31.4% -86 2.1K -8 0.00 172.07 0 2 0 2 2018-10-22 $24.14 $0.00 100.6% 28.8% 3.0% 53.6% 0.0% 13.6% -35.3% -92 2.1K -8 0.00 197.64 0 2 0 2 2018-10-23 $24.17 $0.00 102.6% 29.4% 3.1% 54.7% 0.0% 14.4% -36.7% -74 2.1K -8 0.00 196.77 0 2 0 2 2018-10-24 $24.24 $0.00 104.6% 30.0% 3.2% 55.6% 0.0% 16.1% -37.9% -76 2.1K -8 0.00 180.12 0 2 0 2 2018-10-25 $24.21 $0.00 107.0% 30.7% 3.2% 57.0% 0.0% 15.8% -39.8% -75 2.1K -8 0.00 193.86 0 2 0 2 2018-10-26 $24.29 $0.00 109.3% 31.3% 3.4% 58.2% 0.0% 17.5% -41.3% -88 2.1K -7 0.00 195.48 0 2 0 2 2018-10-29 $24.30 $0.00 118.1% 33.8% 3.2% 63.1% 0.0% 19.3% -47.9% -88 2.1K -7 0.00 194.59 0 2 0 2 2018-10-30 $24.25 $0.00 121.6% 34.9% 3.2% 65.1% 0.0% 18.6% -51.0% -87 2.1K -7 0.00 180.09 0 2 0 2 2018-10-31 $24.20 $0.00 125.6% 36.0% 2.7% 67.3% 0.0% 18.0% -54.3% -89 2.1K -7 0.00 197.64 0 2 0 2
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