GOVT Options History — February 2019 In February 2019, GOVT traded between $24.76 and $24.89. ATM implied volatility averaged 90.7%, placing in the 45.4% IV rank vs the trailing year. The 30-day expected move averaged 23.1%. IV traded above realized volatility by 87.5% (HV 20d: 3.2%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2019-02-22 : Highest Volume — 4 contracts2019-02-11 : Largest IV spike — 823.6% change2019-02-05 : Highest IV Rank — 80.0%2019-02-20 : Largest Expected Move — 29.0%Monthly Statistics Metric Avg Min Max Open Close Price $24.84 $24.76 $24.89 $24.80 $24.78 ATM IV 90.7% 9.3% 153.6% 123.2% 93.8% Expected Move 23.1% 2.7% 29.0% 21.5% 26.9% HV 20d 3.2% 3.0% 3.5% 3.5% 3.2% HV 60d 3.2% 3.1% 3.3% 3.1% 3.3% IV Rank 45.4% 0.7% 80.0% 63.3% 46.8% IV Percentile 45.5% 1.2% 95.2% 83.7% 54.0% Term Structure -29.3% -82.4% 12.7% -51.6% 5.9% Skew 25d 11.1% 2.2% 85.6% 5.6% 7.9% Skew 10d 6.5% -0.5% 9.6% 5.6% 7.9% Call IV 25d 99.1% 9.0% 146.1% 86.9% 146.1% Put IV 25d 110.2% 11.3% 154.0% 92.5% 154.0% Bid-Ask Spread % 194.15 145.36 200.00 200.00 200.00 Gamma HHI 0.62 0.38 0.98 0.73 0.40 Net GEX 2.0K 80 11.2K 682 157 Net DEX -13.8K -24.5K -3.7K -23.8K -6.5K Net VEX -32 -52 -15 -52 -31 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.211 0 4 0 0 Total OI 13.105 4 19 19 6
Daily Data (19 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 2019-02-01 $24.80 $0.00 123.2% 21.5% 3.5% 63.3% 0.0% 5.6% -51.6% 682 -23.8K -52 0.00 200.00 0 0 18 1 2019-02-04 $24.76 $0.00 146.5% 22.3% 3.1% 76.1% 0.0% 5.1% -37.6% 668 -23.7K -48 0.00 200.00 0 0 18 1 2019-02-05 $24.79 $0.00 153.6% 22.6% 3.1% 80.0% 0.0% 5.6% -38.3% 668 -23.8K -47 0.00 200.00 0 0 18 1 2019-02-06 $24.80 $0.00 79.9% 22.9% 3.1% 39.5% 0.0% 5.8% -39.2% 666 -23.8K -46 0.00 197.86 0 0 18 1 2019-02-07 $24.86 $0.00 80.9% 23.2% 3.2% 40.1% 0.0% 6.8% -39.9% 677 -24.0K -44 0.00 200.00 0 0 18 1 2019-02-08 $24.89 $0.00 9.3% 2.7% 3.1% 0.7% 0.0% 2.2% 9.3% 751 -24.5K -41 0.00 148.37 0 0 18 1 2019-02-11 $24.87 $0.00 85.8% 24.6% 3.1% 42.8% 0.0% 7.2% -43.7% 5.9K -19.8K -37 0.00 200.00 0 0 18 1 2019-02-12 $24.84 $0.00 87.2% 25.0% 3.1% 43.5% 0.0% 6.8% -45.6% 6.7K -18.4K -35 0.00 200.00 0 0 18 1 2019-02-13 $24.80 $0.00 88.7% 25.4% 3.2% 44.4% 0.0% 6.3% -82.4% 8.6K -17.8K -15 0.00 200.00 0 0 18 1 2019-02-14 $24.86 $0.00 90.1% 25.8% 3.3% 45.1% 0.0% 7.3% -48.1% 11.2K -16.0K -29 0.00 200.00 0 0 18 1 2019-02-15 $24.86 $0.00 91.7% 26.3% 3.2% 46.0% 0.0% 7.4% -59.3% 175 -4.3K -20 0.00 200.00 0 0 18 1 2019-02-19 $24.88 $0.00 99.0% 28.4% 3.1% 50.0% 0.0% 8.3% -35.9% 80 -3.7K -21 0.00 200.00 0 0 3 1 2019-02-20 $24.88 $0.00 101.2% 29.0% 3.1% 51.2% 0.0% 8.4% -37.5% 81 -3.8K -21 0.00 200.00 0 0 3 1 2019-02-21 $24.81 $0.00 77.4% 22.2% 3.3% 38.2% 0.0% 7.3% 12.7% 81 -3.8K -21 0.00 200.00 0 0 3 1 2019-02-22 $24.87 $0.00 79.2% 22.7% 3.2% 39.1% 0.0% 8.6% 12.3% 90 -3.8K -21 0.00 200.00 4 0 3 1 2019-02-25 $24.85 $0.00 85.5% 24.5% 3.0% 42.6% 0.0% 8.8% 9.8% 162 -6.5K -32 0.00 197.24 0 0 5 1 2019-02-26 $24.88 $0.00 88.0% 25.2% 3.0% 43.6% 0.0% 9.6% 8.9% 158 -6.6K -32 0.00 200.00 0 0 5 1 2019-02-27 $24.81 $0.00 62.2% 17.8% 3.2% 29.4% 0.0% 85.6% -56.7% 1.5K -7.4K -16 0.00 145.36 0 0 5 1 2019-02-28 $24.78 $0.00 93.8% 26.9% 3.2% 46.8% 0.0% 7.9% 5.9% 157 -6.5K -31 0.00 200.00 0 0 5 1
« Jan 2019 | All History | Mar 2019 » Home GOVT History February 2019