GOVT Options History — April 2019 In April 2019, GOVT traded between $24.95 and $25.11. ATM implied volatility averaged 108.1%, placing in the 54.7% IV rank vs the trailing year. The 30-day expected move averaged 25.3%. IV traded above realized volatility by 104.4% (HV 20d: 3.7%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2019-04-15 : Highest Volume — 1 contracts2019-04-10 : Largest IV drop — 50.7% change2019-04-09 : Highest IV Rank — 84.0%2019-04-30 : Largest Expected Move — 33.6%Monthly Statistics Metric Avg Min Max Open Close Price $25.03 $24.95 $25.11 $25.06 $25.11 ATM IV 108.1% 79.4% 161.1% 117.2% 117.1% Expected Move 25.3% 20.4% 33.6% 20.4% 33.6% HV 20d 3.7% 2.9% 4.0% 3.8% 2.9% HV 60d 3.3% 3.2% 3.5% 3.5% 3.2% IV Rank 54.7% 38.9% 84.0% 59.8% 59.7% IV Percentile 60.1% 19.4% 97.6% 75.0% 73.4% Term Structure -75.3% -114.8% -18.8% -45.8% -114.8% Skew 25d 10.5% 8.5% 14.5% 13.5% 14.5% Skew 10d 10.5% 8.5% 14.5% 13.5% 14.5% Call IV 25d 105.5% 83.0% 137.3% 133.6% 132.9% Put IV 25d 116.1% 91.6% 151.8% 147.0% 147.4% Bid-Ask Spread % 199.93 198.52 200.00 200.00 200.00 Gamma HHI 0.48 0.38 1.00 0.41 0.38 Net GEX 616 146 3.7K 168 148 Net DEX -6.8K -10.1K -5.3K -6.7K -5.4K Net VEX -21 -27 -12 -27 -17 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 0.429 0 1 0 0 Total OI 5.714 5 6 6 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 2019-04-01 $25.06 $0.00 117.2% 20.4% 3.8% 59.8% 0.0% 13.5% -45.8% 168 -6.7K -27 0.00 200.00 0 0 5 1 2019-04-02 $25.09 $0.00 120.8% 20.7% 3.8% 61.7% 0.0% 14.5% -48.4% 167 -6.8K -27 0.00 200.00 0 0 5 1 2019-04-03 $25.03 $0.00 124.9% 20.9% 3.9% 64.0% 0.0% 8.6% -51.5% 173 -6.7K -26 0.00 200.00 0 0 5 1 2019-04-04 $25.05 $0.00 129.2% 21.2% 3.8% 66.4% 0.0% 8.9% -52.2% 175 -6.7K -26 0.00 200.00 0 0 5 1 2019-04-05 $25.05 $0.00 134.1% 21.4% 3.8% 69.1% 0.0% 9.0% -52.9% 175 -6.7K -26 0.00 200.00 0 0 5 1 2019-04-08 $25.03 $0.00 152.9% 22.2% 3.8% 79.5% 0.0% 9.0% -55.3% 174 -6.7K -26 0.00 200.00 0 0 5 1 2019-04-09 $25.05 $0.00 161.1% 22.5% 3.7% 84.0% 0.0% 9.3% -56.1% 174 -6.7K -25 0.00 200.00 0 0 5 1 2019-04-10 $25.10 $0.00 79.4% 22.8% 3.8% 38.9% 0.0% 10.2% -56.8% 175 -6.8K -25 0.00 200.00 0 0 5 1 2019-04-11 $25.05 $0.00 80.6% 23.1% 3.8% 39.6% 0.0% 9.6% -18.8% 157 -6.7K -25 0.00 200.00 0 0 5 1 2019-04-12 $24.97 $0.00 81.9% 23.5% 4.0% 40.3% 0.0% 8.5% -80.0% 3.7K -10.1K -12 0.00 200.00 0 0 5 1 2019-04-15 $24.99 $0.00 85.6% 24.5% 4.0% 42.3% 0.0% 9.1% -84.2% 193 -6.7K -24 0.00 198.52 1 0 5 1 2019-04-16 $24.95 $0.00 87.1% 25.0% 4.0% 43.1% 0.0% 8.6% -84.9% 3.1K -9.5K -12 0.00 200.00 1 0 5 1 2019-04-17 $24.95 $0.00 88.5% 25.4% 3.8% 43.9% 0.0% 8.7% -86.3% 3.1K -9.5K -12 0.00 200.00 1 0 5 1 2019-04-18 $25.01 $0.00 89.9% 25.8% 3.9% 44.7% 0.0% 9.8% -88.5% 196 -6.7K -24 0.00 200.00 1 0 5 1 2019-04-22 $24.96 $0.00 96.9% 27.8% 3.4% 48.6% 0.0% 9.6% -94.8% 193 -6.6K -23 0.00 200.00 1 0 5 1 2019-04-23 $24.99 $0.00 98.9% 28.3% 3.3% 49.6% 0.0% 10.3% -96.7% 146 -5.3K -19 0.00 200.00 1 0 4 1 2019-04-24 $25.06 $0.00 100.8% 28.9% 3.5% 50.7% 0.0% 11.8% -98.5% 148 -5.4K -18 0.00 200.00 1 0 4 1 2019-04-25 $25.05 $0.00 103.1% 29.6% 3.4% 52.0% 0.0% 11.8% -100.8% 147 -5.3K -18 0.00 200.00 1 0 4 1 2019-04-26 $25.10 $0.00 105.4% 30.2% 3.5% 53.2% 0.0% 13.0% -103.2% 148 -5.4K -18 0.00 200.00 1 0 4 1 2019-04-29 $25.05 $0.00 114.0% 32.7% 3.5% 58.0% 0.0% 12.9% -111.5% 147 -5.3K -18 0.00 200.00 0 0 4 1 2019-04-30 $25.11 $0.00 117.1% 33.6% 2.9% 59.7% 0.0% 14.5% -114.8% 148 -5.4K -17 0.00 200.00 0 0 4 1
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