GOVT Options History — May 2019 In May 2019, GOVT traded between $25.02 and $25.65. ATM implied volatility averaged 85.6%, placing in the 42.8% IV rank vs the trailing year. The 30-day expected move averaged 18.1%. IV traded above realized volatility by 82.5% (HV 20d: 3.1%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2019-05-24 : Highest Volume — 2 contracts2019-05-07 : Largest IV spike — 1320.0% change2019-05-10 : Highest IV Rank — 95.7%2019-05-03 : Largest Expected Move — 37.1%Monthly Statistics Metric Avg Min Max Open Close Price $25.24 $25.02 $25.65 $25.05 $25.65 Max Pain $22.00 $22.00 $22.00 $22.00 $22.00 ATM IV 85.6% 6.7% 182.2% 120.9% 52.2% Expected Move 18.1% 1.5% 37.1% 34.7% 15.0% HV 20d 3.1% 2.9% 3.3% 3.0% 3.3% HV 60d 3.3% 3.2% 3.4% 3.3% 3.4% IV Rank 42.8% 0.0% 95.7% 61.8% 24.8% IV Percentile 39.8% 0.0% 99.2% 76.6% 8.7% Term Structure -4.0% -125.2% 63.1% -53.1% 63.1% VWIV 6.0% 5.5% 6.5% 5.5% 6.5% Skew 25d 32.8% -58.1% 132.1% 13.6% 132.1% Skew 10d 34.9% -48.9% 144.2% 13.6% 144.2% Call IV 25d 69.5% 5.5% 147.5% 137.8% 5.7% Put IV 25d 102.3% 8.3% 161.8% 151.4% 137.8% Bid-Ask Spread % 184.85 108.23 200.00 200.00 194.12 Gamma HHI 0.40 0.28 0.85 0.37 0.28 Net GEX 275 120 874 120 264 Net DEX -6.4K -9.5K -5.3K -5.3K -8.6K Net VEX -14 -18 -6 -18 -16 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 0.273 0 2 1 0 Total OI 5.364 5 7 5 7
Daily Data (22 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 2019-05-01 $25.05 $0.00 120.9% 34.7% 3.0% 61.8% 0.0% 13.6% -53.1% 120 -5.3K -18 0.00 200.00 1 0 4 1 2019-05-02 $25.02 $0.00 124.9% 35.8% 2.9% 64.0% 0.0% 13.4% -108.1% 137 -5.3K -17 0.00 200.00 1 0 4 1 2019-05-03 $25.04 $0.00 129.2% 37.1% 2.9% 66.4% 0.0% 14.2% -125.2% 146 -5.3K -17 0.00 200.00 1 0 4 1 2019-05-06 $25.07 $22.00 10.7% 1.5% 2.9% 1.0% 0.0% -58.1% 37.8% 740 -7.2K -11 0.00 136.37 0 0 4 1 2019-05-07 $25.14 $22.00 152.5% 12.9% 3.1% 79.3% 0.0% 22.5% 23.7% 140 -5.4K -16 0.00 196.13 0 0 4 1 2019-05-08 $25.10 $22.00 160.9% 13.0% 3.1% 83.9% 0.0% 22.6% 23.6% 140 -5.3K -16 0.00 195.63 0 0 4 1 2019-05-09 $25.14 $22.00 170.5% 12.6% 3.1% 89.2% 0.0% 22.7% 27.3% 141 -5.4K -16 0.00 195.15 0 0 4 1 2019-05-10 $25.14 $22.00 182.2% 16.0% 3.0% 95.7% 0.0% 24.5% 5.1% 132 -5.4K -16 0.00 195.63 0 0 4 1 2019-05-13 $25.23 $22.00 18.5% 2.3% 2.9% 5.2% 0.0% 1.9% -6.2% 747 -8.0K -8 0.00 136.13 0 0 4 1 2019-05-14 $25.20 $22.00 6.7% 1.9% 3.0% 0.0% 5.5% 0.0% -1.0% 874 -8.4K -6 0.00 108.23 1 0 4 1 2019-05-15 $25.27 $22.00 59.2% 17.0% 3.0% 28.6% 0.0% 28.3% 4.0% 133 -5.5K -15 0.00 195.15 0 0 4 1 2019-05-16 $25.23 $22.00 50.0% 14.3% 3.1% 23.6% 0.0% 25.7% 23.5% 141 -5.5K -15 0.00 195.63 0 0 4 1 2019-05-17 $25.24 $22.00 81.4% 23.3% 3.0% 40.7% 0.0% -15.7% -37.9% 128 -5.4K -14 0.00 195.63 0 0 4 1 2019-05-20 $25.21 $22.00 54.4% 15.6% 3.0% 26.0% 0.0% -24.2% 39.0% 150 -5.5K -14 0.00 194.29 0 0 4 1 2019-05-21 $25.20 $22.00 64.7% 18.6% 3.0% 31.6% 0.0% 28.9% 20.2% 132 -5.4K -14 0.00 195.63 0 0 4 1 2019-05-22 $25.24 $22.00 87.9% 25.2% 2.9% 44.3% 0.0% 30.9% -24.2% 122 -5.4K -14 0.00 196.13 0 0 4 1 2019-05-23 $25.37 $22.00 89.1% 25.5% 3.3% 44.9% 0.0% 32.8% -24.7% 122 -5.5K -13 0.00 194.71 0 0 4 1 2019-05-24 $25.37 $22.00 90.7% 26.0% 3.3% 45.8% 6.5% 115.0% -25.7% 156 -5.7K -13 0.00 194.12 2 0 4 1 2019-05-28 $25.44 $22.00 73.2% 21.0% 3.2% 36.2% 0.0% 122.0% 19.2% 278 -8.3K -17 0.00 194.12 0 0 6 1 2019-05-29 $25.45 $22.00 52.4% 15.0% 3.2% 24.9% 0.0% 7.3% -31.4% 854 -9.5K -13 0.00 161.92 0 0 6 1 2019-05-30 $25.51 $22.00 50.9% 14.6% 3.0% 24.1% 0.0% 129.4% 62.6% 259 -8.4K -16 0.00 192.02 0 0 6 1 2019-05-31 $25.65 $22.00 52.2% 15.0% 3.3% 24.8% 0.0% 132.1% 63.1% 264 -8.6K -16 0.00 194.12 0 0 6 1
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