GOVT Options History — July 2019 In July 2019, GOVT traded between $25.62 and $25.86. ATM implied volatility averaged 89.5%, placing in the 45.2% IV rank vs the trailing year. The 30-day expected move averaged 23.2%. IV traded above realized volatility by 85.7% (HV 20d: 3.8%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2019-07-26 : Largest IV spike — 962.4% change2019-07-09 : Highest IV Rank — 76.9%2019-07-03 : Largest Expected Move — 33.3%Monthly Statistics Metric Avg Min Max Open Close Price $25.71 $25.62 $25.86 $25.73 $25.76 Max Pain $26.00 $26.00 $26.00 $26.00 $26.00 ATM IV 89.5% 9.2% 147.7% 110.1% 20.1% Expected Move 23.2% 2.6% 33.3% 31.6% 5.8% HV 20d 3.8% 3.4% 4.2% 3.5% 3.4% HV 60d 3.5% 3.3% 3.6% 3.3% 3.5% IV Rank 45.2% 1.3% 76.9% 56.4% 7.3% IV Percentile 47.4% 0.8% 91.7% 72.6% 4.4% Term Structure -26.3% -50.1% 54.4% -42.5% -11.6% Skew 25d 7.0% -0.1% 31.2% 26.9% -0.1% Skew 10d 7.0% -1.4% 31.2% 26.8% 1.0% Call IV 25d 94.0% 9.9% 132.9% 121.3% 32.1% Put IV 25d 101.0% 11.7% 157.6% 148.2% 32.0% Bid-Ask Spread % 191.60 130.50 200.00 195.10 134.13 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 106 0 685 41 0 Net DEX -680 -1.4K 0 -1.4K 0 Net VEX -1 -2 0 -2 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0.636 0 1 1 0
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 2019-07-01 $25.73 $26.00 110.1% 31.6% 3.5% 56.4% 0.0% 26.9% -42.5% 41 -1.4K -2 0.00 195.10 0 0 1 0 2019-07-02 $25.80 $26.00 113.2% 32.4% 3.4% 58.1% 0.0% 29.1% -44.6% 42 -1.4K -2 0.00 198.52 0 0 1 0 2019-07-03 $25.86 $26.00 116.1% 33.3% 3.5% 59.6% 0.0% 31.2% -46.7% 42 -1.4K -2 0.00 197.86 0 0 1 0 2019-07-05 $25.71 $0.00 124.9% 20.7% 4.1% 64.4% 0.0% 3.8% -19.5% 42 -1.4K -2 0.00 200.00 0 0 1 0 2019-07-08 $25.71 $0.00 140.8% 21.5% 4.0% 73.2% 0.0% 3.9% -21.2% 42 -1.4K -2 0.00 200.00 0 0 1 0 2019-07-09 $25.70 $0.00 147.7% 21.7% 3.8% 76.9% 0.0% 3.8% -21.9% 42 -1.4K -2 0.00 200.00 0 0 1 0 2019-07-10 $25.70 $0.00 76.9% 22.0% 3.8% 38.3% 0.0% 3.8% -22.6% 42 -1.4K -2 0.00 196.67 0 0 1 0 2019-07-11 $25.62 $0.00 78.0% 22.4% 3.9% 38.9% 0.0% 2.7% -23.5% 42 -1.3K -2 0.00 200.00 0 0 1 0 2019-07-12 $25.62 $0.00 79.1% 22.7% 3.8% 39.5% 0.0% 2.7% -24.2% 42 -1.3K -1 0.00 199.23 0 0 1 0 2019-07-15 $25.66 $0.00 82.7% 23.7% 3.9% 41.4% 0.0% 3.4% -26.6% 374 -765 -1 0.00 200.00 0 0 1 0 2019-07-16 $25.62 $0.00 84.1% 24.1% 3.9% 42.2% 0.0% 2.8% -27.6% 395 -608 -1 0.00 200.00 0 0 1 0 2019-07-17 $25.71 $0.00 85.3% 24.5% 4.1% 42.9% 0.0% 4.2% -28.3% 499 -652 -1 0.00 200.00 0 0 1 0 2019-07-18 $25.78 $0.00 86.7% 24.9% 4.1% 43.6% 0.0% 5.4% -29.1% 685 -607 0 0.00 200.00 0 0 1 0 2019-07-19 $25.73 $0.00 88.3% 25.3% 4.2% 44.5% 0.0% 4.6% -30.4% 0 0 0 0.00 198.52 0 0 1 0 2019-07-22 $25.73 $0.00 93.4% 26.8% 4.0% 47.3% 0.0% 4.9% -34.2% 0 0 0 0.00 199.23 0 0 0 0 2019-07-23 $25.70 $0.00 9.2% 2.6% 3.8% 1.3% 0.0% 0.6% 54.4% 0 0 0 0.00 181.26 0 0 0 0 2019-07-24 $25.72 $0.00 97.4% 27.9% 3.8% 49.5% 0.0% 4.8% -37.2% 0 0 0 0.00 189.41 0 0 0 0 2019-07-25 $25.69 $0.00 9.6% 2.8% 3.7% 1.6% 0.0% 1.7% -3.4% 0 0 0 0.00 130.50 0 0 0 0 2019-07-26 $25.70 $0.00 102.0% 29.2% 3.6% 52.0% 0.0% 4.6% -40.9% 0 0 0 0.00 200.00 0 0 0 0 2019-07-29 $25.70 $0.00 110.1% 31.6% 3.6% 56.4% 0.0% 4.9% -47.5% 0 0 0 0.00 200.00 0 0 0 0 2019-07-30 $25.71 $0.00 113.3% 32.5% 3.4% 58.1% 0.0% 5.2% -50.1% 0 0 0 0.00 194.71 0 0 0 0 2019-07-31 $25.76 $0.00 20.1% 5.8% 3.4% 7.3% 0.0% -0.1% -11.6% 0 0 0 0.00 134.13 0 0 0 0
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