GOVT Options History — November 2019 In November 2019, GOVT traded between $25.87 and $26.21. ATM implied volatility averaged 100.3%, placing in the 52.2% IV rank vs the trailing year. The 30-day expected move averaged 22.6%. IV traded above realized volatility by 95.5% (HV 20d: 4.8%). Max pain ranged from $24.00 to $27.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2019-11-18 : Highest Volume — 1 contracts2019-11-29 : Largest IV spike — 103.5% change2019-11-08 : Highest IV Rank — 92.4%2019-11-01 : Largest Expected Move — 35.4%Monthly Statistics Metric Avg Min Max Open Close Price $26.07 $25.87 $26.21 $26.20 $26.16 Max Pain $24.95 $24.00 $27.00 $27.00 $26.00 ATM IV 100.3% 47.9% 176.0% 123.5% 100.8% Expected Move 22.6% 13.7% 35.4% 35.4% 28.9% HV 20d 4.8% 4.1% 5.1% 4.8% 4.1% HV 60d 5.1% 4.8% 5.4% 5.3% 4.8% IV Rank 52.2% 23.5% 92.4% 63.7% 53.6% IV Percentile 49.4% 6.7% 98.8% 83.3% 64.3% Term Structure -31.4% -56.4% -22.1% -56.4% -34.2% VWIV 84.5% 84.5% 84.5% 84.5% 84.5% Skew 25d 14.3% -80.5% 25.6% 16.6% 25.6% Skew 10d 14.3% -80.5% 25.6% 16.6% 25.6% Call IV 25d 94.8% 77.6% 139.6% 139.6% 114.2% Put IV 25d 109.1% 14.0% 156.1% 156.1% 139.8% Bid-Ask Spread % 197.23 196.02 200.00 200.00 196.77 Gamma HHI 0.91 0.79 1.00 0.88 0.93 Net GEX 881 580 1.4K 1.2K 580 Net DEX -22.4K -31.6K -17.5K -31.6K -20.1K Net VEX -68 -89 -58 -89 -58 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 0.1 0 1 0 0 Total OI 22.25 16 26 26 18
Daily Data (20 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 2019-11-01 $26.20 $27.00 123.5% 35.4% 4.8% 63.7% 0.0% 16.6% -56.4% 1.2K -31.6K -89 0.00 200.00 0 0 25 1 2019-11-04 $26.11 $24.00 139.8% 19.6% 4.8% 72.6% 0.0% 17.1% -28.6% 1.2K -31.0K -85 0.00 196.77 0 0 25 1 2019-11-05 $25.99 $24.00 147.0% 19.9% 4.9% 76.5% 0.0% 15.7% -29.7% 1.2K -30.0K -83 0.00 197.70 0 0 25 1 2019-11-06 $26.05 $24.00 154.8% 20.1% 5.0% 80.8% 0.0% 16.7% -30.1% 1.2K -30.3K -82 0.00 197.22 0 0 25 1 2019-11-07 $25.90 $24.00 164.6% 20.4% 5.1% 86.1% 0.0% 14.9% -31.3% 1.2K -29.4K -80 0.00 198.21 0 0 25 1 2019-11-08 $25.87 $24.00 176.0% 20.6% 4.8% 92.4% 0.0% 14.7% -32.1% 1.3K -28.9K -78 0.00 197.70 0 0 25 1 2019-11-11 $25.88 $24.00 74.6% 21.4% 4.7% 37.0% 0.0% 15.3% -34.4% 1.4K -18.9K -64 0.00 198.21 0 0 25 1 2019-11-12 $25.91 $24.00 75.6% 21.7% 4.6% 39.2% 0.0% 15.9% -35.1% 1.2K -18.6K -63 0.00 198.21 0 0 25 1 2019-11-13 $25.96 $24.00 76.5% 21.9% 4.6% 39.8% 0.0% 16.8% -35.7% 927 -18.5K -62 0.00 197.22 0 0 25 1 2019-11-14 $26.05 $24.00 77.5% 22.2% 4.8% 40.3% 0.0% 18.3% -36.2% 670 -18.6K -61 0.00 197.70 0 0 25 1 2019-11-15 $26.05 $24.00 78.5% 22.5% 4.8% 40.9% 0.0% 18.6% -37.2% 605 -18.6K -60 0.00 197.22 0 0 25 1 2019-11-18 $26.07 $24.00 82.8% 23.8% 4.7% 43.4% 84.5% 19.7% -22.1% 597 -18.7K -58 0.00 197.13 0 1 15 1 2019-11-19 $26.12 $26.00 84.2% 24.1% 4.8% 44.1% 0.0% -80.5% -22.7% 591 -17.5K -60 0.00 196.12 1 0 15 2 2019-11-20 $26.20 $26.00 84.5% 24.2% 4.9% 44.3% 0.0% 22.3% -23.3% 670 -19.4K -67 0.00 196.48 0 0 16 2 2019-11-21 $26.14 $26.00 87.1% 25.0% 5.0% 45.8% 0.0% 21.7% -24.4% 587 -19.7K -66 0.00 196.44 0 0 16 2 2019-11-22 $26.15 $26.00 87.6% 25.1% 5.0% 46.1% 0.0% 22.2% -25.3% 603 -19.6K -65 0.00 196.77 0 0 16 2 2019-11-25 $26.16 $26.00 93.8% 26.9% 4.8% 49.6% 0.0% 23.6% -28.6% 587 -19.7K -62 0.00 196.12 0 0 16 2 2019-11-26 $26.21 $26.00 47.9% 13.7% 4.9% 23.5% 0.0% 25.0% -29.7% 678 -19.4K -62 0.00 196.02 0 0 16 2 2019-11-27 $26.18 $26.00 49.5% 14.2% 4.8% 24.4% 0.0% 25.0% -31.2% 683 -19.3K -60 0.00 196.48 0 0 16 2 2019-11-29 $26.16 $26.00 100.8% 28.9% 4.1% 53.6% 0.0% 25.6% -34.2% 580 -20.1K -58 0.00 196.77 0 0 16 2
« Oct 2019 | All History | Dec 2019 » Home GOVT History November 2019