GOVT Options History — August 2020 In August 2020, GOVT traded between $27.85 and $28.29. ATM implied volatility averaged 40.4%, placing in the 21.5% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 37.4% (HV 20d: 3.0%). Max pain ranged from $28.00 to $28.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2020-08-14 : Highest Volume — 121 contracts2020-08-11 : Largest IV spike — 323.7% change2020-08-11 : Highest IV Rank — 54.6%2020-08-05 : Largest Expected Move — 26.4%Monthly Statistics Metric Avg Min Max Open Close Price $28.04 $27.85 $28.29 $28.21 $27.89 Max Pain $28.00 $28.00 $28.00 $28.00 $28.00 ATM IV 40.4% 9.5% 97.6% 80.7% 9.5% Expected Move 9.3% 2.7% 26.4% 23.1% 2.7% HV 20d 3.0% 2.5% 3.2% 2.8% 3.1% HV 60d 3.6% 3.2% 3.8% 3.8% 3.2% IV Rank 21.5% 3.6% 54.6% 44.8% 3.6% IV Percentile 38.7% 16.7% 84.9% 67.1% 16.7% Term Structure -4.0% -79.6% 47.9% -29.2% 47.9% VWIV 21.9% 7.0% 37.9% 7.0% 26.1% Skew 25d -10.1% -54.3% 64.3% 8.1% 64.3% Skew 10d 12.5% -18.3% 63.6% 15.6% -9.6% Call IV 25d 60.7% 11.0% 111.7% 101.5% 11.0% Put IV 25d 50.6% 14.4% 122.8% 109.6% 75.4% Bid-Ask Spread % 160.77 148.93 195.26 192.85 155.17 Gamma HHI 0.38 0.29 0.53 0.46 0.32 Net GEX 6.1K -13.3K 16.3K 3.2K 16.3K Net DEX -82.3K -162.7K -18.6K -18.6K -68.7K Net VEX -722 -938 -601 -619 -602 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 9.619 0 121 1 0 Total OI 196.524 148 272 148 216
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 2020-08-03 $28.21 $28.00 80.7% 23.1% 2.8% 44.8% 0.0% 8.1% -29.2% 3.2K -18.6K -619 0.00 192.85 1 0 90 58 2020-08-04 $28.29 $28.00 90.2% 25.9% 2.7% 50.3% 7.0% 12.1% -32.0% 2.0K -51.4K -690 0.00 192.70 3 0 90 58 2020-08-05 $28.23 $28.00 92.0% 26.4% 2.8% 51.4% 0.0% 11.1% -79.6% 3.5K -19.9K -601 0.00 195.26 0 0 92 58 2020-08-06 $28.26 $28.00 78.3% 9.3% 2.5% 43.4% 10.6% 22.4% -23.4% 2.3K -40.3K -640 0.00 154.90 1 0 92 58 2020-08-07 $28.20 $28.00 77.1% 8.6% 2.5% 42.8% 0.0% -49.1% -14.8% 2.6K -44.9K -673 0.00 152.15 0 0 93 58 2020-08-10 $28.18 $28.00 23.0% 2.7% 2.5% 11.5% 0.0% -9.1% 1.4% 4.4K -26.4K -630 0.00 148.93 0 0 93 58 2020-08-11 $28.07 $28.00 97.6% 9.8% 2.9% 54.6% 0.0% -30.8% -39.7% 2.4K -41.0K -641 0.00 156.61 0 0 93 58 2020-08-12 $27.99 $28.00 35.0% 10.0% 3.0% 18.4% 0.0% -28.2% -25.4% 3.4K -30.3K -628 0.00 158.91 0 0 93 58 2020-08-13 $27.93 $28.00 35.2% 10.1% 3.1% 18.5% 0.0% -13.1% -24.9% 2.0K -42.3K -626 0.00 156.17 1 0 93 58 2020-08-14 $27.91 $28.00 25.3% 7.3% 3.1% 12.8% 37.9% -13.9% 5.8% 2.2K -41.2K -626 0.00 156.02 121 0 94 58 2020-08-17 $27.94 $28.00 19.3% 5.5% 3.1% 9.3% 0.0% -24.5% -16.1% 13.8K -148.6K -903 0.00 154.34 0 0 212 58 2020-08-18 $27.98 $28.00 37.5% 10.7% 3.1% 19.8% 0.0% -31.3% -29.7% 12.0K -162.7K -910 0.00 155.16 2 0 212 58 2020-08-19 $27.95 $28.00 38.1% 10.9% 3.1% 20.2% 0.0% -19.4% -30.0% 4.2K -158.5K -938 0.00 157.95 0 1 214 58 2020-08-20 $28.03 $28.00 18.6% 5.3% 3.2% 8.9% 28.0% -0.2% 34.4% 6.8K -139.8K -902 0.00 154.16 60 0 214 58 2020-08-21 $28.05 $28.00 13.3% 3.8% 3.2% 5.8% 0.0% -26.4% 14.4% -13.3K -124.6K -811 0.00 154.77 0 0 194 58 2020-08-24 $28.04 $28.00 14.1% 4.0% 3.2% 6.3% 0.0% -46.7% 33.2% 12.1K -132.7K -805 0.00 160.54 0 0 166 48 2020-08-25 $27.97 $28.00 14.8% 4.3% 3.2% 6.7% 0.0% -54.3% 25.9% 12.2K -99.0K -706 0.00 158.15 2 0 166 48 2020-08-26 $27.95 $28.00 15.1% 4.3% 3.2% 6.9% 26.1% 10.5% 33.2% 12.6K -96.8K -692 0.00 154.12 1 0 166 48 2020-08-27 $27.85 $28.00 16.4% 4.7% 3.1% 7.6% 0.0% 1.6% 31.8% 11.6K -120.5K -761 0.00 155.06 8 0 167 48 2020-08-28 $27.86 $28.00 16.3% 4.7% 3.2% 7.6% 0.0% 4.9% 32.7% 11.8K -119.5K -749 0.00 152.28 0 1 167 48 2020-08-31 $27.89 $28.00 9.5% 2.7% 3.1% 3.6% 0.0% 64.3% 47.9% 16.3K -68.7K -602 0.00 155.17 0 0 167 49
« Jul 2020 | All History | Sep 2020 » Home GOVT History August 2020