GOVT Options History — June 2022

In June 2022, GOVT traded between $23.27 and $24.05. ATM implied volatility averaged 11.8%, placing in the 28.0% IV rank vs the trailing year. The 30-day expected move averaged 3.3%. IV traded above realized volatility by 3.8% (HV 20d: 8.0%). Max pain ranged from $23.00 to $26.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 8.34.

Notable Days

  • 2022-06-28: Highest Volume — 1,879 contracts
  • 2022-06-13: Largest IV spike — 26.8% change
  • 2022-06-21: Highest IV Rank — 38.5%
  • 2022-06-21: Largest Expected Move — 4.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.74$23.27$24.05$24.03$23.94
Max Pain$23.95$23.00$26.00$26.00$24.00
ATM IV11.8%8.9%14.7%11.1%11.5%
Expected Move3.3%2.4%4.2%3.2%3.3%
HV 20d8.0%6.5%9.2%7.2%9.2%
HV 60d7.2%6.7%7.6%6.8%7.6%
IV Rank28.0%17.7%38.5%25.6%27.2%
IV Percentile85.1%61.1%96.8%84.5%83.7%
Term Structure-0.6%-1.7%0.4%-1.7%-0.3%
VWIV11.8%9.2%14.6%11.4%12.2%
Skew 25d0.8%-2.9%4.4%4.4%3.1%
Skew 10d2.6%-3.7%9.6%7.2%5.0%
Call IV 25d11.7%9.2%16.0%9.2%10.2%
Put IV 25d12.4%9.1%18.1%13.6%13.3%
Bid-Ask Spread %125.8892.55150.90111.07111.68
Gamma HHI0.360.280.490.350.29
Net GEX-106.9K-177.8K-48.1K-174.1K-48.4K
Net DEX1.5M1.1M2.1M1.8M1.1M
Net VEX-6.1K-8.0K-4.4K-7.7K-5.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio8.341.2618.224.452.37
Total Volume1,107.7625731,8797901,491
Total OI1,659.1431,1892,0352,0351,971

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$24.03$26.0011.1%3.2%7.2%25.6%11.4%4.4%-1.7%-174.1K1.8M-7.7K4.45111.071456452871,748
2022-06-02$24.05$24.008.9%2.6%7.1%17.7%11.1%-2.9%0.3%-171.5K1.7M-7.5K4.48111.911446452881,723
2022-06-03$24.00$24.0010.7%2.5%6.7%23.9%9.2%0.1%0.2%-175.2K1.8M-7.4K4.45125.831456452871,723
2022-06-06$23.87$24.0011.7%2.4%6.8%27.7%10.1%-0.9%-0.3%-164.6K1.6M-8.0K4.33139.671456282871,722
2022-06-07$23.95$24.0011.0%2.7%6.7%25.1%9.8%-0.2%0.2%-177.0K1.7M-7.2K8.41150.90746222871,668
2022-06-08$23.90$24.009.3%2.7%6.7%19.0%9.7%-0.4%0.4%-177.5K1.7M-7.1K7.49132.11866442701,668
2022-06-09$23.88$23.0010.7%3.1%6.5%24.1%11.0%-1.2%-1.6%-177.8K1.5M-7.2K5.66146.87864872801,696
2022-06-10$23.72$23.0011.0%3.2%6.7%25.3%12.0%1.6%-0.8%-165.2K1.9M-7.5K5.66145.00864872801,701
2022-06-13$23.38$23.0014.0%4.0%8.2%36.0%13.8%-0.4%-1.5%-164.8K2.1M-7.7K11.39118.201191,3552801,700
2022-06-14$23.27$24.0013.8%4.0%8.2%35.3%14.6%2.1%-0.5%-55.9K1.5M-5.0K17.00112.28801,3603161,045
2022-06-15$23.46$24.0012.8%3.7%8.7%31.6%12.1%1.0%-0.2%-56.4K1.5M-4.7K13.99118.99791,1053151,038
2022-06-16$23.58$24.0013.5%3.9%8.7%34.3%14.0%1.3%-1.6%-60.4K1.3M-5.1K14.14118.45791,1173171,049
2022-06-17$23.59$24.0011.8%3.4%8.6%28.1%12.7%1.2%-0.3%-64.0K1.5M-5.0K13.24146.66851,1253171,051
2022-06-21$23.49$24.0014.7%4.2%8.4%38.5%13.8%1.6%-1.2%-55.5K1.4M-4.4K18.22111.84591,075222967
2022-06-22$23.72$24.0012.0%3.4%9.2%28.9%11.7%2.1%-1.1%-64.7K1.3M-4.9K11.59122.22931,078223967
2022-06-23$23.79$24.0012.3%3.5%8.8%30.0%12.1%-1.4%-0.8%-67.8K1.1M-5.5K11.8592.55911,078223970
2022-06-24$23.73$24.0011.5%3.3%8.8%27.1%11.7%1.2%-0.3%-65.7K1.2M-5.0K10.81140.78971,049224970
2022-06-27$23.65$24.0012.3%3.5%8.8%29.9%12.1%-1.9%-0.5%-61.5K1.3M-4.7K2.17133.324841,049232971
2022-06-28$23.65$24.0010.6%3.0%8.8%23.8%10.3%3.5%-0.4%-48.1K1.2M-5.5K1.26127.468301,049620971
2022-06-29$23.80$24.0012.2%3.5%9.0%29.6%13.1%2.2%-1.4%-49.3K1.2M-5.7K2.22125.624731,049997971
2022-06-30$23.94$24.0011.5%3.3%9.2%27.2%12.2%3.1%-0.3%-48.4K1.1M-5.8K2.37111.684431,0481,000971