GOVT Options History — October 2024

In October 2024, GOVT traded between $22.81 and $23.45. ATM implied volatility averaged 8.6%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 2.4%. IV traded above realized volatility by 4.6% (HV 20d: 4.1%). Max pain ranged from $21.00 to $23.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.21.

Notable Days

  • 2024-10-11: Highest Volume — 191 contracts
  • 2024-10-03: Largest IV drop — 44.8% change
  • 2024-10-01: Highest IV Rank — 28.3%
  • 2024-10-01: Largest Expected Move — 4.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.02$22.81$23.45$23.45$22.84
Max Pain$22.39$21.00$23.00$21.00$22.00
ATM IV8.6%6.8%14.7%14.7%10.8%
Expected Move2.4%2.0%4.2%4.2%3.1%
HV 20d4.1%3.1%4.7%3.4%4.4%
HV 60d4.9%4.1%5.3%4.8%4.1%
IV Rank12.5%7.8%28.3%28.3%18.0%
IV Percentile49.6%21.8%87.7%87.7%78.2%
Term Structure-2.0%-13.4%-0.2%-13.4%-2.5%
VWIV13.7%6.8%48.7%9.8%8.3%
Skew 25d-0.1%-1.4%1.2%1.2%-1.4%
Skew 10d-0.0%-1.8%1.5%1.2%-1.7%
Call IV 25d8.3%6.0%11.0%10.7%10.5%
Put IV 25d8.2%6.7%11.9%11.9%9.1%
Bid-Ask Spread %135.61112.36169.76168.49112.98
Gamma HHI0.650.440.760.440.72
Net GEX115.8K67.4K188.0K67.4K131.0K
Net DEX-347.1K-471.2K-250.9K-403.8K-334.2K
Net VEX-1.4K-1.8K-1.1K-1.3K-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.210.002.000.000.00
Total Volume24.087019114
Total OI647513798513798

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$23.45$21.0014.7%4.2%3.4%28.3%9.8%1.2%-13.4%67.4K-403.8K-1.3K0.00168.491046053
2024-10-02$23.38$21.0014.1%4.0%3.1%26.6%0.0%0.1%-9.7%68.5K-376.2K-1.2K0.00169.760046053
2024-10-03$23.30$23.007.8%2.4%3.3%10.3%0.0%1.2%-2.8%70.4K-368.0K-1.2K0.00158.181046053
2024-10-04$23.13$23.007.8%2.2%4.0%10.3%0.0%0.4%-1.0%70.9K-296.8K-1.2K0.00161.6550046053
2024-10-07$23.06$23.009.6%2.1%4.0%15.0%0.0%0.2%-0.5%94.9K-336.7K-1.2K0.04155.2151251053
2024-10-08$23.06$23.007.9%2.1%3.8%10.6%0.0%-0.3%-0.6%71.8K-272.3K-1.1K0.00160.340046155
2024-10-09$23.02$23.007.6%2.2%3.7%9.9%0.0%-0.3%-1.0%69.4K-255.2K-1.1K0.00161.353046155
2024-10-10$23.01$23.007.7%2.2%3.7%10.1%7.7%0.3%-0.7%72.3K-253.4K-1.1K0.56154.139546255
2024-10-11$23.02$23.007.3%2.1%3.6%9.0%7.3%0.5%-0.8%88.1K-250.9K-1.1K0.00140.26191046560
2024-10-14$22.98$23.006.8%2.0%3.4%7.8%6.8%0.3%-0.2%149.7K-364.6K-1.3K0.33117.603157960
2024-10-15$23.09$23.007.0%2.0%4.1%8.3%0.0%1.0%-0.2%138.5K-447.6K-1.3K0.07118.0815158261
2024-10-16$23.12$23.007.2%2.1%4.1%8.8%7.2%1.1%-0.7%135.0K-471.2K-1.3K0.03117.1736159361
2024-10-17$23.02$23.007.2%2.1%4.3%8.9%48.7%0.3%-0.8%188.0K-406.8K-1.5K0.13126.8132462362
2024-10-18$23.05$22.007.2%2.1%4.3%8.9%0.0%0.6%-0.7%169.8K-434.3K-1.4K0.00131.581065161
2024-10-21$22.91$22.007.1%2.0%4.7%8.5%0.0%-0.4%-0.4%121.5K-306.2K-1.3K0.25130.814160460
2024-10-22$22.89$22.007.2%2.1%4.6%8.9%0.0%-0.4%-0.2%119.7K-308.1K-1.4K0.00112.36100060861
2024-10-23$22.86$22.008.3%2.4%4.6%11.6%8.3%-0.9%-1.2%139.4K-381.2K-1.7K2.00116.8881670861
2024-10-24$22.89$22.007.6%2.2%4.7%9.7%0.0%-0.4%-0.4%151.1K-391.5K-1.8K0.00119.856071376
2024-10-25$22.84$22.008.7%2.5%4.4%12.6%0.0%-0.9%-1.9%141.4K-346.5K-1.7K0.00120.630071576
2024-10-28$22.81$22.008.9%2.6%4.4%13.2%0.0%-1.1%-1.7%137.2K-323.4K-1.6K0.00119.450171576
2024-10-29$22.82$22.009.2%2.6%4.4%13.9%0.0%-1.1%-1.8%137.9K-322.8K-1.6K0.00129.780071876
2024-10-30$22.82$22.0010.4%3.0%4.4%17.2%0.0%-1.4%-2.8%130.4K-332.2K-1.6K0.00115.770771876
2024-10-31$22.84$22.0010.8%3.1%4.4%18.0%0.0%-1.4%-2.5%131.0K-334.2K-1.5K0.00112.980471880