LQD Options History — February 2026 In February 2026, LQD traded between $110.00 and $111.72. ATM implied volatility averaged 5.4%, placing in the 4.6% IV rank vs the trailing year. The 30-day expected move averaged 1.5%. IV traded above realized volatility by 1.3% (HV 20d: 4.2%). Max pain ranged from $110.00 to $111.00. Net GEX was positive for 11 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 5.70.
Notable Days 2026-02-10 : Highest Volume — 235,454 contracts2026-02-23 : Largest IV spike — 8.2% change2026-02-02 : Highest IV Rank — 10.0%2026-02-05 : Largest Expected Move — 1.7%Monthly Statistics Metric Avg Min Max Open Close Price $111.10 $110.00 $111.72 $110.09 $111.72 Max Pain $110.79 $110.00 $111.00 $111.00 $111.00 ATM IV 5.4% 5.1% 6.0% 6.0% 5.5% Expected Move 1.5% 1.4% 1.7% 1.5% 1.5% HV 20d 4.2% 3.5% 4.8% 4.5% 3.5% HV 60d 4.5% 4.0% 4.7% 4.7% 4.0% IV Rank 4.6% 1.0% 10.0% 10.0% 5.1% IV Percentile 6.8% 0.8% 15.5% 15.5% 12.7% Term Structure 0.1% -0.3% 0.5% -0.1% 0.4% VWIV 5.3% 4.0% 6.4% 5.4% 5.1% Skew 25d 0.8% 0.4% 1.1% 1.1% 0.6% Skew 10d 1.4% 0.8% 2.5% 2.5% 1.3% Call IV 25d 5.0% 4.7% 5.7% 5.7% 5.0% Put IV 25d 5.8% 5.4% 6.7% 6.7% 5.6% Bid-Ask Spread % 3.01 2.47 3.95 2.99 2.99 Gamma HHI 0.17 0.12 0.24 0.20 0.14 Net GEX -199.9M -1.64B 738.2M -1.14B 158.0M Net DEX -321.3M -1.41B 1.78B 1.66B -1.24B Net VEX -13.4M -15.7M -10.9M -15.7M -10.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 5.70 0.18 27.78 2.45 27.78 Total Volume 68,595.421 8,443 235,454 103,942 79,445 Total OI 2,026,776.842 1,742,166 2,282,190 1,897,207 1,767,825
Daily Data (19 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 2026-02-02 $110.09 $111.00 6.0% 1.5% 4.5% 10.0% 5.4% 1.1% -0.1% -1.14B 1.66B -15.7M 2.45 2.99 30,125 73,817 536,707 1,360,500 2026-02-03 $110.13 $111.00 5.9% 1.5% 4.4% 9.1% 4.0% 0.9% 0.0% -1.27B 1.57B -15.7M 1.38 2.92 3,553 4,890 543,565 1,399,164 2026-02-04 $110.00 $111.00 5.9% 1.4% 4.4% 9.3% 5.1% 1.0% -0.0% -1.64B 1.78B -15.6M 4.59 3.07 17,701 81,334 546,669 1,385,074 2026-02-05 $110.48 $110.00 5.9% 1.7% 4.7% 9.0% 6.4% 1.0% -0.0% -837.9M 770.5M -15.4M 10.61 3.95 11,906 126,273 561,275 1,487,861 2026-02-06 $110.48 $110.00 5.5% 1.6% 4.5% 5.3% 5.4% 1.0% 0.0% -695.2M 604.8M -15.2M 0.59 3.60 20,254 11,894 576,107 1,549,708 2026-02-09 $110.50 $110.00 5.4% 1.5% 4.4% 4.3% 5.5% 0.9% 0.0% -713.9M 518.2M -14.1M 1.37 2.98 31,935 43,821 577,476 1,481,760 2026-02-10 $110.84 $110.00 5.3% 1.5% 4.5% 3.8% 5.9% 0.8% 0.1% -271.3M -131.1M -14.8M 10.63 3.47 20,245 215,209 594,373 1,502,554 2026-02-11 $110.69 $111.00 5.3% 1.5% 4.5% 3.5% 5.3% 0.7% -0.3% -614.0M 294.4M -15.0M 2.99 2.97 5,029 15,013 604,562 1,554,414 2026-02-12 $111.23 $111.00 5.3% 1.5% 4.7% 3.6% 5.1% 0.9% -0.0% 5.7M -691.2M -14.1M 5.43 3.25 15,803 85,871 594,006 1,560,814 2026-02-13 $111.55 $111.00 5.2% 1.5% 4.8% 2.2% 5.5% 0.7% 0.1% 367.0M -1.25B -13.6M 2.51 2.75 18,471 46,292 598,646 1,622,323 2026-02-17 $111.70 $111.00 5.2% 1.5% 4.7% 2.2% 5.1% 0.7% 0.4% 587.6M -1.39B -12.9M 1.04 2.63 21,741 22,650 599,555 1,650,170 2026-02-18 $111.55 $111.00 5.1% 1.4% 4.0% 1.0% 5.2% 0.8% 0.5% 490.3M -1.19B -12.3M 0.28 2.92 48,026 13,335 596,692 1,661,559 2026-02-19 $111.63 $111.00 5.1% 1.5% 3.6% 1.8% 5.6% 0.6% 0.3% 738.2M -1.39B -12.0M 1.31 2.96 8,254 10,792 611,996 1,670,194 2026-02-20 $111.63 $111.00 5.1% 1.4% 3.6% 1.6% 5.3% 0.6% 0.2% 562.6M -1.41B -11.8M 18.95 2.68 2,959 56,086 612,586 1,666,486 2026-02-23 $111.66 $111.00 5.5% 1.6% 3.6% 5.6% 5.4% 0.6% 0.3% 58.3M -1.06B -11.8M 2.02 3.24 12,529 25,277 487,012 1,255,154 2026-02-24 $111.62 $111.00 5.4% 1.5% 3.6% 4.5% 5.3% 0.5% 0.3% 99.1M -1.09B -11.3M 0.18 2.88 42,720 7,648 499,246 1,266,913 2026-02-25 $111.59 $111.00 5.2% 1.4% 3.6% 2.1% 5.4% 0.4% 0.3% 138.8M -1.18B -10.9M 1.30 2.57 13,181 17,081 506,390 1,270,156 2026-02-26 $111.72 $111.00 5.2% 1.4% 3.5% 2.9% 5.1% 0.7% 0.3% 175.8M -1.26B -11.0M 12.89 2.47 3,034 39,119 480,629 1,268,639 2026-02-27 $111.72 $111.00 5.5% 1.5% 3.5% 5.1% 5.1% 0.6% 0.4% 158.0M -1.24B -10.9M 27.78 2.99 2,760 76,685 484,394 1,283,431
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