iShares 10-20 Year Treasury Bond ETF (TLH) Options History
Historical options analytics archive for TLH with monthly max pain, implied volatility, gamma exposure, and put/call data.
169 months of complete options data available.
TLH monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TLH. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 10.0% | 53.9% | $96.00 | $411.5K | $2.3M | 2.07 |
| 2026-08 | 21 | 8.4% | 32.1% | $99.00 | $226.5K | $3.3M | 1.71 |
| 2026-07 | 19 | 7.9% | 23.4% | $99.00 | $93.6K | $6.1M | 2.28 |
| 2026-06 | 20 | 8.1% | 25.8% | $100.00 | $3.6M | -$10.9M | 0.70 |
| 2026-05 | 18 | 8.2% | 21.8% | $98.00 | $2.4M | -$6.3M | 0.36 |
| 2026-04 | 19 | 8.7% | 12.9% | $102.00 | $680.1K | $900.4K | 1.15 |
This archive aggregates TLH's daily end-of-day options snapshots into monthly summaries, spanning 2012-09 through 2026-09. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how TLH option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-09) shows an average ATM implied volatility near 10.0%, a month-end max-pain strike around $96.00, an average put/call ratio of 2.07.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
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2013
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2012
Frequently asked TLH history questions
- How much options history is available for TLH?
- This archive holds 169 months of TLH options analytics, spanning 2012-09 through 2026-09. Each entry is a monthly rollup of TLH's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the TLH archive.
- What data does each monthly TLH aggregate contain?
- Every monthly row summarizes that month of TLH option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-09 recorded an average ATM implied volatility near 10.0%, an average IV rank of 53.9%, a month-end max-pain strike around $96.00, an average put/call ratio of 2.07.
- How is the TLH options-history archive built and how often does it update?
- The archive is derived from TLH's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how TLH's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.