TLT Options History — March 2021 In March 2021, TLT traded between $134.31 and $140.72. ATM implied volatility averaged 16.3%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded below realized volatility by 0.8% (HV 20d: 17.1%). Max pain ranged from $139.00 to $148.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.96.
Notable Days 2021-03-16 : Highest Volume — 303,925 contracts2021-03-12 : Largest IV spike — 20.8% change2021-03-31 : Highest IV Rank — 36.2%2021-03-01 : Largest Expected Move — 5.4%Monthly Statistics Metric Avg Min Max Open Close Price $137.46 $134.31 $140.72 $140.53 $135.76 Max Pain $141.48 $139.00 $148.00 $148.00 $139.00 ATM IV 16.3% 14.8% 18.2% 18.2% 16.4% Expected Move 4.7% 4.3% 5.4% 5.4% 4.8% HV 20d 17.1% 13.1% 19.0% 17.3% 13.3% HV 60d 13.5% 12.7% 14.2% 13.4% 14.2% IV Rank 17.5% 9.2% 36.2% 18.0% 36.2% IV Percentile 65.9% 48.0% 84.9% 81.3% 71.0% Term Structure -0.1% -0.7% 0.6% -0.4% -0.4% VWIV 17.0% 15.2% 19.2% 19.2% 17.0% Skew 25d 2.2% 0.7% 3.6% 2.1% 2.2% Skew 10d 3.2% -2.3% 6.3% 2.6% 2.0% Call IV 25d 15.9% 14.5% 17.8% 17.8% 15.9% Put IV 25d 18.1% 16.5% 20.6% 19.9% 18.1% Bid-Ask Spread % 18.21 2.34 43.74 2.93 17.09 Gamma HHI 0.10 0.08 0.14 0.11 0.12 Net GEX -230.9M -340.6M -106.2M -224.8M -230.2M Net DEX 3.61B 1.42B 5.67B 3.46B 2.60B Net VEX -18.4M -20.0M -17.1M -18.5M -19.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.96 0.38 3.29 0.53 0.95 Total Volume 142,781.652 55,611 303,925 159,167 66,500 Total OI 1,533,766.913 1,348,711 1,933,885 1,428,480 1,387,927
Daily Data (23 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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-03-01 $140.53 $148.00 18.2% 5.4% 17.3% 18.0% 19.2% 2.1% -0.4% -224.8M 3.46B -18.5M 0.53 2.93 N/A N/A 104,106 55,061 719,991 708,489 2021-03-02 $140.72 $147.00 15.4% 4.7% 17.3% 10.6% 16.7% 1.6% 0.0% -211.1M 3.32B -18.1M 0.68 3.20 N/A N/A 71,041 48,481 754,357 711,136 2021-03-03 $139.65 $147.00 16.6% 5.1% 17.3% 13.8% 18.1% 0.7% -0.0% -248.9M 3.83B -17.8M 0.58 2.53 N/A N/A 74,727 43,436 762,941 722,741 2021-03-04 $138.71 $144.00 17.4% 4.8% 17.2% 15.9% 17.9% 1.4% -0.3% -282.8M 4.30B -17.5M 0.38 43.74 N/A N/A 133,287 50,767 777,266 733,747 2021-03-05 $138.83 $143.00 16.6% 4.8% 17.3% 13.8% 17.3% 1.1% -0.2% -326.3M 4.15B -17.6M 0.90 22.72 N/A N/A 62,911 56,914 820,230 738,819 2021-03-08 $138.25 $143.00 17.0% 4.9% 17.2% 14.7% 17.8% 1.5% 0.1% -250.6M 4.11B -17.3M 0.47 25.21 N/A N/A 103,513 48,826 761,742 715,800 2021-03-09 $139.67 $143.00 15.8% 4.5% 17.7% 11.5% 16.2% 1.7% -0.2% -182.1M 3.38B -17.9M 0.81 25.85 N/A N/A 46,254 37,660 809,786 737,160 2021-03-10 $139.89 $142.00 14.8% 4.3% 17.7% 9.2% 15.2% 1.6% -0.1% -206.5M 3.40B -17.5M 3.29 31.24 N/A N/A 37,385 123,152 812,491 748,512 2021-03-11 $139.03 $141.00 15.1% 4.4% 17.4% 9.8% 15.7% 1.4% 0.5% -280.8M 3.82B -17.1M 1.05 23.76 N/A N/A 47,939 50,538 821,927 759,472 2021-03-12 $135.94 $141.00 18.2% 5.2% 18.7% 18.6% 18.5% 2.7% -0.0% -282.4M 5.32B -17.4M 1.26 25.26 N/A N/A 115,593 145,341 832,190 778,448 2021-03-15 $136.68 $140.00 17.1% 4.9% 18.7% 15.4% 17.5% 3.1% -0.3% -254.6M 4.72B -17.5M 0.67 28.33 N/A N/A 54,175 36,527 834,949 773,320 2021-03-16 $136.22 $140.00 16.3% 4.7% 18.1% 13.4% 18.7% 2.8% -0.7% -245.0M 4.86B -17.1M 2.54 28.90 N/A N/A 85,802 218,123 860,703 772,307 2021-03-17 $135.17 $140.00 16.8% 4.8% 17.9% 14.6% 17.0% 2.7% -0.0% -340.6M 5.56B -18.8M 0.69 31.78 N/A N/A 136,555 94,837 888,985 904,776 2021-03-18 $134.31 $140.00 18.0% 5.2% 17.9% 17.9% 18.8% 3.6% -0.3% -327.5M 5.67B -19.7M 1.35 28.22 N/A N/A 105,358 142,643 942,982 907,652 2021-03-19 $134.33 $139.00 17.5% 5.1% 17.6% 16.7% 18.0% 3.1% -0.2% -286.4M 5.53B -20.0M 1.14 38.08 N/A N/A 91,747 104,661 994,238 939,647 2021-03-22 $136.32 $139.00 16.1% 4.7% 18.6% 15.4% 16.8% 2.7% -0.0% -176.8M 2.50B -19.5M 0.72 2.57 N/A N/A 63,698 45,846 565,427 808,744 2021-03-23 $137.50 $139.00 15.1% 4.5% 18.9% 12.1% 16.1% 2.3% 0.6% -125.5M 1.73B -19.6M 0.86 2.63 N/A N/A 58,827 50,446 589,796 821,344 2021-03-24 $138.11 $140.00 14.9% 4.3% 19.0% 14.6% 15.5% 2.2% 0.1% -106.2M 1.42B -19.4M 0.70 2.63 N/A N/A 87,427 61,176 596,274 838,253 2021-03-25 $137.33 $140.00 15.1% 4.4% 17.7% 23.9% 15.6% 1.8% 0.4% -137.9M 1.90B -19.4M 0.56 2.34 N/A N/A 70,235 39,144 608,855 836,902 2021-03-26 $136.72 $140.00 15.4% 4.4% 13.4% 26.5% 15.4% 2.2% 0.1% -107.6M 2.34B -19.2M 0.86 2.40 N/A N/A 42,907 36,761 618,561 841,809 2021-03-29 $135.47 $140.00 16.0% 4.7% 13.1% 31.1% 16.8% 2.8% -0.7% -263.0M 2.85B -18.7M 0.60 4.22 N/A N/A 48,835 29,205 574,180 774,531 2021-03-30 $136.43 $139.00 15.6% 4.5% 13.4% 28.3% 15.8% 2.3% 0.2% -212.7M 2.33B -18.9M 0.52 23.20 N/A N/A 36,555 19,056 595,500 771,732 2021-03-31 $135.76 $139.00 16.4% 4.8% 13.3% 36.2% 17.0% 2.2% -0.4% -230.2M 2.60B -19.0M 0.95 17.09 N/A N/A 34,077 32,423 610,776 777,151
« Feb 2021 | All History | Apr 2021 » Home TLT History March 2021