TLT Options History — April 2021 In April 2021, TLT traded between $136.75 and $140.32. ATM implied volatility averaged 14.4%, placing in the 23.8% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 2.3% (HV 20d: 12.1%). Max pain ranged from $139.00 to $140.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 2.03.
Notable Days 2021-04-15 : Highest Volume — 212,266 contracts2021-04-08 : Largest IV drop — 6.9% change2021-04-07 : Highest IV Rank — 31.8%2021-04-01 : Largest Expected Move — 4.4%Monthly Statistics Metric Avg Min Max Open Close Price $138.59 $136.75 $140.32 $137.51 $138.62 Max Pain $139.86 $139.00 $140.00 $139.00 $140.00 ATM IV 14.4% 13.4% 15.4% 15.2% 13.4% Expected Move 4.1% 3.9% 4.4% 4.4% 3.9% HV 20d 12.1% 9.5% 14.4% 14.1% 9.5% HV 60d 14.1% 13.8% 14.5% 14.5% 14.0% IV Rank 23.8% 16.8% 31.8% 27.2% 17.6% IV Percentile 40.7% 24.6% 57.1% 52.0% 24.6% Term Structure -0.1% -0.9% 0.2% -0.0% -0.0% VWIV 14.8% 13.9% 15.7% 15.7% 14.2% Skew 25d 1.0% 0.2% 3.9% 1.8% 0.9% Skew 10d 0.3% -3.7% 4.6% 2.5% -3.7% Call IV 25d 14.3% 13.1% 15.1% 14.6% 13.4% Put IV 25d 15.4% 14.2% 17.6% 16.4% 14.3% Bid-Ask Spread % 22.12 1.80 36.45 1.80 2.89 Gamma HHI 0.10 0.08 0.17 0.09 0.12 Net GEX -254.3M -570.0M 40.3M -112.0M -570.0M Net DEX 1.58B 283.3M 2.31B 1.60B 2.03B Net VEX -17.0M -18.8M -16.0M -18.8M -16.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.03 0.81 4.75 2.03 3.68 Total Volume 105,441.905 48,576 212,266 139,611 164,555 Total OI 1,330,557.952 1,157,915 1,518,405 1,411,070 1,295,987
Daily Data (21 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 2021-04-01 $137.51 $139.00 15.2% 4.4% 14.1% 27.2% 15.7% 1.8% -0.0% -112.0M 1.60B -18.8M 2.03 1.80 N/A N/A 46,127 93,484 616,355 794,715 2021-04-05 $136.75 $140.00 15.2% 4.2% 14.2% 27.3% 15.1% 1.5% -0.9% -229.1M 2.31B -18.0M 0.83 27.57 N/A N/A 26,484 22,092 583,922 778,112 2021-04-06 $137.78 $139.00 14.8% 4.2% 14.4% 26.9% 15.0% 1.2% -0.2% -141.9M 1.60B -18.0M 1.28 29.85 N/A N/A 42,999 54,937 602,321 780,855 2021-04-07 $136.96 $139.00 15.4% 4.3% 14.0% 31.8% 15.2% 1.6% -0.2% -190.5M 2.09B -17.8M 1.55 34.45 N/A N/A 45,320 70,262 606,611 777,177 2021-04-08 $137.88 $140.00 14.4% 4.2% 14.2% 23.0% 14.9% 1.3% -0.0% -138.0M 1.59B -18.2M 0.95 36.43 N/A N/A 32,029 30,409 623,389 816,066 2021-04-09 $137.60 $140.00 14.1% 4.0% 14.1% 20.9% 14.6% 1.6% 0.0% -151.5M 1.80B -17.7M 1.97 28.31 N/A N/A 27,600 54,364 621,453 828,043 2021-04-12 $137.32 $140.00 14.8% 4.3% 11.5% 26.7% 15.1% 1.3% 0.2% -221.9M 2.11B -17.0M 1.77 36.45 N/A N/A 20,769 36,749 599,739 793,622 2021-04-13 $138.21 $140.00 14.0% 4.0% 11.6% 19.9% 14.8% 3.9% 0.1% -205.0M 1.64B -16.6M 2.25 26.14 N/A N/A 40,014 89,910 601,651 820,134 2021-04-14 $138.03 $140.00 13.6% 3.9% 11.5% 16.8% 14.0% 1.8% 0.1% -259.0M 1.78B -16.2M 2.10 29.51 N/A N/A 31,797 66,867 607,768 838,504 2021-04-15 $140.32 $140.00 14.3% 4.1% 12.3% 22.8% 14.8% 0.8% -0.2% 40.3M 283.3M -16.5M 0.96 30.98 N/A N/A 108,104 104,162 618,843 857,981 2021-04-16 $139.39 $140.00 14.6% 4.2% 12.3% 25.1% 15.0% 0.4% 0.1% -234.5M 1.48B -17.4M 1.64 33.86 N/A N/A 62,315 101,892 608,525 909,880 2021-04-19 $138.83 $140.00 14.8% 4.2% 12.5% 26.7% 15.2% 0.7% 0.1% -283.7M 1.64B -17.7M 0.81 9.53 N/A N/A 43,276 35,136 440,627 717,288 2021-04-20 $139.57 $140.00 14.9% 4.3% 11.6% 27.3% 15.1% 0.5% -0.0% -218.0M 1.19B -17.1M 1.87 28.69 N/A N/A 24,311 45,580 464,671 714,067 2021-04-21 $139.61 $140.00 14.4% 4.1% 11.3% 23.3% 14.6% 0.2% 0.0% -263.3M 1.20B -16.9M 1.58 26.02 N/A N/A 26,440 41,818 466,950 733,065 2021-04-22 $140.17 $140.00 14.1% 4.1% 11.3% 22.3% 14.6% 0.2% -0.0% -223.0M 924.5M -16.8M 1.14 33.21 N/A N/A 33,064 37,831 474,363 747,060 2021-04-23 $140.03 $140.00 14.3% 4.1% 11.0% 25.9% 14.7% 0.5% -0.4% -387.8M 938.4M -16.0M 3.38 34.68 N/A N/A 31,158 105,244 484,729 752,682 2021-04-26 $140.00 $140.00 14.2% 4.1% 10.9% 24.5% 14.7% 0.4% -0.1% -289.7M 1.14B -16.0M 3.89 4.34 N/A N/A 17,285 67,302 457,753 751,992 2021-04-27 $138.83 $140.00 14.1% 4.1% 10.8% 23.8% 14.7% 0.4% 0.1% -390.9M 1.84B -16.3M 1.64 3.24 N/A N/A 41,516 68,236 463,980 759,818 2021-04-28 $138.78 $140.00 14.0% 4.0% 10.6% 22.5% 14.2% 0.7% 0.0% -391.2M 1.78B -16.7M 2.54 3.36 N/A N/A 22,634 57,475 487,030 770,919 2021-04-29 $138.28 $140.00 13.5% 3.9% 10.5% 17.7% 13.9% 0.7% 0.0% -479.1M 2.11B -16.0M 4.75 3.19 N/A N/A 24,816 117,917 493,424 779,646 2021-04-30 $138.62 $140.00 13.4% 3.9% 9.5% 17.6% 14.2% 0.9% -0.0% -570.0M 2.03B -16.1M 3.68 2.89 N/A N/A 35,156 129,399 499,517 796,470
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