TLT Options History — May 2021 In May 2021, TLT traded between $135.54 and $139.94. ATM implied volatility averaged 13.0%, placing in the 13.2% IV rank vs the trailing year. The 30-day expected move averaged 3.8%. IV traded above realized volatility by 4.4% (HV 20d: 8.6%). Max pain ranged from $140.00 to $145.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 2.31.
Notable Days 2021-05-12 : Highest Volume — 185,899 contracts2021-05-20 : Largest IV drop — 7.2% change2021-05-04 : Highest IV Rank — 21.9%2021-05-04 : Largest Expected Move — 4.1%Monthly Statistics Metric Avg Min Max Open Close Price $137.89 $135.54 $139.94 $138.60 $138.69 Max Pain $144.05 $140.00 $145.00 $140.00 $143.00 ATM IV 13.0% 11.9% 13.9% 13.7% 11.9% Expected Move 3.8% 3.4% 4.1% 4.0% 3.4% HV 20d 8.6% 7.8% 10.1% 9.3% 8.6% HV 60d 13.0% 10.8% 14.1% 14.0% 10.8% IV Rank 13.2% 3.5% 21.9% 20.3% 3.5% IV Percentile 18.9% 3.6% 33.7% 30.6% 3.6% Term Structure 0.4% -0.2% 2.9% 0.0% 0.4% VWIV 13.8% 12.3% 14.9% 14.2% 12.3% Skew 25d 1.0% 0.6% 1.5% 1.2% 0.7% Skew 10d 1.3% -0.2% 3.6% 1.8% 0.2% Call IV 25d 12.9% 11.7% 14.0% 13.5% 11.7% Put IV 25d 14.0% 12.4% 15.0% 14.6% 12.4% Bid-Ask Spread % 21.11 1.90 55.81 2.56 1.90 Gamma HHI 0.14 0.07 0.40 0.10 0.11 Net GEX -406.8M -1.01B -206.4M -326.9M -290.0M Net DEX 2.29B 1.16B 3.80B 1.87B 1.69B Net VEX -16.1M -16.9M -15.4M -16.2M -16.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.31 0.58 5.10 2.18 1.57 Total Volume 100,518.3 44,480 185,899 88,121 80,715 Total OI 1,335,366.35 1,208,808 1,484,453 1,216,112 1,425,446
Daily Data (20 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 2021-05-03 $138.60 $140.00 13.7% 4.0% 9.3% 20.3% 14.2% 1.2% 0.0% -326.9M 1.87B -16.2M 2.18 2.56 N/A N/A 27,673 60,448 467,480 748,632 2021-05-04 $139.35 $140.00 13.9% 4.1% 9.1% 21.9% 14.6% 1.1% -0.0% -281.4M 1.43B -16.6M 2.96 2.79 N/A N/A 31,670 93,679 478,704 778,245 2021-05-05 $139.64 $140.00 13.9% 4.1% 8.8% 21.7% 14.3% 0.8% 0.0% -289.0M 1.36B -16.9M 5.10 2.23 N/A N/A 14,829 75,603 490,021 801,737 2021-05-06 $139.94 $145.00 13.6% 4.0% 8.5% 18.9% 14.7% 0.8% -0.0% -281.8M 1.16B -16.5M 4.42 46.60 N/A N/A 14,003 61,894 489,604 813,657 2021-05-07 $138.97 $145.00 12.9% 3.9% 8.9% 12.5% 14.1% 1.2% 0.3% -1.01B 1.89B -16.2M 2.14 50.68 N/A N/A 36,809 78,597 492,312 827,086 2021-05-10 $137.75 $145.00 13.6% 4.0% 9.5% 19.1% 14.2% 1.5% 0.3% -357.7M 2.38B -15.9M 1.56 55.81 N/A N/A 40,523 63,052 484,586 779,517 2021-05-11 $137.15 $145.00 13.1% 4.0% 9.3% 14.6% 14.9% 1.4% 1.0% -466.0M 2.99B -16.8M 2.75 31.28 N/A N/A 24,667 67,768 490,278 830,237 2021-05-12 $135.54 $145.00 12.5% 4.1% 10.1% 9.0% 14.9% 1.2% 2.9% -555.0M 3.80B -16.3M 2.46 51.33 N/A N/A 53,713 132,186 496,330 825,486 2021-05-13 $135.99 $145.00 13.2% 3.9% 8.0% 14.9% 14.1% 1.4% 0.6% -549.2M 3.63B -16.6M 2.26 53.52 N/A N/A 32,687 73,963 516,099 855,254 2021-05-14 $136.85 $145.00 12.8% 3.7% 8.2% 11.2% 14.1% 1.1% 0.3% -473.5M 3.03B -16.2M 1.53 52.44 N/A N/A 44,386 67,924 523,385 867,132 2021-05-17 $136.69 $145.00 13.1% 3.8% 8.1% 14.1% 13.4% 1.3% 0.1% -471.6M 2.94B -16.1M 0.58 4.05 N/A N/A 28,078 16,402 514,248 848,947 2021-05-18 $136.46 $145.00 13.1% 3.8% 7.8% 14.4% 14.1% 1.2% 0.0% -512.6M 3.07B -15.7M 1.52 2.81 N/A N/A 27,989 42,470 520,764 857,452 2021-05-19 $136.22 $145.00 13.7% 3.9% 7.8% 19.8% 14.3% 1.2% -0.2% -523.0M 3.36B -16.2M 1.68 50.13 N/A N/A 34,962 58,802 535,857 868,266 2021-05-20 $137.11 $145.00 12.7% 3.6% 8.1% 10.7% 13.3% 1.0% -0.1% -457.1M 2.72B -15.5M 3.05 2.28 N/A N/A 23,967 73,195 547,472 905,300 2021-05-21 $137.67 $145.00 12.4% 3.6% 8.3% 7.7% 13.1% 0.8% -0.2% -343.5M 2.39B -15.4M 1.88 2.41 N/A N/A 30,310 56,957 557,456 926,997 2021-05-24 $138.12 $145.00 12.5% 3.6% 8.4% 9.0% 13.1% 0.9% 0.4% -295.7M 1.85B -15.5M 2.35 2.36 N/A N/A 24,096 56,712 440,189 768,619 2021-05-25 $139.40 $145.00 12.5% 3.6% 8.6% 8.8% 12.9% 0.9% 0.6% -206.4M 1.23B -15.5M 1.69 2.56 N/A N/A 57,705 97,687 454,948 787,919 2021-05-26 $139.07 $144.00 12.4% 3.6% 8.6% 8.2% 13.0% 0.6% 0.4% -210.1M 1.33B -16.1M 1.61 2.32 N/A N/A 37,754 60,695 481,987 842,369 2021-05-27 $138.58 $144.00 12.0% 3.5% 8.6% 3.9% 12.4% 0.7% 0.6% -236.8M 1.58B -16.3M 2.92 2.11 N/A N/A 26,978 78,818 500,462 866,847 2021-05-28 $138.69 $143.00 11.9% 3.4% 8.6% 3.5% 12.3% 0.7% 0.4% -290.0M 1.69B -16.5M 1.57 1.90 N/A N/A 31,435 49,280 508,954 916,492
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