TLT Options History — August 2021 In August 2021, TLT traded between $146.22 and $151.15. ATM implied volatility averaged 13.9%, placing in the 23.3% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 1.3% (HV 20d: 12.7%). Max pain ranged from $148.00 to $149.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 1.80.
Notable Days 2021-08-13 : Highest Volume — 181,924 contracts2021-08-16 : Largest IV spike — 8.1% change2021-08-02 : Highest IV Rank — 39.4%2021-08-03 : Largest Expected Move — 4.5%Monthly Statistics Metric Avg Min Max Open Close Price $148.99 $146.22 $151.15 $150.54 $148.81 Max Pain $148.32 $148.00 $149.00 $148.00 $149.00 ATM IV 13.9% 12.8% 15.7% 15.7% 13.2% Expected Move 4.0% 3.6% 4.5% 4.5% 3.7% HV 20d 12.7% 10.2% 15.4% 15.4% 10.8% HV 60d 13.1% 12.7% 13.4% 13.0% 13.4% IV Rank 23.3% 12.8% 39.4% 39.4% 16.8% IV Percentile 49.9% 26.2% 79.4% 79.4% 38.9% Term Structure 0.3% -0.2% 0.7% -0.1% 0.1% VWIV 14.6% 13.1% 16.5% 16.0% 13.5% Skew 25d -0.0% -0.8% 0.4% -0.5% 0.2% Skew 10d -0.6% -2.4% 0.9% -1.4% -0.4% Call IV 25d 14.4% 12.8% 16.4% 16.4% 13.6% Put IV 25d 14.3% 13.2% 15.9% 15.9% 13.8% Bid-Ask Spread % 44.10 19.86 56.19 19.86 51.10 Gamma HHI 0.08 0.05 0.19 0.07 0.07 Net GEX -69.5M -418.7M 255.7M 85.5M -52.4M Net DEX -517.7M -2.35B 1.79B -2.13B -322.6M Net VEX -18.5M -21.9M -15.9M -20.8M -17.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.80 0.63 3.20 1.14 1.39 Total Volume 111,684.045 52,005 181,924 113,070 60,807 Total OI 1,534,710.364 1,329,623 1,666,995 1,447,526 1,523,033
Daily Data (22 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 2021-08-02 $150.54 $148.00 15.7% 4.5% 15.4% 39.4% 16.0% -0.5% -0.1% 85.5M -2.13B -20.8M 1.14 19.86 N/A N/A 52,886 60,184 625,994 821,532 2021-08-03 $150.74 $149.00 15.5% 4.5% 15.0% 37.3% 16.5% -0.3% 0.0% 88.8M -2.03B -21.2M 2.80 25.01 N/A N/A 41,681 116,526 632,833 846,207 2021-08-04 $151.15 $149.00 14.8% 4.3% 14.7% 31.5% 15.1% -0.3% 0.0% 137.8M -2.35B -21.1M 1.21 21.12 N/A N/A 55,537 67,135 668,041 879,057 2021-08-05 $150.43 $148.00 14.8% 4.3% 14.7% 30.9% 16.0% 0.1% -0.1% 21.9M -1.70B -21.9M 0.74 50.94 N/A N/A 89,037 66,233 684,242 922,549 2021-08-06 $147.99 $148.00 14.6% 4.3% 14.9% 29.7% 15.2% 0.4% -0.2% -344.6M 340.1M -21.8M 1.73 48.07 N/A N/A 63,952 110,812 663,267 942,025 2021-08-09 $147.40 $148.00 14.6% 4.3% 15.0% 28.9% 15.6% 0.4% 0.6% -199.1M 741.1M -20.2M 1.09 45.92 N/A N/A 41,279 44,985 601,930 916,005 2021-08-10 $146.64 $148.00 14.5% 4.3% 14.9% 28.4% 15.6% 0.4% 0.6% -287.2M 1.33B -20.3M 2.28 52.33 N/A N/A 24,610 56,174 607,553 948,224 2021-08-11 $146.54 $148.00 13.4% 4.1% 14.5% 18.2% 14.5% 0.4% 0.7% -333.5M 1.46B -19.8M 1.66 56.19 N/A N/A 37,998 63,235 627,283 962,399 2021-08-12 $146.22 $148.00 12.8% 3.8% 13.8% 12.8% 13.7% 0.4% 0.5% -418.7M 1.79B -19.0M 1.88 47.98 N/A N/A 24,184 45,357 624,488 967,952 2021-08-13 $148.46 $148.00 13.2% 3.8% 14.9% 16.2% 14.0% -0.2% 0.3% -139.0M -42.3M -18.1M 1.74 41.79 N/A N/A 66,407 115,517 632,318 978,492 2021-08-16 $148.88 $148.00 14.2% 4.1% 12.4% 25.8% 14.7% -0.4% 0.1% -64.7M -472.1M -17.6M 2.03 32.61 N/A N/A 40,702 82,466 601,245 930,122 2021-08-17 $148.99 $148.00 13.9% 4.0% 11.9% 22.9% 14.8% -0.8% 0.4% -54.7M -584.6M -17.6M 1.56 38.72 N/A N/A 23,621 36,951 625,742 971,719 2021-08-18 $149.12 $148.00 13.8% 3.9% 10.9% 21.5% 14.4% -0.5% 0.3% -56.6M -584.5M -17.7M 0.63 34.23 N/A N/A 31,912 20,093 634,672 1,000,400 2021-08-19 $150.32 $148.00 13.4% 3.8% 10.8% 18.0% 13.9% -0.5% 0.4% 150.3M -1.58B -16.8M 1.58 53.33 N/A N/A 57,580 91,221 638,717 1,012,411 2021-08-20 $150.38 $148.00 13.8% 3.9% 10.6% 21.5% 14.0% -0.3% 0.4% 255.7M -1.90B -16.5M 0.77 52.02 N/A N/A 58,246 44,694 657,520 1,009,475 2021-08-23 $150.44 $148.00 13.4% 3.8% 10.4% 18.7% 13.5% -0.2% 0.3% 109.9M -1.41B -15.9M 3.20 38.25 N/A N/A 21,550 68,882 552,174 777,449 2021-08-24 $149.36 $148.00 13.6% 3.8% 10.2% 20.0% 13.6% 0.1% 0.3% 14.7M -773.1M -16.5M 2.08 51.25 N/A N/A 26,599 55,254 572,288 796,090 2021-08-25 $147.92 $149.00 14.2% 4.1% 10.7% 25.3% 14.6% 0.4% 0.4% -157.6M 277.6M -17.5M 2.78 49.94 N/A N/A 40,309 112,010 583,085 825,875 2021-08-26 $148.38 $149.00 13.6% 3.9% 10.8% 20.3% 14.2% 0.1% 0.2% -154.6M 96.7M -17.1M 1.63 55.28 N/A N/A 55,045 89,982 585,353 858,165 2021-08-27 $149.25 $149.00 13.0% 3.7% 10.9% 14.9% 13.7% 0.1% 0.3% -182.6M -561.4M -16.6M 2.56 50.89 N/A N/A 34,429 88,030 608,185 932,733 2021-08-30 $149.78 $149.00 12.9% 3.6% 10.6% 14.1% 13.1% -0.1% 0.2% 52.1M -1.01B -16.6M 3.18 53.33 N/A N/A 17,468 55,469 588,395 926,389 2021-08-31 $148.81 $149.00 13.2% 3.7% 10.8% 16.8% 13.5% 0.2% 0.1% -52.4M -322.6M -17.0M 1.39 51.10 N/A N/A 25,456 35,351 598,512 924,521
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