TLT Options History — October 2021 In October 2021, TLT traded between $141.67 and $147.94. ATM implied volatility averaged 14.1%, placing in the 24.8% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 0.6% (HV 20d: 13.5%). Max pain ranged from $148.00 to $150.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 2.34.
Notable Days 2021-10-13 : Highest Volume — 256,177 contracts2021-10-29 : Largest IV spike — 6.8% change2021-10-22 : Highest IV Rank — 32.8%2021-10-29 : Largest Expected Move — 4.6%Monthly Statistics Metric Avg Min Max Open Close Price $144.52 $141.67 $147.94 $145.17 $147.94 Max Pain $149.33 $148.00 $150.00 $150.00 $149.00 ATM IV 14.1% 13.2% 15.0% 13.4% 14.8% Expected Move 4.1% 3.9% 4.6% 4.1% 4.6% HV 20d 13.5% 12.3% 14.3% 13.7% 13.9% HV 60d 12.3% 11.8% 13.0% 13.0% 12.7% IV Rank 24.8% 16.4% 32.8% 18.7% 31.1% IV Percentile 61.1% 41.3% 78.6% 45.2% 75.8% Term Structure 0.0% -0.6% 0.7% 0.5% 0.2% VWIV 14.7% 13.9% 16.5% 14.4% 16.5% Skew 25d 1.0% 0.6% 1.4% 0.6% 1.4% Skew 10d 1.3% 0.5% 2.6% 1.1% 2.6% Call IV 25d 14.0% 13.0% 14.8% 13.4% 14.5% Put IV 25d 15.0% 14.0% 16.0% 14.0% 15.9% Bid-Ask Spread % 29.40 18.34 41.84 23.82 26.26 Gamma HHI 0.09 0.06 0.22 0.15 0.08 Net GEX -442.3M -725.4M -71.2M -649.7M -212.3M Net DEX 3.23B 393.1M 6.13B 3.76B 445.6M Net VEX -22.7M -23.9M -21.4M -23.9M -22.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.34 1.35 5.40 3.88 2.11 Total Volume 137,556.286 63,980 256,177 212,922 181,002 Total OI 1,684,491.714 1,454,982 1,991,865 1,716,675 1,674,382
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 2021-10-01 $145.17 $150.00 13.4% 4.1% 13.7% 18.7% 14.4% 0.6% 0.5% -649.7M 3.76B -23.9M 3.88 23.82 N/A N/A 43,622 169,300 633,177 1,083,498 2021-10-04 $144.92 $148.00 14.0% 4.0% 13.5% 24.1% 14.1% 0.8% -0.2% -406.3M 3.29B -23.2M 3.17 37.87 N/A N/A 23,106 73,321 612,463 1,019,657 2021-10-05 $143.53 $149.00 14.2% 4.1% 13.6% 25.3% 14.4% 0.9% 0.0% -577.2M 4.55B -23.4M 1.45 41.36 N/A N/A 52,211 75,513 634,300 1,067,992 2021-10-06 $144.24 $149.00 14.4% 4.1% 13.5% 27.9% 14.6% 1.1% -0.1% -610.0M 4.34B -23.8M 2.92 41.84 N/A N/A 17,213 50,238 642,775 1,111,975 2021-10-07 $142.65 $149.00 14.3% 4.1% 13.1% 26.3% 14.9% 1.3% 0.1% -639.8M 5.35B -23.6M 3.00 35.27 N/A N/A 39,165 117,437 658,997 1,121,477 2021-10-08 $141.97 $149.00 13.7% 4.0% 13.0% 21.3% 14.2% 1.0% 0.2% -643.6M 6.13B -22.6M 2.93 36.52 N/A N/A 47,450 139,247 667,134 1,138,325 2021-10-11 $141.67 $149.00 14.2% 4.0% 12.6% 25.7% 14.1% 1.1% -0.2% -562.1M 5.34B -22.0M 5.40 28.59 N/A N/A 26,274 142,003 652,931 1,055,127 2021-10-12 $143.72 $149.00 14.0% 4.0% 13.2% 23.5% 14.4% 0.8% -0.1% -495.9M 4.01B -22.0M 1.89 39.56 N/A N/A 82,658 156,020 666,706 1,079,507 2021-10-13 $145.33 $148.00 13.7% 3.9% 14.0% 21.4% 14.3% 0.8% 0.0% -404.7M 2.67B -21.4M 1.66 35.53 N/A N/A 96,456 159,721 675,617 1,117,140 2021-10-14 $145.89 $150.00 13.4% 3.9% 14.2% 18.3% 13.9% 0.9% 0.2% -345.2M 2.14B -21.5M 1.99 27.52 N/A N/A 46,603 92,802 704,234 1,166,301 2021-10-15 $145.00 $150.00 14.0% 4.0% 14.2% 23.5% 14.5% 0.8% 0.2% -725.4M 3.14B -22.9M 1.40 30.86 N/A N/A 57,258 80,091 755,419 1,236,446 2021-10-18 $145.85 $150.00 14.5% 4.1% 13.6% 28.5% 14.7% 1.1% -0.5% -285.3M 1.88B -22.9M 2.66 20.65 N/A N/A 17,933 47,649 520,122 934,860 2021-10-19 $143.82 $149.00 14.4% 4.1% 14.3% 27.9% 15.4% 1.2% -0.4% -428.0M 3.09B -23.4M 1.82 27.60 N/A N/A 28,761 52,420 557,349 974,993 2021-10-20 $142.76 $150.00 14.5% 4.2% 14.2% 28.8% 14.7% 1.1% -0.4% -521.3M 4.08B -23.4M 2.06 26.64 N/A N/A 37,351 76,971 580,131 1,018,466 2021-10-21 $142.68 $150.00 14.9% 4.3% 12.9% 31.8% 15.3% 1.2% -0.6% -534.0M 4.14B -23.6M 1.58 23.49 N/A N/A 31,748 50,122 585,891 1,031,977 2021-10-22 $144.00 $150.00 15.0% 4.3% 13.0% 32.8% 15.4% 1.2% -0.6% -393.0M 3.11B -23.1M 1.35 23.81 N/A N/A 45,872 61,932 595,673 1,022,981 2021-10-25 $143.82 $150.00 14.0% 4.1% 13.0% 23.8% 14.8% 1.1% 0.4% -337.2M 2.95B -22.7M 1.40 25.11 N/A N/A 26,606 37,374 576,319 979,371 2021-10-26 $144.94 $150.00 13.2% 4.0% 12.3% 16.4% 14.1% 1.0% 0.7% -287.2M 2.20B -22.0M 1.71 27.70 N/A N/A 31,672 54,003 583,721 991,639 2021-10-27 $147.70 $149.00 13.8% 4.3% 13.9% 22.0% 15.2% 0.9% 0.4% -71.2M 393.1M -21.6M 1.72 19.04 N/A N/A 69,077 118,646 591,969 996,110 2021-10-28 $147.31 $149.00 13.9% 4.2% 13.9% 22.5% 15.0% 1.2% 0.6% -159.3M 738.7M -21.8M 2.96 18.34 N/A N/A 33,281 98,553 613,336 1,043,838 2021-10-29 $147.94 $149.00 14.8% 4.6% 13.9% 31.1% 16.5% 1.4% 0.2% -212.3M 445.6M -22.9M 2.11 26.26 N/A N/A 58,176 122,826 620,765 1,053,617
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