TLT Options History — December 2021 In December 2021, TLT traded between $146.67 and $154.41. ATM implied volatility averaged 15.4%, placing in the 36.7% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded below realized volatility by 1.1% (HV 20d: 16.5%). Max pain ranged from $150.00 to $150.00. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 1.53.
Notable Days 2021-12-15 : Highest Volume — 332,684 contracts2021-12-07 : Largest IV drop — 5.9% change2021-12-03 : Highest IV Rank — 53.5%2021-12-03 : Largest Expected Move — 5.5%Monthly Statistics Metric Avg Min Max Open Close Price $149.83 $146.67 $154.41 $151.95 $148.29 Max Pain $150.00 $150.00 $150.00 $150.00 $150.00 ATM IV 15.4% 14.7% 17.2% 16.1% 15.1% Expected Move 4.5% 4.2% 5.5% 5.1% 4.3% HV 20d 16.5% 13.5% 18.4% 17.1% 13.8% HV 60d 15.1% 14.7% 15.6% 14.8% 14.9% IV Rank 36.7% 30.4% 53.5% 43.0% 33.6% IV Percentile 77.7% 64.3% 96.0% 89.7% 73.4% Term Structure 0.1% -0.2% 0.3% 0.2% 0.2% VWIV 16.4% 15.2% 20.2% 18.1% 15.5% Skew 25d -0.1% -1.3% 0.7% -0.5% 0.4% Skew 10d -1.1% -3.5% 0.8% -2.1% 0.0% Call IV 25d 16.1% 14.9% 18.6% 17.3% 15.4% Put IV 25d 16.0% 15.2% 17.5% 16.8% 15.8% Bid-Ask Spread % 4.22 2.46 7.77 4.31 3.40 Gamma HHI 0.07 0.04 0.16 0.07 0.06 Net GEX -99.7M -309.5M 377.4M 126.8M -222.6M Net DEX 551.4M -3.06B 2.17B -1.32B 1.39B Net VEX -21.3M -23.5M -19.7M -21.3M -20.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.53 0.38 3.73 1.53 0.96 Total Volume 149,000.545 75,804 332,684 136,996 108,094 Total OI 1,562,352.682 1,205,291 1,857,113 1,588,476 1,341,378
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 2021-12-01 $151.95 $150.00 16.1% 5.1% 17.1% 43.0% 18.1% -0.5% 0.2% 126.8M -1.32B -21.3M 1.53 4.31 N/A N/A 54,204 82,792 585,748 1,002,728 2021-12-02 $152.04 $150.00 16.8% 5.5% 16.8% 49.8% 20.2% -1.1% 0.0% 152.0M -1.40B -21.6M 0.85 3.49 N/A N/A 160,397 135,735 597,154 1,007,928 2021-12-03 $154.41 $150.00 17.2% 5.5% 17.4% 53.5% 19.4% -1.3% -0.1% 377.4M -3.06B -22.9M 1.12 3.56 N/A N/A 74,386 83,082 704,622 1,103,531 2021-12-06 $152.46 $150.00 17.0% 4.8% 17.5% 51.0% 17.5% -0.5% 0.0% 168.7M -1.39B -23.2M 3.73 6.88 N/A N/A 34,070 127,126 684,801 1,064,341 2021-12-07 $151.25 $150.00 16.0% 4.7% 17.8% 41.8% 16.7% 0.1% 0.2% 21.6M -146.4M -23.3M 2.44 3.95 N/A N/A 47,199 114,951 690,174 1,113,430 2021-12-08 $148.69 $150.00 15.2% 4.4% 18.4% 34.7% 15.7% -0.0% 0.1% -277.5M 1.89B -23.5M 2.21 7.77 N/A N/A 57,072 125,868 698,690 1,137,145 2021-12-09 $149.28 $150.00 15.5% 4.4% 17.5% 37.4% 15.9% 0.2% 0.2% -212.7M 1.22B -22.8M 1.21 5.42 N/A N/A 54,441 65,735 710,620 1,137,219 2021-12-10 $148.96 $150.00 14.7% 4.3% 17.5% 30.4% 16.7% 0.6% 0.2% -253.1M 1.60B -22.5M 2.07 3.48 N/A N/A 57,322 118,755 712,827 1,144,286 2021-12-13 $150.81 $150.00 15.0% 4.3% 17.9% 32.6% 15.5% 0.2% -0.0% 41.3M -101.4M -21.2M 1.27 3.54 N/A N/A 89,241 113,158 693,825 1,115,874 2021-12-14 $150.70 $150.00 15.3% 4.3% 17.0% 35.3% 16.0% 0.2% -0.2% -38.2M 121.8M -20.7M 2.19 3.67 N/A N/A 39,172 85,981 669,679 1,115,840 2021-12-15 $149.69 $150.00 14.8% 4.2% 17.3% 30.8% 15.2% 0.7% -0.1% -191.6M 835.7M -20.6M 0.38 5.50 N/A N/A 240,326 92,358 672,947 1,122,983 2021-12-16 $149.07 $150.00 14.9% 4.2% 17.3% 32.0% 15.7% 0.0% -0.1% -305.2M 1.51B -21.1M 0.71 5.28 N/A N/A 50,163 35,596 561,565 1,105,073 2021-12-17 $150.70 $150.00 15.0% 4.3% 17.6% 33.1% 16.8% -0.6% 0.1% -81.9M 274.2M -20.1M 1.13 3.55 N/A N/A 77,744 87,545 570,487 1,098,601 2021-12-20 $149.82 $150.00 15.5% 4.4% 17.4% 37.1% 16.6% -0.6% -0.0% -123.7M 697.5M -20.6M 2.98 2.95 N/A N/A 32,105 95,765 413,718 791,573 2021-12-21 $148.81 $150.00 15.4% 4.4% 17.0% 36.8% 16.5% -0.1% 0.1% -195.5M 1.26B -20.8M 1.67 4.57 N/A N/A 62,821 105,035 424,397 821,280 2021-12-22 $149.70 $150.00 14.7% 4.2% 16.5% 30.5% 15.4% -0.3% 0.2% -171.4M 813.0M -20.7M 1.50 2.46 N/A N/A 37,879 56,733 445,396 856,434 2021-12-23 $148.50 $150.00 14.8% 4.2% 16.2% 31.4% 15.3% 0.2% 0.2% -50.1M 1.40B -20.5M 0.79 3.27 N/A N/A 61,313 48,670 449,208 849,110 2021-12-27 $148.73 $150.00 14.9% 4.3% 14.1% 32.2% 15.8% -0.1% 0.3% -162.9M 1.13B -20.2M 1.35 4.86 N/A N/A 32,282 43,522 434,223 826,766 2021-12-28 $148.21 $150.00 14.9% 4.2% 14.1% 32.5% 15.2% 0.1% 0.1% -202.7M 1.41B -19.7M 1.33 3.47 N/A N/A 36,458 48,449 438,240 836,139 2021-12-29 $146.67 $150.00 15.3% 4.3% 13.5% 35.2% 15.6% 0.7% 0.1% -309.5M 2.17B -20.0M 1.05 3.70 N/A N/A 57,042 59,716 445,115 846,544 2021-12-30 $147.54 $150.00 14.8% 4.2% 13.7% 31.6% 15.5% 0.5% 0.3% -281.9M 1.83B -20.7M 1.12 3.75 N/A N/A 41,353 46,356 458,535 871,585 2021-12-31 $148.29 $150.00 15.1% 4.3% 13.8% 33.6% 15.5% 0.4% 0.2% -222.6M 1.39B -20.5M 0.96 3.40 N/A N/A 55,174 52,920 465,406 875,972
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