TLT Options History — March 2022 In March 2022, TLT traded between $128.53 and $141.42. ATM implied volatility averaged 19.8%, placing in the 75.3% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded below realized volatility by 0.7% (HV 20d: 20.5%). Max pain ranged from $133.00 to $140.50. Net GEX was positive for 7 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.88.
Notable Days 2022-03-01 : Highest Volume — 294,306 contracts2022-03-09 : Largest IV drop — 10.0% change2022-03-01 : Highest IV Rank — 100.0%2022-03-07 : Largest Expected Move — 7.4%Monthly Statistics Metric Avg Min Max Open Close Price $133.67 $128.53 $141.42 $141.42 $132.46 Max Pain $136.83 $133.00 $140.50 $140.00 $133.00 ATM IV 19.8% 17.4% 22.9% 21.0% 18.8% Expected Move 5.9% 5.0% 7.4% 6.6% 5.5% HV 20d 20.5% 15.6% 23.6% 15.6% 19.9% HV 60d 16.3% 14.6% 17.5% 14.6% 17.1% IV Rank 75.3% 52.3% 100.0% 100.0% 63.7% IV Percentile 96.7% 90.5% 100.0% 100.0% 92.1% Term Structure -0.2% -0.8% 0.9% 0.9% 0.5% VWIV 21.3% 17.7% 27.9% 23.5% 19.6% Skew 25d 0.2% -2.3% 2.1% -2.3% 0.5% Skew 10d -0.4% -5.8% 3.6% -5.8% 0.3% Call IV 25d 20.3% 17.4% 24.4% 23.6% 19.0% Put IV 25d 20.5% 18.0% 23.0% 21.3% 19.4% Bid-Ask Spread % 45.79 2.00 73.20 44.11 70.88 Gamma HHI 0.06 0.05 0.09 0.07 0.06 Net GEX -72.7M -290.8M 113.6M 106.8M 113.6M Net DEX 2.48B -758.2M 4.92B -758.2M 1.02B Net VEX -26.9M -30.1M -22.9M -28.8M -29.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.88 0.43 1.60 0.96 0.79 Total Volume 167,671.13 90,526 294,306 294,306 105,662 Total OI 1,706,069.739 1,336,999 1,944,490 1,526,873 1,765,726
Daily Data (23 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 2022-03-01 $141.42 $140.00 21.0% 6.6% 15.6% 100.0% 23.5% -2.3% 0.9% 106.8M -758.2M -28.8M 0.96 44.11 N/A N/A 150,318 143,988 730,544 796,329 2022-03-02 $137.25 $140.00 19.6% 6.1% 18.8% 85.4% 21.6% -1.7% -0.8% -58.2M 1.88B -28.2M 1.60 3.06 N/A N/A 67,470 108,281 809,164 819,908 2022-03-03 $138.00 $140.00 20.0% 6.1% 18.9% 89.3% 23.7% -0.9% -0.8% -38.6M 1.44B -29.2M 1.15 4.40 N/A N/A 51,962 59,589 841,244 856,905 2022-03-04 $140.44 $140.00 21.6% 6.8% 20.0% 100.0% 25.7% -1.7% -0.6% 80.8M -269.4M -29.9M 0.66 6.90 N/A N/A 89,148 58,981 858,675 889,978 2022-03-07 $138.86 $140.50 22.9% 7.4% 19.4% 100.0% 27.9% -1.8% -0.6% -16.6M 815.7M -30.1M 1.19 3.33 N/A N/A 41,367 49,159 822,426 846,287 2022-03-08 $138.23 $140.50 22.0% 7.1% 19.4% 92.0% 25.7% -0.7% -0.5% -61.5M 1.48B -29.1M 1.01 2.15 N/A N/A 48,140 48,699 835,878 867,867 2022-03-09 $136.54 $140.50 19.8% 6.3% 19.8% 72.9% 24.3% -0.5% -0.3% -150.8M 2.63B -27.5M 0.54 2.29 N/A N/A 94,196 50,584 855,128 870,113 2022-03-10 $134.42 $140.50 18.8% 5.6% 20.4% 63.9% 20.4% -1.1% -0.2% -246.7M 4.22B -26.2M 0.96 2.00 N/A N/A 124,033 118,999 884,166 869,286 2022-03-11 $134.84 $140.00 17.9% 5.3% 19.8% 56.4% 20.2% -1.0% -0.2% -168.2M 3.77B -26.8M 0.62 30.50 N/A N/A 126,632 78,901 954,580 898,640 2022-03-14 $131.96 $137.00 19.6% 5.4% 20.6% 71.0% 19.3% 1.0% -0.4% -269.8M 4.92B -24.3M 0.77 67.37 N/A N/A 140,948 107,866 946,728 849,948 2022-03-15 $131.61 $137.00 19.1% 5.3% 20.5% 67.2% 18.9% 1.0% -0.5% -250.1M 4.59B -25.0M 1.36 66.67 N/A N/A 80,977 109,921 1,030,626 840,316 2022-03-16 $132.18 $136.00 18.3% 5.2% 20.2% 59.9% 18.2% 1.1% -0.7% -262.1M 4.36B -24.8M 0.93 71.10 N/A N/A 90,818 84,355 1,056,970 855,541 2022-03-17 $131.36 $135.00 17.4% 5.0% 20.2% 52.3% 17.7% 1.0% -0.1% -290.8M 4.81B -23.8M 1.05 65.16 N/A N/A 61,099 64,283 1,092,373 852,117 2022-03-18 $133.34 $135.00 17.7% 5.0% 20.9% 55.0% 18.1% 0.9% -0.6% 24.6M 3.12B -25.0M 0.95 73.20 N/A N/A 80,528 76,428 1,104,207 835,291 2022-03-21 $130.43 $135.00 19.0% 5.5% 21.6% 65.6% 19.2% 2.1% -0.2% -69.9M 2.67B -23.3M 0.64 66.35 N/A N/A 110,873 71,242 739,657 597,342 2022-03-22 $128.53 $135.00 19.7% 5.6% 21.9% 71.9% 20.5% 1.5% -0.1% -123.5M 3.28B -22.9M 1.05 67.50 N/A N/A 121,147 127,807 794,867 640,553 2022-03-23 $130.89 $134.00 19.9% 5.7% 23.1% 73.6% 20.1% 1.8% -0.2% -19.1M 2.28B -25.7M 0.53 68.86 N/A N/A 112,880 59,669 843,552 697,683 2022-03-24 $130.90 $134.00 21.0% 6.0% 23.2% 83.0% 21.5% 1.1% -0.1% 3.9M 2.10B -26.9M 0.43 67.63 N/A N/A 125,535 54,540 870,398 715,321 2022-03-25 $128.94 $134.00 21.4% 6.2% 23.6% 87.1% 21.9% 1.6% -0.3% -55.8M 2.85B -26.5M 0.98 65.46 N/A N/A 126,102 124,113 939,170 723,583 2022-03-28 $129.60 $134.00 21.0% 6.1% 22.1% 83.0% 21.5% 1.6% 0.5% -5.1M 2.35B -28.2M 0.67 66.85 N/A N/A 68,829 45,966 969,426 718,892 2022-03-29 $130.34 $133.00 19.8% 5.8% 21.6% 73.2% 20.5% 1.2% 0.5% 17.3M 2.10B -28.4M 0.78 66.69 N/A N/A 57,265 44,473 984,294 732,418 2022-03-30 $131.80 $133.00 18.9% 5.6% 20.0% 65.3% 19.8% 0.9% 0.6% 68.0M 1.45B -28.9M 0.62 70.76 N/A N/A 57,241 35,422 989,793 745,694 2022-03-31 $132.46 $133.00 18.8% 5.5% 19.9% 63.7% 19.6% 0.5% 0.5% 113.6M 1.02B -29.7M 0.79 70.88 N/A N/A 59,085 46,577 1,012,889 752,837
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