TLT Options History — August 2022 In August 2022, TLT traded between $111.08 and $120.01. ATM implied volatility averaged 18.5%, placing in the 44.9% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 0.3% (HV 20d: 18.2%). Max pain ranged from $115.00 to $118.00. Net GEX was positive for 8 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.97.
Notable Days 2022-08-25 : Highest Volume — 291,533 contracts2022-08-12 : Largest IV drop — 6.1% change2022-08-24 : Highest IV Rank — 55.4%2022-08-24 : Largest Expected Move — 5.7%Monthly Statistics Metric Avg Min Max Open Close Price $115.19 $111.08 $120.01 $120.01 $111.91 Max Pain $116.35 $115.00 $118.00 $118.00 $115.00 ATM IV 18.5% 16.4% 20.1% 19.1% 19.8% Expected Move 5.3% 4.7% 5.7% 5.5% 5.7% HV 20d 18.2% 16.4% 19.7% 16.8% 16.4% HV 60d 19.6% 19.2% 20.2% 20.0% 19.2% IV Rank 44.9% 30.8% 55.4% 48.7% 53.5% IV Percentile 60.0% 48.0% 73.4% 64.3% 71.0% Term Structure -0.0% -0.9% 0.7% -0.6% -0.1% VWIV 18.9% 16.9% 20.1% 19.8% 20.1% Skew 25d 0.4% -1.0% 1.2% -0.4% 0.7% Skew 10d 0.8% -2.6% 2.6% -1.5% 1.0% Call IV 25d 18.7% 16.2% 20.0% 19.7% 19.9% Put IV 25d 19.1% 16.9% 20.9% 19.3% 20.6% Bid-Ask Spread % 10.72 5.46 18.48 6.38 6.97 Gamma HHI 0.08 0.06 0.12 0.06 0.09 Net GEX -46.9M -268.9M 139.4M 139.4M -144.7M Net DEX 1.97B 6.3M 3.90B 6.3M 3.03B Net VEX -20.1M -23.4M -17.2M -23.4M -20.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.97 0.25 3.41 0.71 1.36 Total Volume 149,654.13 67,821 291,533 149,820 164,782 Total OI 1,939,500.043 1,592,596 2,149,188 1,785,238 2,149,188
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 2022-08-01 $120.01 $118.00 19.1% 5.5% 16.8% 48.7% 19.8% -0.4% -0.6% 139.4M 6.3M -23.4M 0.71 6.38 N/A N/A 87,592 62,228 1,077,016 708,222 2022-08-02 $117.51 $118.00 19.1% 5.5% 18.3% 48.8% 19.6% -1.0% -0.9% 74.4M 916.3M -22.4M 0.66 5.46 N/A N/A 101,484 66,701 1,097,925 723,051 2022-08-03 $119.14 $118.00 18.8% 5.4% 17.6% 46.5% 19.6% -0.2% -0.2% 104.6M 340.6M -22.8M 0.66 14.22 N/A N/A 104,477 69,431 1,122,324 743,818 2022-08-04 $118.90 $117.00 18.4% 5.2% 17.2% 44.0% 18.8% -0.3% -0.3% 98.6M 483.9M -22.9M 0.65 10.69 N/A N/A 61,731 40,086 1,140,861 758,250 2022-08-05 $116.75 $117.00 18.1% 5.1% 18.0% 42.0% 18.4% 0.6% -0.5% 4.9M 1.78B -20.6M 0.78 8.77 N/A N/A 125,212 97,937 1,142,246 766,915 2022-08-08 $118.35 $117.00 18.5% 5.3% 18.0% 44.9% 19.0% 0.5% 0.0% 54.7M 800.0M -21.5M 0.60 15.66 N/A N/A 83,849 50,477 1,116,917 751,532 2022-08-09 $117.99 $117.00 18.2% 5.2% 17.7% 42.6% 18.9% 0.4% 0.1% 45.2M 941.1M -20.9M 1.38 12.71 N/A N/A 41,335 56,998 1,127,075 760,450 2022-08-10 $117.24 $117.00 17.2% 5.0% 17.6% 36.2% 17.9% 0.4% 0.2% 1.0M 1.39B -20.2M 0.87 15.19 N/A N/A 50,399 43,603 1,139,351 794,359 2022-08-11 $114.48 $117.00 17.5% 5.1% 19.5% 37.8% 17.8% 0.6% 0.7% -159.8M 2.79B -18.1M 0.53 7.98 N/A N/A 109,842 57,671 1,155,472 797,713 2022-08-12 $115.35 $117.00 16.4% 4.7% 19.7% 30.8% 16.9% 0.7% 0.4% -39.6M 2.20B -18.2M 0.75 5.61 N/A N/A 54,825 41,372 1,186,631 796,280 2022-08-15 $115.55 $117.00 16.8% 4.8% 19.4% 33.1% 17.2% 0.4% 0.3% -42.9M 1.96B -18.0M 0.63 9.82 N/A N/A 51,044 31,992 1,133,248 756,369 2022-08-16 $115.76 $117.00 17.2% 4.9% 19.2% 36.2% 17.3% 0.3% -0.0% -38.3M 1.88B -18.4M 1.11 14.16 N/A N/A 60,317 67,094 1,141,393 765,403 2022-08-17 $114.77 $117.00 18.1% 5.2% 19.5% 42.2% 18.5% 0.2% 0.3% -116.6M 2.34B -18.0M 0.49 18.48 N/A N/A 59,129 29,244 1,174,253 822,725 2022-08-18 $114.92 $116.00 18.2% 5.2% 18.5% 42.5% 18.6% 0.4% 0.1% -76.6M 2.07B -18.8M 0.68 13.12 N/A N/A 40,321 27,500 1,214,001 817,220 2022-08-19 $113.01 $116.00 18.6% 5.3% 18.2% 45.2% 18.8% 0.3% 0.3% -103.6M 2.97B -17.2M 1.23 10.49 N/A N/A 68,718 84,522 1,223,035 825,036 2022-08-22 $112.56 $115.00 19.7% 5.6% 18.0% 52.6% 19.9% 0.6% -0.2% -62.7M 2.57B -17.3M 2.68 10.00 N/A N/A 55,357 148,144 954,698 637,898 2022-08-23 $112.24 $115.00 19.5% 5.5% 17.9% 51.4% 19.3% 1.0% -0.1% -172.9M 3.00B -18.3M 3.41 8.49 N/A N/A 54,025 184,158 1,007,118 763,596 2022-08-24 $111.08 $115.00 20.1% 5.7% 18.1% 55.4% 20.1% 1.0% -0.2% -268.9M 3.90B -18.9M 1.08 10.08 N/A N/A 127,509 138,339 1,021,752 901,958 2022-08-25 $112.74 $115.00 19.0% 5.4% 18.9% 48.2% 19.1% 1.2% -0.1% -140.7M 2.78B -20.8M 0.25 9.96 N/A N/A 232,503 59,030 1,089,597 925,517 2022-08-26 $113.65 $115.00 18.8% 5.3% 19.2% 46.5% 19.0% 1.0% 0.1% -43.1M 2.06B -21.5M 0.82 8.70 N/A N/A 114,007 92,948 1,220,394 925,856 2022-08-29 $112.44 $115.00 19.6% 5.6% 18.3% 52.1% 19.8% 0.9% 0.0% -113.2M 2.79B -20.8M 0.51 15.13 N/A N/A 50,069 25,396 1,206,228 900,429 2022-08-30 $113.03 $115.00 19.7% 5.7% 17.2% 52.8% 19.9% 0.7% 0.1% -77.9M 2.37B -22.0M 0.47 8.59 N/A N/A 46,771 21,876 1,220,723 904,458 2022-08-31 $111.91 $115.00 19.8% 5.7% 16.4% 53.5% 20.1% 0.7% -0.1% -144.7M 3.03B -20.9M 1.36 6.97 N/A N/A 69,718 95,064 1,238,016 911,172
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