TLT Options History — January 2023 In January 2023, TLT traded between $101.16 and $108.53. ATM implied volatility averaged 19.7%, placing in the 30.7% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded below realized volatility by 0.6% (HV 20d: 20.2%). Max pain ranged from $102.00 to $105.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.96.
Notable Days 2023-01-18 : Highest Volume — 471,647 contracts2023-01-27 : Largest IV drop — 6.8% change2023-01-03 : Highest IV Rank — 47.1%2023-01-03 : Largest Expected Move — 6.3%Monthly Statistics Metric Avg Min Max Open Close Price $105.87 $101.16 $108.53 $101.16 $106.59 Max Pain $103.75 $102.00 $105.00 $103.00 $105.00 ATM IV 19.7% 16.9% 22.0% 22.0% 16.9% Expected Move 5.7% 5.0% 6.3% 6.3% 5.2% HV 20d 20.2% 18.4% 22.2% 20.1% 18.4% HV 60d 21.5% 20.9% 22.2% 21.3% 20.9% IV Rank 30.7% 10.7% 47.1% 47.1% 10.7% IV Percentile 35.1% 4.8% 71.4% 71.4% 4.8% Term Structure -0.2% -0.7% 0.2% -0.2% 0.1% VWIV 20.3% 17.8% 22.3% 22.3% 18.4% Skew 25d 0.9% 0.3% 1.4% 1.4% 0.6% Skew 10d 1.5% 0.3% 2.9% 2.5% 0.9% Call IV 25d 19.5% 17.0% 21.6% 21.6% 17.0% Put IV 25d 20.4% 17.3% 23.0% 23.0% 17.6% Bid-Ask Spread % 11.54 5.26 25.73 7.99 10.29 Gamma HHI 0.07 0.05 0.10 0.07 0.06 Net GEX 196.9M -114.4M 442.9M -114.4M 190.3M Net DEX -2.13B -4.16B 523.3M 523.3M -1.76B Net VEX -22.4M -24.0M -20.7M -22.4M -20.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.96 0.40 2.24 1.07 0.87 Total Volume 214,923.35 73,902 471,647 160,002 89,206 Total OI 2,519,578.35 1,799,313 3,013,722 2,625,279 1,912,694
Daily Data (20 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 2023-01-03 $101.16 $103.00 22.0% 6.3% 20.1% 47.1% 22.3% 1.4% -0.2% -114.4M 523.3M -22.4M 1.07 7.99 N/A N/A 77,226 82,776 1,597,259 1,028,020 2023-01-04 $102.81 $103.00 21.7% 6.2% 21.0% 45.2% 22.2% 1.3% -0.3% 7.5M -698.5M -22.6M 1.34 25.73 N/A N/A 99,131 133,314 1,615,626 1,044,503 2023-01-05 $103.19 $102.00 21.7% 6.2% 20.4% 45.4% 22.3% 1.3% -0.2% 34.1M -1.01B -23.1M 1.30 7.17 N/A N/A 95,541 123,942 1,647,960 1,067,590 2023-01-06 $105.12 $102.00 20.5% 5.8% 19.9% 37.2% 21.2% 0.8% -0.2% 169.0M -2.42B -22.8M 0.99 7.45 N/A N/A 194,709 193,511 1,674,969 1,102,604 2023-01-09 $105.52 $102.00 21.1% 6.0% 20.0% 41.0% 21.5% 0.7% -0.2% 173.4M -2.40B -23.2M 0.58 7.21 N/A N/A 224,927 129,410 1,690,553 1,111,419 2023-01-10 $104.06 $102.00 21.0% 6.0% 18.9% 40.3% 21.0% 0.7% -0.1% 64.7M -1.37B -24.0M 0.40 13.07 N/A N/A 130,365 52,757 1,787,902 1,153,925 2023-01-11 $105.47 $102.00 20.7% 6.0% 19.6% 38.2% 21.0% 0.7% 0.2% 212.6M -2.44B -23.8M 2.24 7.32 N/A N/A 93,682 210,256 1,807,692 1,167,635 2023-01-12 $107.59 $102.00 20.0% 5.7% 20.6% 33.6% 20.4% 0.8% -0.1% 434.2M -4.08B -23.6M 0.91 17.04 N/A N/A 200,910 183,574 1,816,698 1,197,024 2023-01-13 $106.56 $104.00 19.3% 5.6% 20.8% 28.8% 19.7% 1.3% 0.1% 317.4M -2.90B -23.0M 1.19 19.45 N/A N/A 139,639 165,969 1,794,408 1,203,835 2023-01-17 $106.06 $104.00 20.1% 5.8% 20.8% 34.5% 20.6% 1.4% -0.7% 210.8M -2.31B -22.1M 1.56 6.65 N/A N/A 56,106 87,511 1,764,750 1,066,525 2023-01-18 $108.53 $104.00 19.6% 5.6% 22.2% 30.1% 19.9% 0.9% -0.5% 442.9M -4.16B -22.4M 1.22 7.56 N/A N/A 212,255 259,392 1,787,054 1,092,805 2023-01-19 $107.97 $105.00 19.8% 5.7% 21.4% 31.1% 20.3% 0.4% -0.5% 387.0M -3.68B -22.6M 0.83 8.61 N/A N/A 96,572 79,918 1,809,569 1,109,323 2023-01-20 $106.31 $105.00 19.6% 5.7% 20.9% 29.6% 20.0% 0.8% -0.7% 195.7M -2.38B -21.9M 0.53 14.98 N/A N/A 126,898 67,680 1,815,645 1,138,199 2023-01-23 $105.72 $105.00 19.1% 5.6% 21.1% 26.2% 19.9% 1.2% 0.1% 131.6M -1.31B -20.9M 0.44 6.55 N/A N/A 96,071 42,683 1,146,442 652,871 2023-01-24 $107.18 $105.00 18.8% 5.6% 21.5% 24.1% 19.6% 0.6% -0.2% 226.9M -2.19B -21.8M 0.40 16.16 N/A N/A 117,591 46,497 1,186,881 677,476 2023-01-25 $107.32 $105.00 18.6% 5.6% 20.4% 23.1% 19.7% 0.5% -0.1% 229.2M -2.29B -22.3M 0.44 15.05 N/A N/A 71,642 31,442 1,218,539 697,640 2023-01-26 $107.02 $105.00 18.2% 5.5% 18.9% 20.2% 19.2% 0.7% -0.2% 209.1M -2.05B -21.8M 0.94 10.25 N/A N/A 56,933 53,593 1,225,199 707,534 2023-01-27 $106.88 $105.00 17.0% 5.0% 18.7% 11.4% 17.8% 0.3% 0.0% 243.0M -1.97B -21.6M 0.90 5.26 N/A N/A 53,098 47,838 1,246,393 730,227 2023-01-30 $106.38 $105.00 17.6% 5.4% 18.9% 16.0% 19.4% 0.8% -0.1% 173.2M -1.65B -21.1M 0.94 17.00 N/A N/A 38,098 35,804 1,205,593 690,586 2023-01-31 $106.59 $105.00 16.9% 5.2% 18.4% 10.7% 18.4% 0.6% 0.1% 190.3M -1.76B -20.7M 0.87 10.29 N/A N/A 47,656 41,550 1,212,081 700,613
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