TLT Options History — February 2023 In February 2023, TLT traded between $100.44 and $108.30. ATM implied volatility averaged 17.7%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 1.8% (HV 20d: 16.0%). Max pain ranged from $103.00 to $105.00. Net GEX was positive for 11 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.85.
Notable Days 2023-02-21 : Highest Volume — 304,644 contracts2023-02-21 : Largest IV spike — 12.3% change2023-02-21 : Highest IV Rank — 26.7%2023-02-21 : Largest Expected Move — 5.7%Monthly Statistics Metric Avg Min Max Open Close Price $103.68 $100.44 $108.30 $108.19 $101.40 Max Pain $104.26 $103.00 $105.00 $105.00 $103.00 ATM IV 17.7% 16.4% 19.9% 17.2% 19.1% Expected Move 5.1% 4.7% 5.7% 5.1% 5.7% HV 20d 16.0% 13.4% 18.8% 18.5% 15.3% HV 60d 19.7% 19.0% 21.1% 21.1% 19.2% IV Rank 12.5% 4.1% 26.7% 11.7% 20.5% IV Percentile 10.8% 2.4% 37.7% 5.2% 23.0% Term Structure 0.0% -0.4% 0.5% -0.0% -0.4% VWIV 18.2% 17.0% 20.6% 17.9% 20.0% Skew 25d 1.2% 0.4% 1.6% 0.4% 1.3% Skew 10d 2.4% 0.4% 3.5% 0.4% 2.3% Call IV 25d 17.3% 16.2% 19.4% 17.3% 18.3% Put IV 25d 18.5% 16.8% 20.9% 17.7% 19.6% Bid-Ask Spread % 9.75 1.94 23.01 18.12 23.01 Gamma HHI 0.07 0.05 0.13 0.07 0.06 Net GEX 29.4M -228.3M 329.7M 312.6M 13.8M Net DEX -398.9M -2.91B 1.06B -2.91B 235.4M Net VEX -19.1M -21.6M -17.1M -21.6M -18.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.85 0.41 2.21 1.03 0.80 Total Volume 161,570.105 52,205 304,644 189,739 52,205 Total OI 2,020,378.789 1,849,197 2,114,759 1,941,652 2,004,341
Daily Data (19 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 2023-02-01 $108.19 $105.00 17.2% 5.1% 18.5% 11.7% 17.9% 0.4% -0.0% 312.6M -2.91B -21.6M 1.03 18.12 N/A N/A 93,477 96,262 1,226,476 715,176 2023-02-02 $108.30 $105.00 16.7% 4.9% 17.8% 8.4% 17.2% 0.5% -0.0% 329.7M -2.84B -21.2M 0.47 5.74 N/A N/A 152,494 71,920 1,238,803 759,102 2023-02-03 $106.75 $105.00 16.4% 4.7% 18.8% 6.2% 17.0% 0.5% -0.0% 194.9M -1.74B -20.9M 0.53 1.94 N/A N/A 144,308 76,350 1,276,780 792,832 2023-02-06 $105.94 $105.00 17.0% 5.0% 18.0% 9.8% 17.5% 1.2% 0.2% 121.1M -1.24B -20.3M 0.41 6.32 N/A N/A 80,827 32,874 1,249,423 729,567 2023-02-07 $105.07 $105.00 17.0% 5.0% 18.2% 9.2% 17.7% 1.0% 0.5% 44.8M -740.7M -19.6M 0.72 9.59 N/A N/A 68,417 49,420 1,246,096 738,618 2023-02-08 $105.40 $105.00 16.7% 4.9% 17.5% 7.4% 17.5% 1.1% 0.4% 82.3M -984.1M -19.8M 0.68 10.35 N/A N/A 100,899 69,101 1,265,837 744,925 2023-02-09 $104.52 $105.00 16.9% 4.9% 17.1% 9.0% 17.6% 1.1% 0.3% -7.4M -440.8M -19.5M 0.70 6.81 N/A N/A 124,777 87,030 1,284,956 746,674 2023-02-10 $103.23 $105.00 17.3% 5.0% 15.8% 11.3% 17.4% 1.3% 0.3% -53.9M 405.8M -18.7M 1.37 10.80 N/A N/A 89,152 121,932 1,306,624 761,189 2023-02-13 $104.13 $105.00 18.1% 5.2% 15.9% 12.6% 18.2% 1.2% 0.3% 55.3M -480.9M -19.4M 0.63 6.21 N/A N/A 78,975 50,033 1,304,512 743,547 2023-02-14 $104.00 $105.00 17.4% 5.0% 15.9% 7.6% 17.5% 1.5% 0.4% 19.5M -302.7M -18.7M 1.32 5.57 N/A N/A 55,456 73,472 1,294,962 764,929 2023-02-15 $102.94 $105.00 16.9% 4.8% 13.4% 4.1% 17.0% 1.4% 0.3% -91.5M 316.5M -17.5M 0.68 3.90 N/A N/A 88,598 60,591 1,308,408 772,222 2023-02-16 $101.53 $104.00 17.6% 5.0% 14.0% 9.4% 17.9% 1.5% 0.5% -228.3M 1.06B -17.3M 1.06 4.95 N/A N/A 70,014 74,208 1,329,350 772,022 2023-02-17 $102.25 $104.00 17.8% 5.1% 13.6% 10.3% 17.3% 1.4% 0.2% -169.9M 361.7M -17.5M 0.50 13.91 N/A N/A 125,078 63,121 1,346,895 767,864 2023-02-21 $100.44 $103.00 19.9% 5.7% 14.7% 26.7% 20.0% 1.5% -0.4% -30.7M 759.6M -17.1M 0.83 9.14 N/A N/A 166,060 138,584 1,193,763 655,434 2023-02-22 $101.19 $103.00 19.1% 5.4% 13.9% 20.4% 20.6% 1.6% -0.4% -7.1M 394.4M -18.9M 2.21 8.97 N/A N/A 50,751 111,958 1,268,688 743,588 2023-02-23 $102.31 $103.00 18.4% 5.3% 14.7% 15.4% 18.6% 1.6% -0.4% 71.2M -242.3M -18.8M 0.59 10.86 N/A N/A 80,996 47,831 1,281,370 737,568 2023-02-24 $101.06 $103.00 18.7% 5.4% 15.1% 17.3% 18.9% 1.4% -0.4% -101.1M 506.3M -18.2M 0.86 9.83 N/A N/A 67,063 57,888 1,311,899 757,406 2023-02-27 $101.19 $103.00 19.1% 5.7% 15.2% 20.3% 19.8% 1.4% -0.4% 2.9M 297.7M -18.2M 0.69 19.14 N/A N/A 57,950 39,760 1,214,205 731,146 2023-02-28 $101.40 $103.00 19.1% 5.7% 15.3% 20.5% 20.0% 1.3% -0.4% 13.8M 235.4M -18.7M 0.80 23.01 N/A N/A 28,961 23,244 1,248,483 755,858
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