TLT Options History — March 2023 In March 2023, TLT traded between $99.30 and $107.27. ATM implied volatility averaged 21.2%, placing in the 36.2% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 1.2% (HV 20d: 20.0%). Max pain ranged from $101.50 to $105.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.81.
Notable Days 2023-03-13 : Highest Volume — 489,266 contracts2023-03-13 : Largest IV spike — 21.1% change2023-03-13 : Highest IV Rank — 71.2%2023-03-13 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $104.19 $99.30 $107.27 $100.25 $106.25 Max Pain $104.63 $101.50 $105.00 $103.00 $105.00 ATM IV 21.2% 18.6% 25.9% 19.7% 18.6% Expected Move 6.1% 5.4% 7.2% 5.9% 5.4% HV 20d 20.0% 14.1% 22.7% 15.5% 21.0% HV 60d 18.9% 17.5% 19.5% 18.3% 18.9% IV Rank 36.2% 16.9% 71.2% 24.6% 16.9% IV Percentile 52.3% 14.3% 97.2% 32.1% 14.3% Term Structure 0.1% -0.7% 0.8% -0.3% 0.6% VWIV 21.6% 19.1% 25.6% 20.1% 19.1% Skew 25d -0.0% -2.3% 2.1% 1.3% -0.9% Skew 10d -0.3% -4.5% 3.6% 2.5% -1.9% Call IV 25d 21.5% 18.3% 26.5% 19.0% 19.1% Put IV 25d 21.5% 18.3% 26.1% 20.3% 18.3% Bid-Ask Spread % 28.28 1.31 51.95 25.32 39.97 Gamma HHI 0.06 0.04 0.14 0.06 0.05 Net GEX 158.6M -85.8M 408.1M -27.1M 250.5M Net DEX -1.46B -4.18B 1.03B 686.8M -2.24B Net VEX -21.7M -24.6M -18.0M -18.3M -22.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.81 0.42 1.31 1.31 0.77 Total Volume 185,235.739 86,473 489,266 135,413 136,728 Total OI 2,058,103.739 1,712,994 2,484,110 1,990,348 1,934,531
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 2023-03-01 $100.25 $103.00 19.7% 5.9% 15.5% 24.6% 20.1% 1.3% -0.3% -27.1M 686.8M -18.3M 1.31 25.32 N/A N/A 58,640 76,773 1,257,535 732,813 2023-03-02 $99.30 $102.00 20.1% 5.9% 14.1% 27.5% 21.1% 1.4% -0.3% -85.8M 1.03B -18.0M 0.74 1.31 N/A N/A 139,106 102,585 1,280,522 735,497 2023-03-03 $101.66 $101.50 19.1% 5.8% 17.1% 20.7% 21.0% 1.7% -0.1% 134.4M -663.6M -19.9M 1.21 1.85 N/A N/A 107,849 130,221 1,349,185 791,180 2023-03-06 $101.03 $105.00 19.8% 5.7% 16.7% 25.5% 19.9% 1.9% 0.4% 59.8M -112.6M -19.4M 0.62 41.92 N/A N/A 60,029 37,223 1,331,546 819,572 2023-03-07 $101.81 $105.00 19.5% 5.6% 17.0% 23.6% 19.8% 1.9% 0.6% 102.0M -514.3M -19.4M 0.78 39.83 N/A N/A 48,578 37,895 1,330,716 838,230 2023-03-08 $101.87 $105.00 20.2% 5.8% 16.8% 28.9% 20.5% 2.1% 0.5% 106.0M -548.7M -19.5M 0.62 40.69 N/A N/A 89,536 55,122 1,348,328 848,696 2023-03-09 $101.98 $105.00 20.5% 5.9% 16.8% 31.2% 20.3% 1.9% 0.4% 139.4M -722.6M -19.7M 0.61 51.95 N/A N/A 87,654 53,133 1,389,770 851,397 2023-03-10 $105.40 $105.00 21.4% 6.1% 20.6% 37.5% 21.7% 0.6% 0.6% 322.8M -3.24B -22.1M 0.63 27.10 N/A N/A 266,067 168,487 1,402,237 874,805 2023-03-13 $105.98 $105.00 25.9% 7.2% 20.0% 71.2% 25.6% -0.5% -0.7% 274.4M -3.07B -23.4M 0.72 25.19 N/A N/A 284,608 204,658 1,375,647 885,521 2023-03-14 $104.27 $105.00 23.0% 6.4% 20.8% 49.4% 22.9% 0.1% -0.6% 192.7M -1.65B -22.9M 0.68 24.65 N/A N/A 115,743 78,665 1,385,674 944,482 2023-03-15 $106.28 $105.00 25.1% 7.0% 21.8% 65.5% 24.8% -1.4% -0.5% 324.0M -3.40B -24.1M 0.88 30.92 N/A N/A 118,089 104,098 1,438,642 930,798 2023-03-16 $105.28 $105.00 22.0% 6.3% 21.8% 42.4% 22.1% -0.1% -0.2% 278.6M -2.39B -23.3M 0.85 36.17 N/A N/A 128,973 109,579 1,462,568 977,555 2023-03-17 $107.27 $105.00 24.9% 7.1% 21.9% 63.8% 25.0% -1.4% -0.2% 408.1M -4.18B -24.6M 0.60 20.97 N/A N/A 144,781 86,435 1,474,456 1,009,654 2023-03-20 $106.18 $105.00 23.6% 6.7% 22.3% 53.8% 24.0% -2.3% -0.3% 142.0M -1.94B -23.7M 1.15 12.07 N/A N/A 59,290 68,391 1,086,683 626,311 2023-03-21 $104.77 $105.00 21.6% 6.2% 21.8% 39.5% 22.1% -1.0% -0.2% 90.4M -1.03B -22.7M 0.86 13.45 N/A N/A 71,445 61,679 1,118,410 647,776 2023-03-22 $105.78 $105.00 21.4% 6.1% 21.9% 37.6% 21.6% -0.5% -0.4% 146.7M -1.70B -22.6M 1.00 32.57 N/A N/A 74,990 74,657 1,137,805 652,713 2023-03-23 $106.25 $105.00 22.1% 6.3% 21.7% 42.7% 22.5% -1.7% -0.1% 173.4M -2.03B -23.4M 0.93 20.23 N/A N/A 56,888 53,042 1,150,508 666,236 2023-03-24 $106.72 $105.00 22.2% 6.4% 21.0% 43.8% 22.9% -1.6% -0.3% 229.5M -2.40B -23.4M 0.73 45.78 N/A N/A 101,946 74,815 1,166,947 681,017 2023-03-27 $104.44 $105.00 19.7% 5.6% 22.7% 25.0% 20.4% 0.0% 0.7% 100.5M -799.0M -22.1M 0.70 29.78 N/A N/A 97,077 68,432 1,138,906 659,786 2023-03-28 $104.55 $105.00 19.4% 5.6% 22.7% 22.7% 20.9% -0.5% 0.8% 79.9M -835.5M -22.1M 0.63 26.74 N/A N/A 72,700 46,041 1,173,812 685,192 2023-03-29 $104.09 $105.00 18.9% 5.5% 22.3% 19.0% 20.0% -0.6% 0.6% 51.9M -590.3M -21.6M 1.16 27.60 N/A N/A 46,723 54,240 1,183,808 681,554 2023-03-30 $104.94 $105.00 18.9% 5.4% 22.0% 19.0% 19.5% -0.5% 0.5% 154.0M -1.18B -21.3M 0.42 34.41 N/A N/A 103,713 43,098 1,198,750 678,615 2023-03-31 $106.25 $105.00 18.6% 5.4% 21.0% 16.9% 19.1% -0.9% 0.6% 250.5M -2.24B -22.1M 0.77 39.97 N/A N/A 77,466 59,262 1,243,371 691,160
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