TLT Options History — May 2023 In May 2023, TLT traded between $100.18 and $105.93. ATM implied volatility averaged 17.4%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded below realized volatility by 2.1% (HV 20d: 19.5%). Max pain ranged from $104.50 to $105.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.67.
Notable Days 2023-05-02 : Highest Volume — 512,654 contracts2023-05-05 : Largest IV drop — 9.1% change2023-05-25 : Highest IV Rank — 26.9%2023-05-25 : Largest Expected Move — 5.8%Monthly Statistics Metric Avg Min Max Open Close Price $102.94 $100.18 $105.93 $103.07 $103.06 Max Pain $104.98 $104.50 $105.00 $105.00 $104.50 ATM IV 17.4% 16.1% 19.4% 17.1% 16.1% Expected Move 5.1% 4.8% 5.8% 5.0% 4.8% HV 20d 19.5% 11.7% 20.9% 18.8% 11.7% HV 60d 19.0% 18.0% 19.5% 19.0% 18.1% IV Rank 13.1% 3.8% 26.9% 11.0% 3.8% IV Percentile 13.1% 1.6% 37.7% 9.1% 1.6% Term Structure 0.0% -0.4% 0.8% -0.1% -0.0% VWIV 18.7% 17.6% 21.3% 18.3% 18.1% Skew 25d 0.1% -0.9% 1.0% 0.3% 0.3% Skew 10d 0.3% -2.3% 2.3% 0.7% 1.2% Call IV 25d 17.8% 16.4% 19.5% 17.3% 16.4% Put IV 25d 17.9% 16.5% 20.4% 17.5% 16.7% Bid-Ask Spread % 6.81 1.66 10.65 1.66 8.86 Gamma HHI 0.06 0.04 0.25 0.04 0.05 Net GEX 142.6M -332.5M 410.3M 71.7M 410.3M Net DEX -1.22B -3.10B 200.6M -550.9M -1.81B Net VEX -33.6M -38.7M -23.7M -23.7M -33.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.19 1.32 0.20 0.66 Total Volume 196,103.545 83,051 512,654 429,843 158,302 Total OI 3,355,899.182 2,260,621 3,844,155 2,260,621 3,836,922
Daily Data (22 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 2023-05-01 $103.07 $105.00 17.1% 5.0% 18.8% 11.0% 18.3% 0.3% -0.1% 71.7M -550.9M -23.7M 0.20 1.66 N/A N/A 359,383 70,460 1,681,380 579,241 2023-05-02 $105.59 $105.00 18.3% 5.5% 20.9% 19.3% 19.5% 0.1% -0.2% 266.8M -2.45B -30.4M 0.19 4.03 N/A N/A 429,309 83,345 1,931,347 600,121 2023-05-03 $105.93 $105.00 18.4% 5.5% 20.7% 20.4% 19.7% -0.1% -0.2% 326.8M -3.10B -36.2M 0.26 3.91 N/A N/A 254,211 66,406 2,286,471 619,983 2023-05-04 $105.41 $105.00 18.9% 5.5% 20.5% 23.4% 19.9% 0.0% -0.0% 306.7M -2.99B -38.7M 0.77 10.46 N/A N/A 50,273 38,926 2,474,523 631,512 2023-05-05 $104.78 $105.00 17.2% 5.1% 20.5% 11.2% 18.2% 0.5% -0.0% 181.5M -2.18B -35.8M 0.82 5.38 N/A N/A 68,879 56,267 2,482,691 644,049 2023-05-08 $103.47 $105.00 17.5% 5.2% 20.3% 13.7% 18.9% 0.4% 0.7% 141.9M -1.39B -33.1M 1.23 9.05 N/A N/A 44,897 55,039 2,466,818 622,048 2023-05-09 $103.09 $105.00 17.2% 5.1% 20.3% 11.8% 18.2% 0.1% 0.6% 97.2M -1.18B -33.4M 0.79 10.34 N/A N/A 50,803 40,253 2,488,595 647,250 2023-05-10 $103.81 $105.00 16.6% 4.9% 20.5% 7.1% 17.7% 0.0% 0.6% 149.0M -1.67B -34.0M 1.05 8.76 N/A N/A 63,526 66,949 2,509,655 670,738 2023-05-11 $105.03 $105.00 16.7% 4.9% 20.9% 8.0% 17.8% -0.2% 0.6% 264.8M -2.36B -34.0M 0.28 9.19 N/A N/A 154,788 43,156 2,514,069 705,583 2023-05-12 $104.41 $105.00 16.4% 4.9% 20.8% 5.8% 17.7% 0.0% 0.8% 175.7M -1.91B -34.6M 0.91 10.53 N/A N/A 50,828 46,497 2,630,554 727,559 2023-05-15 $103.19 $105.00 16.9% 4.9% 20.8% 9.1% 17.6% -0.2% -0.3% 70.1M -897.6M -30.7M 1.32 10.65 N/A N/A 62,654 83,005 2,598,436 699,191 2023-05-16 $102.80 $105.00 17.6% 5.1% 20.8% 14.2% 19.2% -0.9% -0.3% 33.0M -942.8M -32.5M 0.27 7.15 N/A N/A 332,433 88,842 2,617,634 735,105 2023-05-17 $102.53 $105.00 17.1% 4.9% 20.8% 10.8% 18.4% -0.9% -0.4% 77.3M -1.10B -34.9M 1.03 5.55 N/A N/A 88,236 90,995 2,913,649 774,751 2023-05-18 $101.90 $105.00 17.0% 4.9% 20.7% 10.3% 18.0% -0.7% -0.4% 41.2M -726.1M -35.8M 0.55 5.46 N/A N/A 83,223 46,105 2,960,904 817,468 2023-05-19 $101.12 $105.00 17.6% 5.1% 20.8% 14.3% 19.7% 0.0% -0.4% -332.5M -9.3M -34.4M 0.27 6.47 N/A N/A 319,690 85,009 2,968,733 834,545 2023-05-22 $100.77 $105.00 17.3% 5.0% 20.5% 11.9% 18.0% 0.6% -0.1% 96.5M -51.5M -32.9M 0.44 4.61 N/A N/A 93,996 41,101 2,825,856 725,218 2023-05-23 $101.03 $105.00 17.2% 5.1% 19.4% 11.2% 18.1% 0.6% -0.1% 116.3M -241.2M -32.8M 0.59 8.41 N/A N/A 84,526 50,013 2,860,361 739,605 2023-05-24 $100.72 $105.00 17.9% 5.3% 19.2% 16.5% 18.9% 0.9% -0.1% 115.5M -135.9M -34.6M 1.18 6.55 N/A N/A 38,074 44,977 2,906,544 764,031 2023-05-25 $100.18 $105.00 19.4% 5.8% 19.0% 26.9% 21.3% 0.9% -0.3% 82.1M 200.6M -33.9M 0.74 1.78 N/A N/A 73,940 54,923 2,934,957 800,537 2023-05-26 $100.88 $105.00 17.9% 5.3% 17.7% 16.2% 19.4% 1.0% -0.3% 168.0M -232.0M -35.1M 0.63 8.05 N/A N/A 69,305 43,364 2,981,041 863,114 2023-05-30 $101.88 $105.00 17.1% 5.2% 14.1% 11.0% 19.2% 0.4% -0.1% 276.5M -1.06B -33.7M 0.55 3.04 N/A N/A 120,941 66,429 2,924,290 832,703 2023-05-31 $103.06 $104.50 16.1% 4.8% 11.7% 3.8% 18.1% 0.3% -0.0% 410.3M -1.81B -33.5M 0.66 8.86 N/A N/A 95,534 62,768 2,970,639 866,283
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