TLT Options History — June 2023 In June 2023, TLT traded between $100.91 and $103.56. ATM implied volatility averaged 14.4%, placing in the 3.6% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 2.2% (HV 20d: 12.1%). Max pain ranged from $103.00 to $105.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.72.
Notable Days 2023-06-07 : Highest Volume — 281,874 contracts2023-06-12 : Largest IV spike — 8.0% change2023-06-13 : Highest IV Rank — 15.6%2023-06-13 : Largest Expected Move — 4.7%Monthly Statistics Metric Avg Min Max Open Close Price $102.49 $100.91 $103.56 $103.03 $102.97 Max Pain $103.76 $103.00 $105.00 $105.00 $104.00 ATM IV 14.4% 13.2% 16.3% 14.8% 13.2% Expected Move 4.1% 3.5% 4.7% 4.4% 3.5% HV 20d 12.1% 11.1% 14.1% 11.5% 14.1% HV 60d 16.2% 15.1% 18.2% 18.1% 15.7% IV Rank 3.6% 0.0% 15.6% 0.0% 0.0% IV Percentile 1.3% 0.0% 5.6% 0.0% 0.0% Term Structure 0.3% -0.1% 0.7% 0.2% 0.6% VWIV 14.7% 12.5% 16.6% 15.7% 12.5% Skew 25d 0.1% -0.6% 0.7% 0.3% 0.0% Skew 10d 0.4% -1.0% 1.2% 0.4% 0.3% Call IV 25d 14.5% 13.1% 16.4% 15.1% 13.1% Put IV 25d 14.6% 13.1% 16.7% 15.4% 13.1% Bid-Ask Spread % 10.83 2.53 17.55 8.42 12.55 Gamma HHI 0.06 0.05 0.14 0.05 0.06 Net GEX 222.1M 25.7M 514.1M 397.2M 206.6M Net DEX -865.4M -1.60B 367.5M -1.53B -1.09B Net VEX -28.4M -31.8M -25.1M -31.8M -28.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.72 0.32 1.62 0.48 0.34 Total Volume 161,230.81 82,278 281,874 151,870 156,821 Total OI 3,634,200.524 3,221,351 3,994,175 3,880,451 3,417,127
Daily Data (21 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 2023-06-01 $103.03 $105.00 14.8% 4.4% 11.5% 0.0% 15.7% 0.3% 0.2% 397.2M -1.53B -31.8M 0.48 8.42 N/A N/A 102,669 49,201 3,000,721 879,730 2023-06-02 $102.06 $104.50 14.1% 4.1% 11.8% 0.0% 14.7% 0.3% 0.3% 514.1M -620.4M -29.5M 0.89 15.11 N/A N/A 86,055 76,806 3,009,428 877,039 2023-06-05 $101.88 $104.00 14.1% 4.1% 11.7% 0.4% 14.7% 0.7% 0.3% 147.4M -324.4M -28.2M 0.64 15.52 N/A N/A 50,226 32,052 2,950,538 865,272 2023-06-06 $102.34 $104.00 13.8% 4.1% 11.1% 0.0% 15.0% 0.6% 0.3% 196.1M -710.1M -27.2M 0.93 15.60 N/A N/A 65,084 60,352 2,972,235 863,939 2023-06-07 $100.91 $104.00 14.9% 4.3% 12.1% 6.8% 15.7% 0.3% 0.2% 25.7M 367.5M -25.1M 0.45 17.55 N/A N/A 194,241 87,633 2,996,033 871,797 2023-06-08 $102.05 $103.00 14.7% 4.3% 12.5% 5.5% 15.7% 0.2% 0.4% 146.8M -572.1M -27.7M 0.42 9.30 N/A N/A 76,295 32,184 2,892,855 865,712 2023-06-09 $102.06 $103.00 14.8% 4.4% 11.6% 6.5% 15.6% 0.3% 0.3% 278.4M -824.3M -30.0M 1.21 11.54 N/A N/A 61,579 74,386 2,986,437 878,786 2023-06-12 $102.09 $104.00 16.0% 4.7% 11.5% 13.9% 16.6% 0.1% 0.2% 117.9M -455.3M -28.3M 0.82 9.12 N/A N/A 92,776 76,283 2,943,258 876,797 2023-06-13 $101.16 $103.00 16.3% 4.7% 11.3% 15.6% 16.6% 0.3% 0.0% 50.1M 105.8M -28.6M 0.56 12.88 N/A N/A 138,652 77,244 2,984,225 889,400 2023-06-14 $102.03 $104.00 15.7% 4.5% 11.7% 11.8% 15.9% 0.1% -0.0% 205.4M -577.2M -28.4M 1.62 12.34 N/A N/A 85,543 138,169 3,050,695 915,451 2023-06-15 $102.91 $104.00 14.6% 4.2% 12.1% 5.3% 16.2% 0.0% -0.1% 392.9M -1.25B -28.5M 1.46 4.55 N/A N/A 110,328 160,603 3,077,828 916,347 2023-06-16 $102.66 $104.00 13.7% 3.9% 11.9% 0.0% 14.1% 0.1% -0.0% 366.3M -807.7M -27.0M 0.48 9.54 N/A N/A 88,492 42,410 3,072,908 894,152 2023-06-20 $103.40 $104.00 14.1% 4.0% 11.7% 2.2% 14.4% -0.0% 0.4% 237.5M -1.52B -29.2M 0.67 8.77 N/A N/A 84,364 56,763 2,546,452 674,899 2023-06-21 $103.56 $104.00 13.8% 4.0% 11.6% 0.4% 14.0% 0.1% 0.4% 261.2M -1.59B -27.8M 0.59 8.59 N/A N/A 71,272 41,724 2,565,708 680,040 2023-06-22 $102.31 $104.00 13.9% 4.0% 12.5% 1.2% 14.0% 0.0% 0.4% 135.4M -637.4M -26.6M 0.89 2.53 N/A N/A 71,242 63,363 2,584,566 689,734 2023-06-23 $103.35 $103.00 13.9% 3.9% 12.9% 0.7% 14.0% -0.6% 0.6% 277.3M -1.57B -29.3M 0.46 10.69 N/A N/A 116,301 53,860 2,602,414 711,130 2023-06-26 $103.25 $103.00 14.3% 4.0% 12.7% 3.6% 14.1% -0.6% 0.6% 233.2M -1.57B -30.6M 0.55 13.46 N/A N/A 66,352 36,787 2,591,175 701,719 2023-06-27 $103.03 $103.00 13.6% 3.8% 12.6% 0.0% 13.5% -0.3% 0.7% 203.8M -1.30B -28.7M 0.61 10.17 N/A N/A 76,296 46,619 2,604,562 710,255 2023-06-28 $103.56 $103.50 13.6% 3.7% 12.2% 0.0% 13.4% -0.3% 0.6% 242.8M -1.60B -29.1M 0.32 10.58 N/A N/A 147,459 47,370 2,615,422 724,616 2023-06-29 $101.70 $104.00 13.7% 3.8% 13.3% 1.0% 13.4% -0.1% 0.5% 27.0M -99.2M -27.2M 0.70 8.53 N/A N/A 111,843 78,148 2,624,395 742,414 2023-06-30 $102.97 $104.00 13.2% 3.5% 14.1% 0.0% 12.5% 0.0% 0.6% 206.6M -1.09B -28.0M 0.34 12.55 N/A N/A 117,066 39,755 2,644,498 772,629
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