TLT Options History — August 2023 In August 2023, TLT traded between $92.53 and $98.07. ATM implied volatility averaged 16.9%, placing in the 25.9% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded below realized volatility by 0.3% (HV 20d: 17.2%). Max pain ranged from $95.50 to $102.00. Net GEX was positive for 11 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 0.76.
Notable Days 2023-08-03 : Highest Volume — 518,428 contracts2023-08-03 : Largest IV spike — 17.7% change2023-08-03 : Highest IV Rank — 41.5%2023-08-03 : Largest Expected Move — 5.3%Monthly Statistics Metric Avg Min Max Open Close Price $95.38 $92.53 $98.07 $98.07 $96.75 Max Pain $98.07 $95.50 $102.00 $102.00 $96.00 ATM IV 16.9% 14.6% 19.6% 14.6% 14.6% Expected Move 4.8% 4.1% 5.3% 4.1% 4.1% HV 20d 17.2% 13.7% 19.8% 14.0% 15.8% HV 60d 14.7% 13.2% 15.6% 13.2% 15.4% IV Rank 25.9% 12.7% 41.5% 12.7% 12.8% IV Percentile 27.6% 11.1% 54.0% 11.1% 11.5% Term Structure -0.0% -1.0% 0.5% -0.4% 0.5% VWIV 16.7% 14.2% 18.8% 14.2% 14.5% Skew 25d 1.9% 0.8% 2.9% 2.1% 1.1% Skew 10d 3.8% 1.8% 6.4% 4.5% 1.9% Call IV 25d 16.1% 13.8% 18.7% 13.8% 14.3% Put IV 25d 18.0% 15.4% 21.6% 15.9% 15.4% Bid-Ask Spread % 10.33 2.05 23.06 11.32 9.87 Gamma HHI 0.07 0.04 0.20 0.05 0.09 Net GEX 17.0M -155.2M 345.7M -152.8M 345.7M Net DEX 1.32B -1.11B 2.85B 1.87B -1.11B Net VEX -22.9M -26.2M -20.0M -20.0M -25.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.24 1.47 0.76 0.40 Total Volume 236,091.913 112,931 518,428 323,434 195,427 Total OI 3,884,829.261 3,391,328 4,193,132 3,391,328 4,193,132
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 2023-08-01 $98.07 $102.00 14.6% 4.1% 14.0% 12.7% 14.2% 2.1% -0.4% -152.8M 1.87B -20.0M 0.76 11.32 N/A N/A 184,132 139,302 2,602,586 788,742 2023-08-02 $97.13 $100.00 16.6% 4.8% 13.7% 24.6% 15.3% 1.9% -0.7% -123.0M 1.74B -21.3M 1.47 23.06 N/A N/A 160,834 235,882 2,671,577 771,506 2023-08-03 $94.84 $101.00 19.6% 5.3% 15.5% 41.5% 18.8% 2.9% -1.0% -110.4M 2.59B -20.1M 0.74 9.87 N/A N/A 298,669 219,759 2,722,404 785,832 2023-08-04 $96.66 $100.00 17.1% 4.7% 17.2% 27.1% 16.8% 2.2% -0.6% 230.5M 1.03B -22.5M 0.75 12.42 N/A N/A 221,359 164,992 2,914,208 836,860 2023-08-07 $95.62 $100.00 17.6% 4.9% 17.5% 30.2% 17.5% 2.3% -0.3% -70.6M 1.93B -22.4M 0.67 12.36 N/A N/A 129,763 86,432 2,881,306 866,266 2023-08-08 $96.72 $100.00 17.0% 4.8% 18.0% 26.5% 17.3% 2.0% -0.0% 7.2M 831.1M -24.5M 0.76 8.87 N/A N/A 91,301 69,187 2,913,510 862,744 2023-08-09 $97.16 $100.00 17.1% 4.9% 17.5% 27.1% 17.0% 2.1% 0.1% 24.8M 510.6M -24.6M 1.08 9.77 N/A N/A 54,577 58,735 2,943,152 896,779 2023-08-10 $95.78 $100.00 16.9% 4.9% 17.6% 25.9% 16.9% 2.2% 0.2% -95.2M 1.89B -21.1M 0.72 12.15 N/A N/A 77,685 55,967 2,951,670 904,560 2023-08-11 $95.28 $100.00 16.7% 4.9% 17.6% 25.1% 17.7% 2.3% 0.5% -155.2M 2.17B -21.6M 0.74 7.01 N/A N/A 111,543 82,281 2,962,653 910,103 2023-08-14 $95.23 $99.00 16.7% 4.8% 17.6% 25.0% 16.6% 2.0% 0.1% -119.8M 2.06B -20.9M 0.99 12.45 N/A N/A 83,924 83,452 2,938,187 889,745 2023-08-15 $94.70 $98.00 16.7% 4.8% 17.3% 24.9% 16.8% 2.2% 0.4% -125.1M 2.19B -20.7M 1.10 12.91 N/A N/A 86,056 94,714 2,979,930 886,226 2023-08-16 $93.95 $98.00 17.3% 4.9% 16.6% 28.2% 17.3% 1.6% 0.2% -145.4M 2.63B -20.9M 0.87 2.05 N/A N/A 118,582 103,576 3,009,513 922,936 2023-08-17 $93.37 $98.00 17.6% 5.1% 16.4% 30.4% 17.1% 2.3% 0.1% -145.7M 2.85B -20.2M 0.93 4.71 N/A N/A 155,808 144,808 3,037,064 906,621 2023-08-18 $93.75 $97.00 17.3% 4.9% 16.6% 28.4% 16.8% 2.1% 0.4% -94.3M 2.48B -21.4M 0.35 7.87 N/A N/A 263,234 93,349 3,092,686 943,883 2023-08-21 $92.53 $96.00 18.5% 5.2% 16.9% 35.3% 18.8% 2.0% -0.5% -59.6M 2.54B -22.2M 0.64 8.75 N/A N/A 200,964 128,875 2,931,287 894,734 2023-08-22 $93.19 $96.00 18.3% 5.2% 17.4% 34.1% 17.6% 2.0% -0.3% 6.2M 1.92B -24.3M 0.72 13.24 N/A N/A 112,019 80,569 3,032,000 962,508 2023-08-23 $95.34 $96.00 17.0% 4.8% 19.8% 26.8% 17.3% 1.4% 0.1% 157.3M 14.7M -25.8M 0.60 15.84 N/A N/A 186,916 113,065 3,065,708 989,434 2023-08-24 $94.94 $96.00 17.4% 4.9% 18.8% 29.2% 17.8% 1.5% -0.2% 151.8M 449.6M -26.2M 0.90 6.44 N/A N/A 63,126 56,693 3,096,540 1,006,108 2023-08-25 $95.09 $96.00 16.2% 4.5% 18.7% 22.0% 15.9% 1.5% 0.0% 296.6M 376.9M -25.1M 0.66 13.37 N/A N/A 104,634 68,824 3,116,968 1,017,948 2023-08-28 $95.31 $95.50 16.2% 4.6% 18.7% 22.3% 16.2% 1.4% 0.0% 129.5M 366.9M -24.8M 0.78 4.42 N/A N/A 63,423 49,508 3,075,491 961,417 2023-08-29 $96.25 $95.50 15.5% 4.3% 18.3% 18.2% 15.2% 1.1% 0.2% 224.3M -587.3M -26.1M 0.70 9.22 N/A N/A 106,286 73,944 3,105,915 987,598 2023-08-30 $96.18 $95.50 15.3% 4.2% 18.0% 17.2% 15.0% 0.8% 0.3% 214.7M -460.0M -25.0M 0.24 9.66 N/A N/A 126,137 29,801 3,121,094 999,942 2023-08-31 $96.75 $96.00 14.6% 4.1% 15.8% 12.8% 14.5% 1.1% 0.5% 345.7M -1.11B -25.1M 0.40 9.87 N/A N/A 140,057 55,370 3,186,570 1,006,562
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