TLT Options History — December 2023 In December 2023, TLT traded between $92.57 and $100.31. ATM implied volatility averaged 16.5%, placing in the 30.9% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded below realized volatility by 2.4% (HV 20d: 18.9%). Max pain ranged from $88.00 to $94.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.64.
Notable Days 2023-12-06 : Highest Volume — 1,090,615 contracts2023-12-14 : Largest IV spike — 10.1% change2023-12-07 : Highest IV Rank — 46.4%2023-12-01 : Largest Expected Move — 5.3%Monthly Statistics Metric Avg Min Max Open Close Price $97.09 $92.57 $100.31 $93.00 $99.06 Max Pain $91.80 $88.00 $94.00 $90.00 $94.00 ATM IV 16.5% 15.3% 18.6% 16.8% 16.1% Expected Move 4.7% 4.3% 5.3% 5.3% 4.5% HV 20d 18.9% 18.0% 20.2% 19.6% 18.0% HV 60d 21.0% 20.0% 22.1% 20.7% 20.0% IV Rank 30.9% 21.8% 46.4% 32.6% 27.4% IV Percentile 33.2% 18.7% 58.3% 35.3% 27.4% Term Structure 0.1% -0.5% 1.0% -0.3% 0.8% VWIV 16.8% 15.5% 19.7% 19.7% 15.8% Skew 25d -0.3% -1.2% 1.1% 0.3% -0.1% Skew 10d -0.9% -2.5% 0.5% 0.5% -0.7% Call IV 25d 16.9% 15.7% 19.4% 17.1% 15.9% Put IV 25d 16.7% 15.6% 18.3% 17.3% 15.9% Bid-Ask Spread % 3.99 1.21 27.94 1.41 1.44 Gamma HHI 0.09 0.07 0.14 0.14 0.10 Net GEX 521.0M 374.4M 656.7M 630.9M 374.4M Net DEX -9.41B -12.18B -6.05B -6.97B -10.17B Net VEX -38.3M -40.1M -36.6M -38.6M -38.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.33 1.00 0.33 0.70 Total Volume 444,259.7 160,359 1,090,615 711,404 315,389 Total OI 4,265,073.7 3,536,994 4,773,273 4,470,939 4,135,742
Daily Data (20 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 2023-12-01 $93.00 $90.00 16.8% 5.3% 19.6% 32.6% 19.7% 0.3% -0.3% 630.9M -6.97B -38.6M 0.33 1.41 N/A N/A 534,572 176,832 3,193,101 1,277,838 2023-12-04 $92.57 $88.00 16.7% 4.8% 19.7% 32.4% 17.0% -0.0% 0.2% 530.0M -6.05B -38.9M 0.53 1.41 N/A N/A 146,084 77,040 3,239,106 1,293,828 2023-12-05 $94.44 $88.00 17.3% 4.9% 20.2% 36.3% 17.5% -0.5% 0.2% 652.2M -9.03B -39.0M 0.53 1.54 N/A N/A 399,745 212,775 3,283,245 1,326,513 2023-12-06 $95.78 $89.00 18.6% 5.1% 20.2% 46.1% 18.0% -0.8% 0.0% 656.7M -10.74B -40.1M 0.35 27.94 N/A N/A 807,135 283,480 3,313,698 1,378,595 2023-12-07 $95.53 $90.00 18.6% 5.2% 19.8% 46.4% 18.4% -1.2% -0.1% 549.4M -9.34B -39.9M 0.72 1.62 N/A N/A 165,552 118,608 3,260,392 1,480,704 2023-12-08 $94.50 $90.00 17.1% 4.9% 18.2% 35.0% 17.3% -0.9% 0.3% 461.7M -7.51B -38.7M 0.60 1.55 N/A N/A 230,405 138,154 3,260,439 1,512,834 2023-12-11 $94.18 $90.00 17.5% 4.8% 18.4% 37.7% 17.1% -1.2% -0.5% 472.1M -6.88B -38.1M 0.61 1.53 N/A N/A 178,173 108,564 3,187,735 1,363,977 2023-12-12 $94.62 $90.00 16.3% 4.6% 18.3% 28.9% 16.3% -0.9% -0.2% 491.5M -7.51B -37.6M 0.67 1.48 N/A N/A 121,459 80,869 3,227,038 1,411,664 2023-12-13 $96.73 $90.00 15.6% 4.4% 18.3% 24.2% 16.0% -0.6% -0.4% 596.8M -10.70B -36.7M 0.33 1.41 N/A N/A 727,452 239,412 3,243,943 1,437,171 2023-12-14 $98.98 $92.00 17.2% 4.8% 18.4% 35.9% 16.9% 1.1% -0.5% 583.0M -10.44B -36.6M 0.38 1.31 N/A N/A 620,921 237,523 2,969,992 1,457,050 2023-12-15 $99.25 $93.00 16.6% 4.7% 18.3% 31.5% 17.0% -0.4% -0.4% 656.7M -10.77B -37.1M 0.59 1.21 N/A N/A 402,783 239,279 3,074,869 1,537,710 2023-12-18 $98.38 $94.00 16.3% 4.6% 19.0% 29.0% 17.0% -0.5% 0.3% 442.5M -8.97B -38.8M 0.80 1.32 N/A N/A 134,633 107,442 2,282,727 1,254,267 2023-12-19 $98.73 $94.00 15.7% 4.5% 19.0% 24.7% 16.4% -0.4% 0.1% 475.6M -9.48B -38.5M 0.98 1.24 N/A N/A 114,323 111,807 2,297,729 1,291,569 2023-12-20 $99.66 $94.00 16.2% 4.7% 18.9% 28.7% 17.1% -0.1% 0.2% 615.2M -10.78B -38.4M 0.74 1.40 N/A N/A 214,723 159,322 2,352,092 1,340,612 2023-12-21 $98.97 $94.00 15.8% 4.5% 19.4% 25.3% 16.4% 0.2% 0.3% 471.7M -9.78B -39.3M 0.80 1.23 N/A N/A 207,333 166,663 2,378,453 1,382,248 2023-12-22 $98.52 $94.00 15.4% 4.4% 18.8% 22.8% 15.7% -0.0% 0.3% 404.1M -9.69B -39.2M 0.68 26.82 N/A N/A 185,006 126,139 2,460,681 1,512,404 2023-12-26 $98.72 $94.00 15.3% 4.3% 18.3% 21.8% 15.5% -0.1% 1.0% 415.9M -9.87B -38.0M 1.00 1.33 N/A N/A 80,137 80,222 2,431,443 1,449,678 2023-12-27 $100.31 $94.00 15.9% 4.5% 18.8% 25.9% 16.0% 0.2% 0.9% 475.3M -12.18B -37.1M 0.84 1.40 N/A N/A 196,155 164,009 2,458,453 1,492,915 2023-12-28 $99.97 $94.00 15.8% 4.4% 18.7% 25.7% 15.7% 0.2% 0.8% 464.1M -11.42B -37.7M 0.71 1.32 N/A N/A 160,406 114,668 2,487,581 1,561,438 2023-12-29 $99.06 $94.00 16.1% 4.5% 18.0% 27.4% 15.8% -0.1% 0.8% 374.4M -10.17B -38.3M 0.70 1.44 N/A N/A 185,173 130,216 2,514,346 1,621,396
« Nov 2023 | All History | Jan 2024 » Home TLT History December 2023