TLT Options History — February 2024 In February 2024, TLT traded between $92.23 and $98.05. ATM implied volatility averaged 14.7%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded below realized volatility by 2.0% (HV 20d: 16.7%). Max pain ranged from $93.00 to $95.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.74.
Notable Days 2024-02-01 : Highest Volume — 725,733 contracts2024-02-16 : Largest IV drop — 5.1% change2024-02-01 : Highest IV Rank — 27.9%2024-02-01 : Largest Expected Move — 4.6%Monthly Statistics Metric Avg Min Max Open Close Price $93.82 $92.23 $98.05 $98.05 $94.03 Max Pain $93.65 $93.00 $95.00 $94.00 $93.00 ATM IV 14.7% 13.8% 16.1% 16.1% 14.0% Expected Move 4.2% 3.9% 4.6% 4.6% 4.0% HV 20d 16.7% 14.6% 17.3% 14.6% 16.7% HV 60d 17.0% 15.8% 18.1% 17.2% 15.8% IV Rank 17.7% 10.7% 27.9% 27.9% 12.1% IV Percentile 18.3% 9.1% 34.5% 34.5% 11.1% Term Structure 0.1% -0.2% 0.4% -0.0% -0.1% VWIV 14.9% 14.1% 16.7% 16.7% 14.3% Skew 25d 0.7% -0.4% 1.3% -0.4% 0.2% Skew 10d 1.0% -1.8% 2.5% -1.8% 0.4% Call IV 25d 14.5% 13.2% 16.7% 16.7% 13.9% Put IV 25d 15.1% 14.1% 16.3% 16.3% 14.1% Bid-Ask Spread % 1.93 1.50 3.00 3.00 1.84 Gamma HHI 0.06 0.05 0.08 0.07 0.07 Net GEX 243.4M 43.6M 465.2M 465.2M 406.7M Net DEX -1.65B -6.55B 494.8M -6.55B -2.11B Net VEX -38.2M -40.6M -36.5M -38.2M -38.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.74 0.35 2.14 0.35 0.47 Total Volume 287,162.85 144,297 725,733 725,733 354,220 Total OI 3,457,744.6 3,152,186 3,789,693 3,214,084 3,486,499
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 2024-02-01 $98.05 $94.00 16.1% 4.6% 14.6% 27.9% 16.7% -0.4% -0.0% 465.2M -6.55B -38.2M 0.35 3.00 N/A N/A 538,367 187,366 2,028,707 1,185,377 2024-02-02 $96.13 $94.00 15.5% 4.5% 15.4% 23.0% 15.9% 0.4% -0.0% 358.1M -3.73B -40.6M 0.68 2.11 N/A N/A 206,827 140,812 2,215,501 1,265,466 2024-02-05 $94.13 $94.00 15.7% 4.5% 16.7% 24.4% 16.1% 0.6% 0.2% 179.1M -1.35B -39.2M 0.81 1.98 N/A N/A 226,493 183,457 2,200,749 1,216,333 2024-02-06 $95.09 $95.00 15.6% 4.5% 17.0% 23.6% 15.8% 0.2% 0.1% 302.5M -3.22B -39.8M 0.74 2.52 N/A N/A 123,988 92,239 2,252,389 1,186,956 2024-02-07 $94.66 $95.00 15.0% 4.3% 17.1% 19.9% 15.2% 0.0% 0.1% 263.3M -2.63B -39.3M 0.79 1.95 N/A N/A 101,586 79,810 2,285,794 1,212,893 2024-02-08 $93.98 $94.00 14.7% 4.3% 17.1% 17.6% 14.9% 0.6% 0.1% 107.2M -1.49B -38.0M 0.56 1.67 N/A N/A 199,544 111,380 2,289,730 1,211,017 2024-02-09 $93.84 $94.00 14.4% 4.2% 16.9% 15.5% 14.8% 0.3% 0.4% 78.6M -1.30B -38.0M 0.64 1.87 N/A N/A 138,179 87,855 2,336,323 1,237,535 2024-02-12 $93.98 $94.00 14.8% 4.2% 17.0% 18.0% 14.9% 0.1% 0.3% 200.5M -1.86B -37.9M 0.54 1.80 N/A N/A 222,568 120,362 2,300,008 1,184,393 2024-02-13 $92.43 $94.00 15.3% 4.4% 16.9% 22.0% 15.3% 0.9% 0.3% 43.6M 494.8M -37.2M 1.09 1.50 N/A N/A 191,922 208,921 2,429,192 1,256,137 2024-02-14 $92.84 $94.00 14.7% 4.2% 17.0% 17.7% 14.8% 0.9% 0.3% 112.4M -650.1M -38.8M 2.14 1.60 N/A N/A 121,923 260,886 2,476,189 1,245,324 2024-02-15 $93.28 $94.00 14.8% 4.2% 16.8% 18.3% 15.0% 1.3% 0.2% 202.5M -1.34B -39.5M 0.70 1.85 N/A N/A 131,469 91,494 2,485,928 1,252,770 2024-02-16 $92.73 $93.00 14.1% 4.0% 16.9% 12.7% 14.2% 1.2% 0.4% 210.6M -314.5M -37.5M 0.73 1.62 N/A N/A 120,143 87,523 2,525,593 1,264,100 2024-02-20 $92.82 $93.00 14.5% 4.1% 16.6% 16.0% 14.4% 1.2% 0.0% 304.3M -1.01B -37.5M 0.45 1.93 N/A N/A 129,969 58,157 2,107,770 1,044,416 2024-02-21 $92.23 $93.00 14.8% 4.3% 16.5% 18.3% 14.8% 1.0% -0.2% 269.6M -129.1M -36.5M 0.51 1.82 N/A N/A 163,122 83,934 2,147,236 1,075,403 2024-02-22 $92.38 $93.00 14.4% 4.1% 16.4% 15.4% 14.2% 1.3% 0.1% 344.7M -244.5M -36.6M 0.80 1.78 N/A N/A 80,299 63,998 2,169,810 1,088,927 2024-02-23 $93.88 $93.00 13.8% 3.9% 17.3% 10.7% 14.1% 1.2% -0.0% 389.8M -2.47B -38.3M 0.56 1.84 N/A N/A 181,563 101,561 2,191,788 1,117,943 2024-02-26 $93.55 $93.00 13.9% 4.0% 17.3% 11.4% 14.2% 1.0% 0.2% 225.9M -1.36B -37.6M 0.75 1.86 N/A N/A 101,521 76,493 2,162,609 1,138,721 2024-02-27 $92.95 $93.00 14.2% 4.2% 16.9% 14.0% 14.4% 0.7% -0.0% 155.3M -388.7M -36.9M 0.44 2.03 N/A N/A 130,906 57,430 2,206,459 1,180,982 2024-02-28 $93.48 $93.00 14.3% 4.1% 16.8% 14.4% 14.6% 0.6% -0.1% 249.0M -1.35B -38.6M 0.99 2.00 N/A N/A 93,112 91,858 2,286,108 1,205,817 2024-02-29 $94.03 $93.00 14.0% 4.0% 16.7% 12.1% 14.3% 0.2% -0.1% 406.7M -2.11B -38.9M 0.47 1.84 N/A N/A 240,963 113,257 2,292,245 1,194,254
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