TLT Options History — April 2024 In April 2024, TLT traded between $87.78 and $92.63. ATM implied volatility averaged 14.8%, placing in the 21.8% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 0.2% (HV 20d: 14.6%). Max pain ranged from $91.00 to $94.00. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 1.08.
Notable Days 2024-04-17 : Highest Volume — 790,190 contracts2024-04-10 : Largest IV spike — 11.8% change2024-04-15 : Highest IV Rank — 36.9%2024-04-15 : Largest Expected Move — 4.8%Monthly Statistics Metric Avg Min Max Open Close Price $89.93 $87.78 $92.63 $92.48 $88.27 Max Pain $92.32 $91.00 $94.00 $93.00 $91.00 ATM IV 14.8% 13.3% 16.7% 13.3% 14.6% Expected Move 4.3% 3.8% 4.8% 3.8% 4.5% HV 20d 14.6% 12.0% 16.4% 13.2% 14.0% HV 60d 14.3% 13.4% 14.9% 14.1% 13.4% IV Rank 21.8% 10.2% 36.9% 10.2% 19.9% IV Percentile 32.9% 6.7% 65.1% 6.7% 29.4% Term Structure -0.2% -0.6% 0.4% -0.3% 0.2% VWIV 15.0% 13.0% 16.9% 13.0% 16.0% Skew 25d 1.1% 0.5% 1.6% 0.9% 0.8% Skew 10d 1.9% 0.2% 3.7% 1.4% 1.2% Call IV 25d 14.2% 13.0% 16.0% 13.0% 14.0% Put IV 25d 15.3% 13.8% 17.4% 13.9% 14.8% Bid-Ask Spread % 1.95 1.16 2.92 1.37 1.75 Gamma HHI 0.08 0.05 0.16 0.07 0.06 Net GEX -60.0M -282.0M 137.8M -48.7M 41.3M Net DEX 1.84B -1.10B 4.20B 474.4M 2.80B Net VEX -41.3M -44.7M -38.0M -38.0M -44.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.08 0.50 2.03 0.94 0.75 Total Volume 379,972.318 172,530 790,190 310,119 231,519 Total OI 3,797,045.318 3,305,446 4,378,628 3,305,446 4,025,108
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 2024-04-01 $92.48 $93.00 13.3% 3.8% 13.2% 10.2% 13.0% 0.9% -0.3% -48.7M 474.4M -38.0M 0.94 1.37 N/A N/A 160,028 150,091 2,027,921 1,277,525 2024-04-02 $92.06 $93.00 13.8% 3.9% 13.2% 13.9% 13.8% 1.3% -0.4% -94.9M 441.5M -38.3M 0.75 1.51 N/A N/A 207,924 155,609 2,088,099 1,285,977 2024-04-03 $92.00 $93.00 13.8% 3.9% 12.0% 14.0% 13.2% 1.3% -0.4% 110.6M 49.0M -38.7M 1.16 1.16 N/A N/A 134,815 156,421 2,164,229 1,244,835 2024-04-04 $92.63 $94.00 14.1% 4.0% 12.2% 16.5% 14.3% 0.5% -0.5% 109.4M -1.10B -39.9M 0.56 2.21 N/A N/A 197,621 110,793 2,162,647 1,231,975 2024-04-05 $91.53 $94.00 13.9% 3.9% 12.7% 14.9% 13.9% 0.8% -0.6% -104.2M 791.9M -39.2M 0.50 2.39 N/A N/A 226,608 113,454 2,255,773 1,276,182 2024-04-08 $91.40 $94.00 14.1% 4.1% 12.7% 16.6% 14.2% 0.7% 0.2% -54.3M 524.6M -38.9M 0.86 2.44 N/A N/A 163,902 140,449 2,248,703 1,248,933 2024-04-09 $92.25 $93.00 13.6% 3.9% 13.3% 12.3% 13.7% 0.9% 0.2% 137.8M -825.6M -40.8M 1.12 2.22 N/A N/A 125,113 140,043 2,329,280 1,323,808 2024-04-10 $90.19 $93.00 15.2% 4.4% 15.1% 25.1% 15.5% 1.4% 0.2% -282.0M 2.66B -38.9M 1.31 2.82 N/A N/A 281,784 369,150 2,350,584 1,377,470 2024-04-11 $89.93 $93.00 15.1% 4.4% 15.0% 23.9% 15.1% 1.6% 0.4% -225.3M 2.46B -39.2M 2.03 2.92 N/A N/A 196,273 399,368 2,422,722 1,365,138 2024-04-12 $90.48 $93.00 15.4% 4.5% 14.5% 26.5% 15.3% 1.2% 0.4% 55.1M 1.47B -41.9M 0.76 2.13 N/A N/A 208,614 159,386 2,487,587 1,453,443 2024-04-15 $88.84 $93.00 16.7% 4.8% 15.7% 36.9% 16.9% 1.4% -0.3% -215.4M 3.83B -39.0M 1.22 2.05 N/A N/A 224,280 273,837 2,448,103 1,454,368 2024-04-16 $88.25 $92.00 16.6% 4.8% 15.7% 36.2% 16.6% 1.1% -0.4% -190.5M 4.20B -40.1M 1.27 2.26 N/A N/A 227,918 290,450 2,552,797 1,514,239 2024-04-17 $89.25 $92.00 15.3% 4.4% 16.3% 25.7% 15.0% 1.1% -0.1% -96.6M 2.38B -41.4M 1.15 1.51 N/A N/A 368,092 422,098 2,649,563 1,523,479 2024-04-18 $88.80 $92.00 15.0% 4.3% 16.4% 23.5% 15.0% 1.4% 0.1% -93.7M 3.04B -43.1M 1.32 1.83 N/A N/A 147,742 194,449 2,759,965 1,556,229 2024-04-19 $89.06 $92.00 15.3% 4.4% 16.4% 26.1% 15.6% 1.1% -0.2% -69.0M 2.30B -44.1M 1.86 1.66 N/A N/A 161,718 300,804 2,818,931 1,559,697 2024-04-22 $89.05 $91.00 14.7% 4.2% 15.9% 21.2% 14.7% 1.1% -0.4% -29.8M 1.92B -43.7M 0.62 1.69 N/A N/A 106,385 66,145 2,177,620 1,513,070 2024-04-23 $88.97 $91.00 14.8% 4.3% 15.9% 21.5% 15.3% 1.1% -0.3% -18.9M 1.96B -43.5M 1.08 2.03 N/A N/A 111,259 120,353 2,230,677 1,536,481 2024-04-24 $88.31 $91.00 15.3% 4.5% 15.7% 25.8% 15.7% 1.0% -0.5% -99.4M 2.91B -42.7M 1.59 1.74 N/A N/A 159,352 253,647 2,261,418 1,539,183 2024-04-25 $87.78 $91.00 15.4% 4.6% 15.2% 27.0% 16.0% 1.2% -0.4% -246.9M 3.54B -43.0M 1.03 1.67 N/A N/A 144,148 148,330 2,295,996 1,596,889 2024-04-26 $88.23 $91.00 14.8% 4.3% 15.5% 21.8% 15.3% 0.8% -0.4% -14.7M 2.76B -44.2M 0.93 1.81 N/A N/A 126,056 117,341 2,360,978 1,636,081 2024-04-29 $88.78 $91.00 14.5% 4.4% 14.0% 19.5% 15.4% 0.8% 0.3% 109.5M 1.91B -44.7M 0.89 1.82 N/A N/A 193,887 172,135 2,319,432 1,581,862 2024-04-30 $88.27 $91.00 14.6% 4.5% 14.0% 19.9% 16.0% 0.8% 0.2% 41.3M 2.80B -44.7M 0.75 1.75 N/A N/A 132,196 99,323 2,392,382 1,632,726
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