TLT Options History — May 2024 In May 2024, TLT traded between $88.55 and $92.06. ATM implied volatility averaged 12.4%, placing in the 6.1% IV rank vs the trailing year. The 30-day expected move averaged 3.6%. IV traded above realized volatility by 1.3% (HV 20d: 11.1%). Max pain ranged from $90.00 to $91.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.83.
Notable Days 2024-05-29 : Highest Volume — 678,459 contracts2024-05-28 : Largest IV spike — 11.4% change2024-05-01 : Highest IV Rank — 17.1%2024-05-01 : Largest Expected Move — 4.3%Monthly Statistics Metric Avg Min Max Open Close Price $90.53 $88.55 $92.06 $88.55 $90.38 Max Pain $90.05 $90.00 $91.00 $91.00 $90.00 ATM IV 12.4% 10.9% 14.2% 14.2% 12.5% Expected Move 3.6% 3.1% 4.3% 4.3% 3.7% HV 20d 11.1% 9.1% 14.2% 14.1% 11.8% HV 60d 12.6% 12.3% 12.9% 12.8% 12.6% IV Rank 6.1% 0.0% 17.1% 17.1% 12.0% IV Percentile 4.9% 0.0% 23.0% 23.0% 6.3% Term Structure 0.1% -0.5% 0.6% 0.2% -0.2% VWIV 12.7% 11.0% 14.9% 14.9% 12.9% Skew 25d 0.6% 0.1% 1.1% 1.0% 0.2% Skew 10d 1.4% 0.5% 2.2% 1.7% 1.2% Call IV 25d 12.1% 10.8% 13.5% 13.5% 12.4% Put IV 25d 12.7% 10.9% 14.5% 14.5% 12.6% Bid-Ask Spread % 1.30 0.94 1.84 1.84 1.37 Gamma HHI 0.06 0.05 0.09 0.05 0.05 Net GEX 178.7M -83.3M 583.8M 74.7M 135.9M Net DEX -1.48B -5.24B 2.04B 1.92B -1.11B Net VEX -48.1M -50.2M -45.9M -45.9M -50.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.83 0.48 1.45 1.45 0.48 Total Volume 308,871.818 139,575 678,459 563,153 316,097 Total OI 4,111,740.091 3,743,196 4,377,392 4,119,164 4,276,926
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 2024-05-01 $88.55 $91.00 14.2% 4.3% 14.1% 17.1% 14.9% 1.0% 0.2% 74.7M 1.92B -45.9M 1.45 1.84 N/A N/A 229,949 333,204 2,427,569 1,691,595 2024-05-02 $88.84 $90.00 13.7% 4.2% 13.9% 12.7% 14.9% 1.0% 0.5% 198.9M 285.7M -46.3M 1.11 1.78 N/A N/A 193,802 214,542 2,456,514 1,531,494 2024-05-03 $89.82 $90.00 12.6% 3.8% 14.1% 4.6% 13.3% 1.1% 0.6% 295.7M -1.50B -48.1M 0.73 1.63 N/A N/A 223,191 162,539 2,566,927 1,593,611 2024-05-06 $90.09 $90.00 12.8% 3.9% 14.2% 6.1% 13.4% 1.1% 0.6% 251.7M -1.45B -47.4M 0.74 1.31 N/A N/A 148,094 109,615 2,409,084 1,551,769 2024-05-07 $90.70 $90.00 12.6% 3.7% 14.0% 4.3% 12.9% 1.1% 0.5% 349.4M -2.61B -48.2M 1.00 1.28 N/A N/A 182,846 182,422 2,476,542 1,566,234 2024-05-08 $90.22 $90.00 12.7% 3.7% 11.5% 4.8% 13.0% 0.9% 0.5% 215.3M -1.22B -48.3M 0.60 1.19 N/A N/A 129,201 77,325 2,542,192 1,640,349 2024-05-09 $90.63 $90.00 12.5% 3.6% 11.6% 3.4% 12.6% 0.9% 0.5% 330.2M -2.31B -48.5M 0.76 1.34 N/A N/A 125,625 95,220 2,576,447 1,617,637 2024-05-10 $90.09 $90.00 12.6% 3.6% 11.6% 4.1% 12.9% 0.9% 0.6% 177.0M -987.0M -47.1M 0.86 1.12 N/A N/A 148,149 127,228 2,580,776 1,640,498 2024-05-13 $90.34 $90.00 13.5% 3.8% 9.4% 11.6% 13.4% 0.8% -0.3% 197.1M -1.36B -47.2M 0.60 0.98 N/A N/A 180,343 109,097 2,515,805 1,614,812 2024-05-14 $90.81 $90.00 13.7% 3.8% 9.1% 12.8% 13.8% 0.8% -0.5% 258.1M -2.35B -49.5M 0.87 1.08 N/A N/A 97,764 85,117 2,636,442 1,671,338 2024-05-15 $92.06 $90.00 12.4% 3.5% 9.5% 2.9% 12.2% 0.4% -0.3% 583.8M -5.24B -49.2M 0.74 1.25 N/A N/A 281,420 209,584 2,659,398 1,710,986 2024-05-16 $92.00 $90.00 11.9% 3.4% 9.2% 0.0% 11.9% 0.3% -0.2% 444.5M -4.72B -48.6M 0.54 1.16 N/A N/A 156,444 84,823 2,643,743 1,696,157 2024-05-17 $91.40 $90.00 11.7% 3.3% 9.6% 0.0% 11.6% 0.2% -0.1% 163.9M -3.22B -48.6M 0.54 0.94 N/A N/A 173,421 92,930 2,645,002 1,732,390 2024-05-20 $91.12 $90.00 11.7% 3.3% 9.8% 0.0% 11.7% 0.3% 0.0% 71.1M -1.55B -47.8M 1.10 1.44 N/A N/A 93,396 102,649 2,259,242 1,483,954 2024-05-21 $91.56 $90.00 11.2% 3.2% 9.8% 0.0% 11.3% 0.2% -0.1% 166.3M -2.43B -47.3M 1.17 1.31 N/A N/A 64,436 75,139 2,306,384 1,532,887 2024-05-22 $91.65 $90.00 11.3% 3.2% 9.2% 0.4% 11.4% 0.4% -0.1% 174.6M -2.47B -47.6M 0.94 1.24 N/A N/A 96,085 90,701 2,328,310 1,569,420 2024-05-23 $91.13 $90.00 11.6% 3.3% 9.2% 2.8% 11.7% 0.1% -0.2% -5.9M -1.18B -48.1M 0.66 1.18 N/A N/A 199,899 131,364 2,324,971 1,605,316 2024-05-24 $91.41 $90.00 10.9% 3.1% 9.1% 0.0% 11.0% 0.1% 0.1% 11.6M -1.90B -49.2M 0.88 1.33 N/A N/A 104,083 91,461 2,403,901 1,636,496 2024-05-28 $90.09 $90.00 12.1% 3.6% 10.6% 9.0% 12.5% 0.4% 0.0% -64.3M 765.6M -47.4M 0.68 1.43 N/A N/A 242,306 164,700 2,384,948 1,610,855 2024-05-29 $89.03 $90.00 12.9% 3.8% 11.3% 14.5% 13.7% 0.7% -0.0% -83.3M 2.04B -47.1M 0.99 1.17 N/A N/A 340,421 338,038 2,478,064 1,621,149 2024-05-30 $89.73 $90.00 12.3% 3.7% 11.6% 10.5% 12.8% 0.5% 0.1% -14.6M 127.5M -49.7M 0.80 1.17 N/A N/A 105,956 84,554 2,575,923 1,664,225 2024-05-31 $90.38 $90.00 12.5% 3.7% 11.8% 12.0% 12.9% 0.2% -0.2% 135.9M -1.11B -50.2M 0.48 1.37 N/A N/A 213,163 102,934 2,601,899 1,675,027
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