TLT Options History — June 2024 In June 2024, TLT traded between $90.91 and $94.60. ATM implied volatility averaged 14.1%, placing in the 23.0% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded below realized volatility by 0.5% (HV 20d: 14.5%). Max pain ranged from $90.00 to $92.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.52.
Notable Days 2024-06-14 : Highest Volume — 516,992 contracts2024-06-07 : Largest IV drop — 8.8% change2024-06-14 : Highest IV Rank — 31.4%2024-06-05 : Largest Expected Move — 4.3%Monthly Statistics Metric Avg Min Max Open Close Price $93.14 $90.91 $94.60 $91.50 $92.15 Max Pain $91.16 $90.00 $92.00 $90.00 $92.00 ATM IV 14.1% 13.3% 15.2% 13.4% 14.6% Expected Move 4.0% 3.8% 4.3% 4.0% 4.2% HV 20d 14.5% 12.0% 15.7% 12.0% 15.6% HV 60d 13.7% 12.9% 14.1% 12.9% 13.8% IV Rank 23.0% 17.4% 31.4% 18.6% 27.4% IV Percentile 29.5% 13.5% 52.4% 16.7% 41.7% Term Structure 0.1% -0.3% 0.7% 0.0% 0.4% VWIV 14.4% 13.5% 15.6% 14.4% 14.9% Skew 25d -0.2% -1.3% 0.8% 0.8% 0.1% Skew 10d -0.1% -2.8% 2.0% 2.0% 0.4% Call IV 25d 14.3% 13.1% 16.3% 13.1% 14.5% Put IV 25d 14.1% 13.1% 15.0% 13.9% 14.6% Bid-Ask Spread % 1.28 1.05 1.51 1.29 1.45 Gamma HHI 0.09 0.05 0.18 0.05 0.06 Net GEX 536.4M 119.2M 862.7M 364.5M 119.2M Net DEX -5.55B -9.15B -1.60B -3.55B -1.60B Net VEX -52.3M -53.8M -51.1M -51.9M -52.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.30 0.96 0.31 0.61 Total Volume 332,869.842 178,450 516,992 364,040 452,742 Total OI 4,359,818.158 3,870,588 4,738,026 4,105,023 4,245,936
Daily Data (19 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 2024-06-03 $91.50 $90.00 13.4% 4.0% 12.0% 18.6% 14.4% 0.8% 0.0% 364.5M -3.55B -51.9M 0.31 1.29 N/A N/A 278,092 85,948 2,513,451 1,591,572 2024-06-04 $92.63 $90.00 14.2% 4.2% 12.6% 24.1% 14.9% 0.1% 0.1% 472.0M -5.71B -52.3M 0.32 1.36 N/A N/A 349,323 112,590 2,569,655 1,616,676 2024-06-05 $93.18 $90.00 14.5% 4.3% 12.6% 26.6% 15.6% -0.2% -0.0% 588.6M -6.90B -53.8M 0.32 1.25 N/A N/A 366,829 117,589 2,692,372 1,657,541 2024-06-06 $93.31 $91.00 14.8% 4.1% 12.3% 28.6% 14.8% -0.3% -0.1% 555.4M -6.88B -53.6M 0.51 1.33 N/A N/A 172,975 88,044 2,713,622 1,659,058 2024-06-07 $91.56 $91.00 13.5% 3.9% 14.3% 19.1% 14.1% 0.2% 0.2% 423.5M -3.12B -52.4M 0.96 1.36 N/A N/A 185,005 176,742 2,796,679 1,705,038 2024-06-10 $90.91 $91.00 14.1% 4.0% 14.3% 23.4% 14.0% 0.2% -0.2% 184.2M -2.03B -51.4M 0.55 1.25 N/A N/A 144,509 79,679 2,728,693 1,671,855 2024-06-11 $91.82 $91.00 14.3% 4.0% 14.7% 24.9% 14.3% -0.1% -0.2% 409.6M -4.09B -52.3M 0.56 1.27 N/A N/A 199,665 111,684 2,788,667 1,676,713 2024-06-12 $92.59 $91.00 13.7% 3.8% 14.9% 20.0% 13.9% -0.1% -0.2% 638.7M -5.81B -52.8M 0.50 1.42 N/A N/A 317,861 159,650 2,878,467 1,735,118 2024-06-13 $93.85 $91.00 14.1% 4.0% 14.9% 23.7% 14.1% -0.4% -0.2% 848.3M -7.92B -52.3M 0.32 1.16 N/A N/A 279,241 88,546 2,867,799 1,733,464 2024-06-14 $94.60 $91.00 15.2% 4.3% 15.1% 31.4% 15.3% -1.3% -0.1% 862.7M -9.15B -53.0M 0.30 1.51 N/A N/A 397,850 119,142 2,828,322 1,757,832 2024-06-17 $93.72 $91.00 14.4% 4.1% 15.3% 25.4% 14.5% -0.8% -0.3% 633.2M -6.79B -52.3M 0.52 1.22 N/A N/A 140,708 73,692 2,819,235 1,695,840 2024-06-18 $94.59 $91.00 14.1% 4.0% 15.4% 23.0% 14.3% -0.5% -0.3% 800.5M -8.32B -51.6M 0.52 1.22 N/A N/A 157,342 81,442 2,836,176 1,714,284 2024-06-20 $93.97 $91.00 14.2% 4.1% 15.7% 24.1% 14.3% -0.6% -0.3% 642.0M -7.02B -51.6M 0.50 1.18 N/A N/A 260,320 129,861 2,847,874 1,726,401 2024-06-21 $93.91 $92.00 13.3% 3.8% 15.7% 17.4% 13.5% -0.7% 0.0% 797.9M -7.11B -52.2M 0.42 1.05 N/A N/A 202,450 84,625 2,949,522 1,788,504 2024-06-24 $94.22 $92.00 13.4% 3.9% 15.5% 18.3% 13.8% -0.3% 0.6% 532.7M -5.71B -51.1M 0.85 1.27 N/A N/A 99,056 84,343 2,450,891 1,419,697 2024-06-25 $94.48 $92.00 13.4% 3.9% 15.5% 18.1% 13.9% -0.2% 0.7% 588.8M -6.07B -52.2M 0.58 1.15 N/A N/A 113,092 65,358 2,494,502 1,465,535 2024-06-26 $93.16 $92.00 13.7% 4.0% 15.4% 20.7% 14.1% -0.2% 0.5% 284.6M -3.48B -51.8M 0.58 1.31 N/A N/A 208,357 120,437 2,538,122 1,499,804 2024-06-27 $93.47 $92.00 14.0% 4.0% 14.6% 22.3% 14.1% -0.2% 0.6% 444.3M -4.28B -53.0M 0.66 1.28 N/A N/A 132,561 87,177 2,619,458 1,542,170 2024-06-28 $92.15 $92.00 14.6% 4.2% 15.6% 27.4% 14.9% 0.1% 0.4% 119.2M -1.60B -52.1M 0.61 1.45 N/A N/A 280,926 171,816 2,664,657 1,581,279
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