TLT Options History — July 2024 In July 2024, TLT traded between $89.97 and $94.69. ATM implied volatility averaged 14.0%, placing in the 22.4% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded below realized volatility by 1.7% (HV 20d: 15.7%). Max pain ranged from $92.00 to $94.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.49.
Notable Days 2024-07-01 : Highest Volume — 517,640 contracts2024-07-24 : Largest IV spike — 8.8% change2024-07-01 : Highest IV Rank — 37.2%2024-07-01 : Largest Expected Move — 4.5%Monthly Statistics Metric Avg Min Max Open Close Price $92.80 $89.97 $94.69 $89.97 $94.69 Max Pain $93.09 $92.00 $94.00 $92.00 $93.00 ATM IV 14.0% 12.3% 16.0% 16.0% 14.2% Expected Move 4.0% 3.5% 4.5% 4.5% 4.3% HV 20d 15.7% 11.3% 17.8% 17.8% 11.5% HV 60d 13.9% 13.4% 14.7% 14.6% 13.7% IV Rank 22.4% 10.1% 37.2% 37.2% 24.0% IV Percentile 28.6% 3.6% 64.3% 64.3% 32.1% Term Structure -0.1% -0.6% 0.3% -0.6% -0.1% VWIV 14.1% 12.3% 15.8% 15.8% 15.1% Skew 25d 0.4% -0.3% 0.9% 0.6% -0.3% Skew 10d 0.9% -0.4% 1.7% 0.8% -0.4% Call IV 25d 13.7% 12.0% 15.9% 15.9% 14.2% Put IV 25d 14.1% 12.3% 16.5% 16.5% 13.9% Bid-Ask Spread % 1.29 1.06 1.64 1.38 1.46 Gamma HHI 0.09 0.05 0.15 0.05 0.12 Net GEX 452.0M 49.5M 854.8M 49.5M 782.7M Net DEX -3.91B -7.07B 816.6M 816.6M -7.07B Net VEX -51.2M -53.0M -49.7M -50.2M -52.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.49 0.28 0.87 0.65 0.36 Total Volume 308,996.182 183,231 517,640 517,640 511,702 Total OI 4,246,425.545 3,914,345 4,543,708 4,039,893 4,282,037
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 2024-07-01 $89.97 $92.00 16.0% 4.5% 17.8% 37.2% 15.8% 0.6% -0.6% 49.5M 816.6M -50.2M 0.65 1.38 N/A N/A 314,159 203,481 2,540,415 1,499,478 2024-07-02 $90.59 $92.00 15.4% 4.3% 17.4% 33.0% 14.7% 0.8% -0.6% 190.2M -840.5M -50.4M 0.59 1.11 N/A N/A 196,328 115,889 2,683,782 1,487,357 2024-07-03 $91.78 $92.00 14.9% 4.1% 17.4% 29.3% 14.4% 0.7% -0.4% 397.7M -2.98B -52.7M 0.57 1.45 N/A N/A 176,914 101,278 2,734,661 1,517,465 2024-07-05 $92.56 $93.00 14.1% 4.0% 17.6% 23.5% 14.1% 0.9% -0.4% 500.0M -4.07B -52.7M 0.56 1.35 N/A N/A 161,556 90,743 2,692,309 1,513,711 2024-07-08 $92.78 $93.00 13.9% 4.0% 17.6% 21.9% 14.0% 0.7% 0.3% 393.8M -4.03B -51.2M 0.29 1.18 N/A N/A 218,516 62,587 2,614,493 1,516,410 2024-07-09 $92.32 $93.00 13.8% 4.0% 16.3% 21.4% 13.8% 0.6% 0.3% 373.3M -3.28B -50.1M 0.30 1.10 N/A N/A 166,438 50,157 2,693,963 1,500,159 2024-07-10 $92.59 $93.00 13.5% 3.9% 16.1% 18.7% 13.5% 0.6% 0.2% 465.9M -3.92B -50.4M 0.51 1.28 N/A N/A 156,076 79,441 2,748,178 1,517,520 2024-07-11 $93.50 $93.00 13.1% 3.7% 16.1% 15.8% 13.1% 0.3% 0.0% 768.9M -5.88B -50.6M 0.53 1.11 N/A N/A 301,774 160,808 2,788,812 1,543,450 2024-07-12 $93.82 $94.00 12.3% 3.5% 15.8% 10.1% 12.3% 0.3% 0.1% 747.3M -6.24B -50.0M 0.51 1.19 N/A N/A 154,165 79,277 2,815,488 1,617,057 2024-07-15 $92.87 $94.00 13.4% 3.8% 15.5% 17.9% 13.4% 0.5% -0.0% 390.8M -3.68B -49.7M 0.44 1.09 N/A N/A 196,927 86,455 2,745,603 1,571,921 2024-07-16 $94.13 $94.00 13.5% 3.9% 16.0% 19.2% 13.6% 0.5% -0.1% 854.8M -6.50B -50.5M 0.43 1.15 N/A N/A 256,777 111,446 2,779,037 1,615,445 2024-07-17 $94.20 $94.00 13.4% 3.8% 15.7% 17.9% 13.7% 0.6% -0.1% 845.0M -6.66B -51.5M 0.31 1.21 N/A N/A 226,089 70,325 2,820,484 1,655,335 2024-07-18 $93.53 $94.00 13.6% 3.9% 15.5% 19.5% 13.7% 0.4% 0.1% 584.9M -4.94B -51.2M 0.28 1.09 N/A N/A 233,683 64,730 2,757,235 1,670,104 2024-07-19 $92.97 $93.00 13.7% 3.9% 15.5% 20.6% 13.7% 0.6% 0.0% 77.5M -3.74B -51.0M 0.66 1.06 N/A N/A 181,211 118,833 2,841,159 1,702,549 2024-07-22 $92.59 $93.00 13.6% 3.9% 15.5% 19.7% 13.6% 0.4% -0.1% 234.0M -2.48B -50.1M 0.39 1.64 N/A N/A 211,547 82,755 2,499,571 1,414,774 2024-07-23 $92.52 $93.00 13.5% 3.9% 15.5% 18.8% 13.5% 0.4% -0.2% 256.0M -2.73B -50.8M 0.41 1.51 N/A N/A 129,982 53,249 2,592,101 1,433,470 2024-07-24 $91.68 $93.00 14.7% 4.3% 15.7% 27.4% 15.1% 0.3% -0.3% 107.2M -1.22B -50.6M 0.46 1.47 N/A N/A 279,077 126,997 2,660,102 1,450,766 2024-07-25 $92.25 $93.00 14.8% 4.3% 15.1% 28.1% 15.0% 0.2% -0.5% 198.5M -2.44B -51.8M 0.68 1.53 N/A N/A 189,716 128,072 2,715,189 1,475,115 2024-07-26 $93.07 $93.00 14.0% 4.1% 15.5% 22.5% 14.4% 0.0% -0.5% 571.5M -4.19B -52.8M 0.47 1.45 N/A N/A 186,388 87,927 2,766,736 1,556,959 2024-07-29 $93.45 $93.00 14.0% 4.2% 14.6% 22.5% 14.7% -0.1% -0.1% 559.6M -4.60B -52.1M 0.57 1.31 N/A N/A 137,265 78,529 2,670,857 1,472,669 2024-07-30 $93.82 $93.00 14.2% 4.3% 11.3% 24.4% 15.1% -0.3% -0.1% 595.2M -5.42B -53.0M 0.87 1.27 N/A N/A 138,288 120,359 2,723,440 1,523,996 2024-07-31 $94.69 $93.00 14.2% 4.3% 11.5% 24.0% 15.1% -0.3% -0.1% 782.7M -7.07B -52.4M 0.36 1.46 N/A N/A 376,127 135,575 2,752,555 1,529,482
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