TLT Options History — August 2024 In August 2024, TLT traded between $95.28 and $99.09. ATM implied volatility averaged 15.0%, placing in the 29.5% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded below realized volatility by 1.3% (HV 20d: 16.2%). Max pain ranged from $93.00 to $97.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.56.
Notable Days 2024-08-02 : Highest Volume — 1,007,131 contracts2024-08-02 : Largest IV spike — 13.4% change2024-08-05 : Highest IV Rank — 52.4%2024-08-05 : Largest Expected Move — 5.2%Monthly Statistics Metric Avg Min Max Open Close Price $97.42 $95.28 $99.09 $95.53 $96.78 Max Pain $95.32 $93.00 $97.00 $93.00 $97.00 ATM IV 15.0% 13.6% 18.1% 14.4% 13.8% Expected Move 4.4% 4.0% 5.2% 4.4% 4.2% HV 20d 16.2% 11.1% 17.7% 11.1% 13.2% HV 60d 15.5% 13.8% 15.9% 13.8% 15.2% IV Rank 29.5% 19.8% 52.4% 25.4% 21.3% IV Percentile 47.0% 20.2% 82.5% 37.3% 24.6% Term Structure -0.0% -0.5% 0.6% 0.0% 0.6% VWIV 15.6% 14.1% 18.5% 15.7% 14.8% Skew 25d -0.9% -2.4% 0.0% -0.8% -0.3% Skew 10d -1.7% -3.9% -0.0% -1.8% -0.5% Call IV 25d 15.7% 13.8% 19.9% 14.9% 13.8% Put IV 25d 14.8% 13.3% 17.5% 14.2% 13.5% Bid-Ask Spread % 1.47 1.13 2.23 1.13 1.41 Gamma HHI 0.11 0.08 0.13 0.10 0.11 Net GEX 568.3M 205.9M 854.6M 790.5M 205.9M Net DEX -8.48B -12.46B -4.86B -8.14B -4.86B Net VEX -56.7M -58.2M -53.0M -53.0M -56.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.56 0.33 0.86 0.40 0.86 Total Volume 376,910.682 135,013 1,007,131 584,148 304,478 Total OI 4,489,797.364 4,190,034 4,925,885 4,190,034 4,549,470
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 2024-08-01 $95.53 $93.00 14.4% 4.4% 11.1% 25.4% 15.7% -0.8% 0.0% 790.5M -8.14B -53.0M 0.40 1.13 N/A N/A 416,436 167,712 2,657,284 1,532,750 2024-08-02 $98.30 $93.00 16.3% 5.1% 14.4% 39.4% 18.1% -2.4% -0.0% 615.9M -12.46B -54.4M 0.33 1.19 N/A N/A 759,805 247,326 2,674,873 1,595,286 2024-08-05 $99.09 $93.00 18.1% 5.2% 14.5% 52.4% 18.5% -2.4% 0.0% 603.1M -12.01B -55.1M 0.48 2.23 N/A N/A 482,092 232,636 2,620,447 1,610,545 2024-08-06 $96.94 $94.00 15.9% 4.7% 16.9% 36.7% 16.9% -1.7% 0.0% 395.6M -8.38B -56.0M 0.75 1.99 N/A N/A 256,398 191,902 2,639,295 1,706,716 2024-08-07 $95.90 $94.00 16.0% 4.6% 17.5% 36.8% 16.7% -1.5% 0.1% 298.5M -6.32B -56.0M 0.57 2.01 N/A N/A 344,189 196,207 2,686,026 1,747,856 2024-08-08 $95.28 $94.00 15.4% 4.4% 17.5% 32.7% 16.1% -1.1% 0.2% 427.2M -5.56B -57.1M 0.47 1.61 N/A N/A 260,032 121,103 2,745,312 1,715,642 2024-08-09 $96.19 $94.00 14.8% 4.3% 17.7% 28.1% 15.8% -1.2% 0.1% 519.0M -7.86B -57.7M 0.48 1.40 N/A N/A 171,586 81,751 2,846,686 1,746,234 2024-08-12 $96.70 $94.00 15.4% 4.5% 17.2% 32.8% 15.6% -1.6% 0.1% 588.7M -8.53B -57.2M 0.40 1.92 N/A N/A 249,651 100,133 2,793,761 1,686,675 2024-08-13 $97.22 $94.00 15.3% 4.4% 16.8% 31.9% 15.4% -1.5% 0.1% 694.4M -9.54B -57.3M 0.56 1.50 N/A N/A 222,922 125,593 2,895,367 1,730,989 2024-08-14 $97.87 $95.00 14.4% 4.2% 16.8% 25.4% 14.7% -1.1% 0.1% 854.6M -10.93B -57.0M 0.59 1.36 N/A N/A 256,405 150,240 2,985,571 1,813,872 2024-08-15 $97.02 $95.00 14.3% 4.2% 17.0% 24.9% 14.6% -0.7% 0.2% 462.2M -8.68B -57.1M 0.61 1.40 N/A N/A 287,719 176,351 2,931,760 1,841,116 2024-08-16 $97.37 $96.00 13.6% 4.0% 16.7% 19.8% 14.1% -0.7% 0.3% 566.9M -9.72B -57.1M 0.61 1.28 N/A N/A 176,217 107,933 3,019,357 1,906,528 2024-08-19 $97.91 $96.00 14.2% 4.1% 16.6% 23.9% 14.5% -0.6% -0.3% 700.2M -8.60B -56.6M 0.75 1.27 N/A N/A 117,110 88,333 2,683,133 1,619,549 2024-08-20 $98.78 $96.00 14.7% 4.2% 16.7% 27.7% 15.0% -0.4% -0.3% 755.0M -10.13B -56.6M 0.44 1.32 N/A N/A 209,242 92,616 2,718,009 1,670,458 2024-08-21 $98.81 $97.00 15.2% 4.3% 16.0% 31.0% 15.5% -0.5% -0.4% 838.7M -10.02B -57.5M 0.45 1.64 N/A N/A 232,433 105,200 2,750,498 1,708,938 2024-08-22 $97.72 $97.00 14.9% 4.3% 16.9% 29.3% 15.4% -0.4% -0.3% 540.0M -7.55B -58.2M 0.69 1.29 N/A N/A 227,102 157,503 2,746,082 1,732,291 2024-08-23 $98.32 $97.00 14.2% 4.1% 16.8% 24.2% 14.5% -0.3% -0.2% 808.3M -8.91B -57.8M 0.48 1.42 N/A N/A 234,086 113,004 2,815,150 1,814,260 2024-08-26 $98.23 $97.00 14.5% 4.3% 16.8% 26.2% 15.1% -0.3% -0.3% 537.3M -7.87B -57.5M 0.57 1.39 N/A N/A 90,266 51,239 2,718,750 1,678,055 2024-08-27 $98.02 $97.00 14.7% 4.4% 16.9% 27.8% 15.3% -0.0% -0.5% 465.2M -7.38B -57.2M 0.60 1.26 N/A N/A 91,225 54,507 2,758,879 1,699,816 2024-08-28 $97.78 $97.00 14.7% 4.4% 16.7% 27.6% 15.3% 0.0% -0.4% 442.6M -6.75B -57.5M 0.72 1.23 N/A N/A 78,541 56,472 2,779,190 1,717,889 2024-08-29 $97.52 $97.00 14.3% 4.3% 16.6% 24.7% 15.2% -0.1% -0.4% 391.9M -6.36B -56.8M 0.42 1.15 N/A N/A 145,811 60,528 2,780,347 1,704,830 2024-08-30 $96.78 $97.00 13.8% 4.2% 13.2% 21.3% 14.8% -0.3% 0.6% 205.9M -4.86B -56.6M 0.86 1.41 N/A N/A 163,809 140,669 2,826,597 1,722,873
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