TLT Options History — September 2024 In September 2024, TLT traded between $97.75 and $101.25. ATM implied volatility averaged 13.7%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded above realized volatility by 3.3% (HV 20d: 10.4%). Max pain ranged from $96.00 to $98.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.71.
Notable Days 2024-09-18 : Highest Volume — 747,563 contracts2024-09-30 : Largest IV spike — 6.7% change2024-09-05 : Highest IV Rank — 35.3%2024-09-04 : Largest Expected Move — 4.7%Monthly Statistics Metric Avg Min Max Open Close Price $99.40 $97.75 $101.25 $97.75 $97.98 Max Pain $97.30 $96.00 $98.00 $97.00 $98.00 ATM IV 13.7% 12.2% 15.8% 15.3% 13.2% Expected Move 3.9% 3.5% 4.7% 4.6% 3.8% HV 20d 10.4% 9.6% 13.4% 13.4% 10.1% HV 60d 14.2% 12.7% 15.3% 15.3% 12.7% IV Rank 20.3% 9.6% 35.3% 31.8% 16.5% IV Percentile 26.5% 3.6% 67.9% 59.5% 13.1% Term Structure 0.0% -0.4% 2.9% -0.2% 2.9% VWIV 13.9% 12.5% 16.7% 16.2% 13.2% Skew 25d 0.2% -0.4% 0.7% 0.2% 0.5% Skew 10d 0.0% -1.1% 1.0% -0.4% 0.6% Call IV 25d 13.7% 11.9% 16.0% 15.5% 12.6% Put IV 25d 13.9% 12.1% 16.2% 15.7% 13.1% Bid-Ask Spread % 1.45 1.06 2.13 1.21 1.48 Gamma HHI 0.13 0.09 0.24 0.13 0.09 Net GEX 465.5M -48.6M 758.3M 521.4M 251.0M Net DEX -8.25B -12.37B -3.35B -7.26B -3.70B Net VEX -57.3M -60.6M -54.0M -56.4M -59.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.32 1.24 0.71 0.42 Total Volume 430,806.85 258,439 747,563 258,439 326,354 Total OI 4,869,011.45 4,365,769 5,522,449 4,365,769 4,922,081
Daily Data (20 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 2024-09-03 $97.75 $97.00 15.3% 4.6% 13.4% 31.8% 16.2% 0.2% -0.2% 521.4M -7.26B -56.4M 0.71 1.21 N/A N/A 150,915 107,524 2,722,356 1,643,413 2024-09-04 $98.93 $97.00 15.4% 4.7% 11.6% 33.2% 16.7% 0.2% -0.2% 732.3M -9.51B -55.9M 0.87 1.18 N/A N/A 190,344 165,221 2,763,021 1,689,957 2024-09-05 $99.63 $96.00 15.8% 4.3% 10.9% 35.3% 15.5% 0.2% -0.3% 610.5M -10.28B -56.1M 1.24 1.98 N/A N/A 236,265 292,971 2,762,970 1,773,915 2024-09-06 $99.56 $96.00 14.9% 4.2% 10.5% 29.1% 15.2% -0.2% -0.1% 543.4M -9.97B -56.3M 0.53 2.13 N/A N/A 450,086 238,331 2,807,074 1,926,361 2024-09-09 $100.00 $96.00 14.5% 4.1% 10.1% 26.0% 14.8% -0.4% -0.1% 758.3M -10.41B -54.4M 0.64 1.57 N/A N/A 176,336 112,755 2,777,128 1,839,192 2024-09-10 $100.70 $96.00 14.8% 4.1% 10.2% 28.6% 14.7% -0.3% -0.4% 714.6M -11.69B -54.0M 0.61 1.50 N/A N/A 273,120 165,337 2,809,588 1,881,479 2024-09-11 $100.66 $96.00 14.0% 3.9% 10.2% 22.9% 13.9% -0.3% -0.3% 703.4M -11.60B -55.6M 0.79 1.46 N/A N/A 221,123 175,488 2,920,166 1,975,088 2024-09-12 $100.16 $97.00 14.0% 3.9% 10.3% 22.5% 14.1% -0.0% -0.4% 598.4M -10.44B -56.8M 1.08 1.40 N/A N/A 248,501 267,784 2,917,358 1,991,654 2024-09-13 $100.43 $97.00 13.5% 3.8% 9.6% 19.1% 13.6% 0.0% -0.3% 526.3M -11.19B -56.7M 0.96 1.75 N/A N/A 190,959 184,277 2,943,194 2,153,659 2024-09-16 $101.25 $98.00 13.4% 3.8% 9.8% 18.6% 13.5% 0.1% -0.3% 696.1M -12.37B -55.1M 0.65 1.33 N/A N/A 248,754 161,541 2,951,554 2,122,771 2024-09-17 $100.91 $98.00 13.9% 4.0% 9.9% 21.7% 14.0% 0.4% -0.3% 635.8M -11.33B -56.2M 0.86 1.23 N/A N/A 211,992 181,818 2,996,658 2,142,906 2024-09-18 $99.78 $98.00 13.5% 3.9% 10.5% 19.1% 13.7% 0.7% -0.3% 255.1M -8.48B -57.2M 0.68 1.47 N/A N/A 444,795 302,768 3,055,500 2,246,682 2024-09-19 $99.15 $98.00 13.2% 3.8% 10.8% 16.6% 13.3% 0.5% -0.4% 121.6M -7.00B -58.0M 0.94 1.26 N/A N/A 352,644 330,690 3,112,378 2,249,859 2024-09-20 $99.09 $98.00 12.3% 3.6% 9.9% 10.3% 12.7% 0.4% -0.3% -48.6M -7.31B -58.6M 0.83 1.06 N/A N/A 220,057 182,259 3,212,931 2,309,518 2024-09-23 $98.81 $98.00 12.2% 3.5% 9.8% 9.6% 12.5% 0.4% 0.3% 348.1M -5.16B -58.8M 0.58 1.27 N/A N/A 245,523 143,138 2,721,107 1,840,358 2024-09-24 $98.75 $98.00 12.6% 3.7% 9.8% 12.2% 13.0% 0.4% 0.3% 376.7M -5.13B -59.6M 0.61 1.47 N/A N/A 265,319 162,877 2,764,749 1,877,775 2024-09-25 $97.91 $98.00 12.4% 3.6% 10.2% 10.9% 12.7% 0.1% 0.2% 135.5M -3.35B -59.4M 0.48 1.40 N/A N/A 192,183 92,279 2,826,634 1,952,468 2024-09-26 $98.05 $98.00 12.5% 3.7% 10.2% 11.9% 12.8% 0.4% 0.2% 270.0M -3.87B -60.0M 0.44 1.55 N/A N/A 259,725 113,526 2,867,357 1,953,279 2024-09-27 $98.50 $98.00 12.3% 3.6% 10.3% 10.4% 12.5% 0.2% 0.3% 560.1M -4.95B -60.6M 0.32 1.31 N/A N/A 250,777 79,781 2,964,093 1,991,998 2024-09-30 $97.98 $98.00 13.2% 3.8% 10.1% 16.5% 13.2% 0.5% 2.9% 251.0M -3.70B -59.6M 0.42 1.48 N/A N/A 229,638 96,716 2,946,754 1,975,327
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