TLT Options History — October 2024 In October 2024, TLT traded between $91.91 and $98.50. ATM implied volatility averaged 17.9%, placing in the 55.5% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 7.4% (HV 20d: 10.5%). Max pain ranged from $95.00 to $100.00. Net GEX was positive for 9 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.85.
Notable Days 2024-10-04 : Highest Volume — 815,627 contracts2024-10-07 : Largest IV spike — 15.1% change2024-10-31 : Highest IV Rank — 91.9%2024-10-31 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $94.01 $91.91 $98.50 $98.50 $92.59 Max Pain $97.65 $95.00 $100.00 $98.00 $95.00 ATM IV 17.9% 13.2% 20.3% 13.2% 20.3% Expected Move 5.4% 3.8% 7.1% 3.8% 7.1% HV 20d 10.5% 7.9% 12.3% 9.6% 11.8% HV 60d 12.8% 10.8% 13.6% 12.8% 10.8% IV Rank 55.5% 16.7% 91.9% 16.7% 91.9% IV Percentile 81.2% 13.9% 98.8% 13.9% 98.8% Term Structure -0.1% -1.5% 3.1% 2.7% -0.7% VWIV 19.1% 13.3% 24.7% 13.3% 24.7% Skew 25d 1.4% 0.1% 2.1% 0.1% 1.2% Skew 10d 2.4% 0.1% 3.7% 0.1% 2.8% Call IV 25d 17.3% 12.9% 19.8% 12.9% 19.8% Put IV 25d 18.7% 13.0% 21.0% 13.0% 21.0% Bid-Ask Spread % 1.60 1.37 1.80 1.37 1.80 Gamma HHI 0.09 0.05 0.18 0.09 0.05 Net GEX -13.3M -367.1M 580.1M 506.8M 218.5M Net DEX 1.22B -5.08B 3.51B -5.08B 1.14B Net VEX -59.9M -63.5M -57.6M -59.5M -63.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.85 0.40 1.85 0.61 0.77 Total Volume 515,029.609 338,980 815,627 437,991 510,649 Total OI 5,318,456.652 4,726,844 5,866,965 4,726,844 5,866,965
Daily Data (23 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 2024-10-01 $98.50 $98.00 13.2% 3.8% 9.6% 16.7% 13.3% 0.1% 2.7% 506.8M -5.08B -59.5M 0.61 1.37 N/A N/A 272,310 165,681 2,795,242 1,931,602 2024-10-02 $97.53 $98.00 13.5% 3.9% 9.2% 19.0% 13.7% 0.4% 3.0% 97.9M -2.97B -60.0M 1.17 1.43 N/A N/A 214,904 251,163 2,832,295 1,965,189 2024-10-03 $96.84 $100.00 14.4% 4.6% 9.0% 25.5% 16.2% 0.9% 3.1% -47.8M -1.42B -60.2M 1.85 1.70 N/A N/A 200,544 371,362 2,845,959 2,031,596 2024-10-04 $95.48 $100.00 14.8% 4.7% 10.1% 29.9% 16.6% 1.4% 3.1% -367.1M 2.46B -58.7M 1.30 1.58 N/A N/A 355,009 460,618 2,940,817 2,175,464 2024-10-07 $94.85 $100.00 17.1% 4.9% 9.9% 46.9% 17.2% 1.7% -0.5% -131.2M 1.94B -58.8M 1.00 1.62 N/A N/A 316,747 315,883 2,951,304 2,089,621 2024-10-08 $94.81 $99.00 17.7% 5.0% 9.3% 51.9% 17.8% 1.7% -0.6% -148.3M 981.2M -59.8M 0.76 1.54 N/A N/A 192,320 146,660 3,007,071 2,113,649 2024-10-09 $94.43 $99.00 18.6% 5.2% 9.2% 58.8% 18.2% 1.6% -0.5% -256.2M 1.70B -59.9M 1.63 1.61 N/A N/A 200,445 326,906 3,066,045 2,171,728 2024-10-10 $94.02 $99.00 19.1% 5.3% 9.2% 62.7% 19.0% 1.9% -0.7% -236.4M 2.34B -58.9M 0.87 1.66 N/A N/A 295,553 256,176 3,102,740 2,113,700 2024-10-11 $93.75 $98.00 18.6% 5.2% 9.0% 58.7% 18.3% 2.0% -0.7% -235.0M 2.28B -58.8M 0.99 1.69 N/A N/A 227,646 225,919 3,188,619 2,091,825 2024-10-14 $93.56 $98.00 18.3% 5.2% 7.9% 55.9% 18.4% 1.7% -0.5% -146.0M 2.49B -57.6M 0.44 1.50 N/A N/A 251,954 110,445 3,114,784 2,093,848 2024-10-15 $94.93 $98.00 18.1% 5.2% 10.3% 55.0% 18.7% 2.1% -0.5% 300.6M -1.19B -61.3M 0.40 1.67 N/A N/A 460,829 184,750 3,187,514 2,071,137 2024-10-16 $95.18 $98.00 16.9% 4.8% 10.0% 45.6% 17.2% 2.1% -0.3% 580.1M -2.11B -62.0M 0.76 1.52 N/A N/A 195,852 148,815 3,429,083 2,141,305 2024-10-17 $93.84 $98.00 18.0% 5.2% 10.7% 53.8% 18.3% 1.9% -0.6% 24.2M 1.68B -60.7M 1.19 1.48 N/A N/A 308,361 366,726 3,446,342 2,205,679 2024-10-18 $93.98 $98.00 18.1% 5.2% 10.8% 54.5% 18.9% 2.0% -0.7% -327.7M 1.24B -60.9M 0.63 1.62 N/A N/A 219,905 137,790 3,513,429 2,249,864 2024-10-21 $92.34 $98.00 19.8% 5.9% 12.0% 67.2% 20.9% 1.6% -1.0% -40.3M 3.35B -58.4M 0.81 1.62 N/A N/A 349,593 283,856 3,076,933 2,033,648 2024-10-22 $92.38 $97.00 19.5% 5.8% 12.1% 67.0% 20.9% 1.3% -1.0% -26.2M 2.96B -59.8M 0.54 1.65 N/A N/A 352,969 191,549 3,199,387 2,124,486 2024-10-23 $92.12 $96.00 20.2% 6.2% 11.9% 72.4% 21.8% 1.1% -1.3% -179.9M 3.32B -60.1M 0.93 1.71 N/A N/A 291,990 271,879 3,241,110 2,195,603 2024-10-24 $92.69 $96.00 19.5% 6.0% 12.3% 66.8% 21.0% 1.1% -1.5% 151.2M 2.06B -60.7M 0.60 1.64 N/A N/A 225,736 135,861 3,290,871 2,213,710 2024-10-25 $92.10 $96.00 19.0% 6.0% 12.0% 63.0% 20.9% 1.2% -1.3% -344.1M 3.43B -59.3M 0.69 1.73 N/A N/A 217,708 149,280 3,269,578 2,315,768 2024-10-28 $91.91 $96.00 19.2% 6.3% 12.0% 69.7% 22.2% 1.4% -0.4% -55.4M 3.51B -57.7M 0.62 1.57 N/A N/A 347,951 214,842 3,120,578 2,221,989 2024-10-29 $91.94 $96.00 19.1% 6.4% 11.7% 70.2% 22.3% 1.1% -0.5% 61.1M 2.62B -59.8M 0.46 1.52 N/A N/A 357,451 163,706 3,257,564 2,277,189 2024-10-30 $92.40 $95.00 19.4% 6.7% 11.8% 72.8% 23.9% 0.8% -0.6% 294.4M 1.26B -62.2M 0.57 1.64 N/A N/A 381,037 218,351 3,406,598 2,345,075 2024-10-31 $92.59 $95.00 20.3% 7.1% 11.8% 91.9% 24.7% 1.2% -0.7% 218.5M 1.14B -63.5M 0.77 1.80 N/A N/A 288,068 222,581 3,459,182 2,407,783
« Sep 2024 | All History | Nov 2024 » Home TLT History October 2024