TLT Options History — January 2026

In January 2026, TLT traded between $86.69 and $88.38. ATM implied volatility averaged 10.3%, placing in the 8.5% IV rank vs the trailing year. The 30-day expected move averaged 2.9%. IV traded above realized volatility by 2.3% (HV 20d: 8.0%). Max pain ranged from $87.50 to $88.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.94.

Notable Days

  • 2026-01-20: Highest Volume — 665,585 contracts
  • 2026-01-20: Largest IV spike — 29.2% change
  • 2026-01-20: Highest IV Rank — 21.7%
  • 2026-01-20: Largest Expected Move — 3.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$87.65$86.69$88.38$87.13$87.32
Max Pain$87.97$87.50$88.00$87.50$88.00
ATM IV10.3%9.3%12.3%9.9%11.4%
Expected Move2.9%2.7%3.5%2.8%3.2%
HV 20d8.0%7.1%8.8%7.2%8.6%
HV 60d8.5%8.1%8.7%8.7%8.4%
IV Rank8.5%2.0%21.7%6.3%15.7%
IV Percentile8.8%2.8%30.6%4.0%21.0%
Term Structure0.2%-0.0%0.7%0.7%0.3%
VWIV10.4%9.4%12.5%10.0%11.4%
Skew 25d0.5%0.1%1.7%0.4%0.1%
Skew 10d1.2%0.3%3.3%0.6%0.5%
Call IV 25d10.2%9.2%11.8%9.6%11.5%
Put IV 25d10.7%9.4%13.5%10.1%11.6%
Bid-Ask Spread %1.911.582.321.801.95
Gamma HHI0.090.060.260.090.07
Net GEX267.7M-149.7M1.07B-116.1M-91.0M
Net DEX-296.6M-3.02B2.19B1.20B947.7M
Net VEX-65.8M-71.9M-60.8M-61.0M-71.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.940.501.291.000.50
Total Volume408,916.7202,239665,585356,084386,364
Total OI6,112,540.755,297,2707,043,8976,169,9245,895,361

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-01-02$87.13$87.509.9%2.8%7.2%6.3%10.0%0.4%0.7%-116.1M1.20B-61.0M1.001.80N/AN/A178,365177,7193,714,1152,455,809
2026-01-05$87.41$88.0010.2%3.0%7.2%8.1%10.5%0.5%0.1%233.7M116.6M-61.0M1.101.74N/AN/A193,043211,9583,657,2942,435,056
2026-01-06$87.28$88.0010.4%3.0%7.1%9.0%10.6%0.7%-0.0%208.9M570.4M-60.8M1.092.08N/AN/A157,526171,2093,705,7802,477,617
2026-01-07$87.88$88.0010.4%3.0%7.5%9.3%10.5%0.6%0.1%441.4M-1.09B-61.4M0.961.92N/AN/A208,381199,9043,750,4492,573,155
2026-01-08$87.31$88.0010.5%3.0%7.8%9.8%10.7%0.6%0.0%153.9M528.8M-62.4M1.141.84N/AN/A184,842210,4293,791,1912,608,441
2026-01-09$87.84$88.009.7%2.8%8.0%4.7%9.8%0.5%0.1%531.8M-1.44B-63.0M1.262.05N/AN/A241,009304,3353,876,4452,696,942
2026-01-12$87.59$88.009.9%2.8%8.0%6.0%9.9%0.4%0.1%-149.5M-29.9M-62.1M0.801.83N/AN/A284,402226,6143,831,2112,646,073
2026-01-13$87.77$88.009.5%2.7%7.1%3.5%9.7%0.4%0.1%106.5M-545.5M-63.9M0.961.69N/AN/A172,292165,1283,918,8152,743,593
2026-01-14$88.35$88.009.3%2.7%7.4%2.0%9.4%0.3%0.1%664.1M-2.53B-65.6M0.511.68N/AN/A389,501198,1773,989,9392,804,768
2026-01-15$88.38$88.009.3%2.7%7.2%2.4%9.4%0.2%0.0%709.6M-3.02B-66.8M0.601.90N/AN/A301,052179,6614,092,4132,779,831
2026-01-16$87.81$88.009.6%2.7%7.6%3.8%9.7%0.3%0.1%422.9M-646.9M-66.7M0.731.58N/AN/A209,118152,6104,196,5702,847,327
2026-01-20$86.69$88.0012.3%3.5%8.5%21.7%12.5%1.7%0.0%-38.9M2.19B-66.7M1.162.19N/AN/A308,258357,3273,086,4762,210,794
2026-01-21$87.27$88.0010.2%2.9%8.4%7.9%10.5%0.6%0.3%63.1M828.8M-67.7M0.982.32N/AN/A190,745187,5023,185,8462,361,373
2026-01-22$87.72$88.009.7%2.8%8.6%5.0%10.0%0.4%0.2%389.6M-308.4M-67.1M1.292.31N/AN/A129,984167,9833,178,4412,390,009
2026-01-23$87.93$88.0010.3%2.9%8.6%8.5%10.4%0.6%0.2%1.07B-982.7M-69.1M0.971.94N/AN/A207,702202,0763,230,0822,481,688
2026-01-26$88.32$88.0010.3%2.9%8.6%8.8%10.6%0.6%0.2%382.8M-1.72B-68.6M0.941.82N/AN/A161,461151,4293,138,4972,417,927
2026-01-27$87.91$88.0010.2%2.9%8.7%8.0%10.4%0.5%0.2%231.8M-531.5M-68.7M0.721.67N/AN/A117,82584,4143,155,2102,446,616
2026-01-28$87.53$88.0010.8%3.1%8.8%12.0%10.9%0.7%0.2%-149.7M486.8M-70.1M1.252.08N/AN/A196,107246,0773,210,4032,494,241
2026-01-29$87.65$88.0011.5%3.3%8.8%16.5%11.6%0.5%0.2%292.5M38.0M-71.9M0.901.79N/AN/A192,951172,8543,257,0142,518,003
2026-01-30$87.32$88.0011.4%3.2%8.6%15.7%11.4%0.1%0.3%-91.0M947.7M-71.5M0.501.95N/AN/A257,886128,4783,300,8352,594,526