ReflationCurrent RegimeDay 7as of 2026-04-17
Pricing: Apr 24 (eod)
Vol Dashboard/TLT

TLT

$86.70
IV30: 9.9%Rank: 11Regime: Reflation

Research & Monitoring

Squeeze:8NONEScan: 2026-04-24
F7 Positioning SkewP

Paper Trades (1)

TLT$87/$89 Call Spread
SWARMbullish
Order Ticket2-Leg
BUY1TLT 15 MAY 26 87 C0.590.600.60
SELL1TLT 15 MAY 26 89 C0.110.120.12
Net Debit$0.67($67)
$0.19(-28.4%)
Debit $0.67→$0.48
Spot $87.06→$86.73
20 DTEΔ +0.30Θ $-0.01/day
-$0.67+$1.33
Exp May 15, 2026Priced 2026-04-24

Whale Episodes

Stored episode summaries for this symbol

Open monitor →

No whale episodes stored for TLT.

IV 30d

9.9%

IV 60d

10.5%

IV 90d

11.0%

HV 20d

8.6%

IV Rank

11

IV-HV Spread

1.3%

Term Slope

0.34

Structure

Contango

Skew (Slope)

2.44

RV Forecast

9.6%

IV Term Structure

7d
9.1%
30d
9.9%
60d
10.5%
90d
11.0%
180d
11.3%
365d
11.7%

Historical Volatility Cone

Percentile bands (5/25/50/75/95th) with current HV highlighted

IV & HV Time Series

MARKET CLOSED
IV 30d
IV 60d
HV 20d
TLT Price (right axis)
IV Rank
F1 Low (cheap)
Score 4+
Score 5+

Vol Surface

25d (OTM put)
40d
ATM
60d
75d (OTM call)
Cal Vol

Skew Profile

Current: 2.44Pctile: 91th25/75: 0.3 / 1.3
Strike Slope (skew)
Curvature (smile)
Mean

Positioning

Call OI: 3,693,736Put OI: 2,671,276P/C: 0.72Max GEX: $85

Open Interest by Strike

Call OI
Put OI
Spot

Gamma Exposure (GEX) by Strike

Positive GEX (support)
Negative GEX (resistance)

Flag Calibration

Does score 4+ precede significant moves?

MetricScore 4+Score 5+Baseline
Events46878297
Hit rate (30d sig. move)32.1%53.8%13.8%
Lift vs baseline2.3x1.0x
Avg fwd return (5d)-0.31%-
Avg fwd return (20d)-0.16%0.09%
Avg fwd return (60d)0.95%-
Avg days to vol peak20d26% ≤10d

“Significant move” = 5% price move, 50% HV spike, or 2σ daily return within 30 days. Baseline = every 20th trading day (non-flag). Days to vol peak = trading days from flag to max HV20d within 60-day horizon (lower = earlier signal).