TEX Options History — June 2022

In June 2022, TEX traded between $27.44 and $37.57. ATM implied volatility averaged 48.2%, placing in the 40.8% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded below realized volatility by 4.6% (HV 20d: 52.8%). Max pain ranged from $30.00 to $40.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 1.03.

Notable Days

  • 2022-06-17: Highest Volume — 1,077 contracts
  • 2022-06-07: Largest IV spike — 19.0% change
  • 2022-06-28: Highest IV Rank — 56.7%
  • 2022-06-28: Largest Expected Move — 15.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.86$27.44$37.57$35.26$27.44
Max Pain$34.52$30.00$40.00$35.00$30.00
ATM IV48.2%42.7%54.5%42.8%48.8%
Expected Move13.7%12.3%15.6%12.3%14.0%
HV 20d52.8%41.1%61.1%51.0%57.9%
HV 60d45.2%40.0%49.5%41.5%49.1%
IV Rank40.8%26.7%56.7%27.1%42.2%
IV Percentile66.0%39.3%90.1%40.1%70.6%
Term Structure1.1%-2.6%4.0%4.0%2.3%
VWIV46.6%36.2%59.5%37.5%36.2%
Skew 25d7.8%3.5%10.9%3.5%7.8%
Skew 10d17.0%6.7%42.7%13.6%6.9%
Call IV 25d44.5%37.4%50.2%45.3%44.9%
Put IV 25d52.3%45.4%60.4%48.8%52.7%
Bid-Ask Spread %69.6352.0483.7672.2281.76
Gamma HHI0.350.130.630.160.51
Net GEX588-47.1K81.3K38.9K-32.8K
Net DEX1.1M-1.9M3.2M164.6K2.3M
Net VEX-14.9K-17.5K-12.0K-16.7K-12.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.030.671.800.800.78
Total Volume904.7147001,077752940
Total OI3,851.4293,3234,3983,6233,615

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$35.26$35.0042.8%12.3%51.0%27.1%37.5%3.5%4.0%38.9K164.6K-16.7K0.8072.22N/AN/A4183341,8141,809
2022-06-02$36.46$40.0042.7%12.3%48.1%26.7%42.8%8.8%1.9%49.3K-577.0K-16.8K0.6756.17N/AN/A6004001,8261,833
2022-06-03$36.40$36.0043.7%12.4%42.8%29.4%43.5%9.0%2.1%63.8K-1.0M-17.5K0.8552.04N/AN/A5444642,0051,889
2022-06-06$36.79$37.0044.3%12.3%42.8%30.7%40.8%4.2%2.0%71.0K-1.3M-17.3K1.2157.07N/AN/A3554312,0361,942
2022-06-07$37.57$37.0052.6%12.5%42.3%51.9%39.5%8.4%-2.6%63.0K-1.9M-17.2K1.1356.41N/AN/A3343782,0671,943
2022-06-08$37.16$37.0043.2%12.4%41.1%28.0%40.9%5.5%0.6%81.3K-1.6M-17.5K1.0552.90N/AN/A3423582,1021,962
2022-06-09$35.65$37.0043.4%12.4%43.8%28.4%42.8%7.2%1.7%78.0K-468.5K-16.9K1.1653.14N/AN/A3433982,1031,962
2022-06-10$34.03$36.0045.8%13.1%46.9%34.6%48.8%7.9%-0.1%36.3K690.8K-16.2K1.4657.51N/AN/A3274762,0911,962
2022-06-13$31.33$35.0053.8%15.4%54.2%54.8%51.3%8.8%-2.4%-26.8K2.1M-14.3K1.8064.40N/AN/A3295912,1241,965
2022-06-14$31.43$36.0053.1%15.2%54.1%53.1%52.3%8.4%-1.4%-36.8K2.2M-14.5K1.5470.04N/AN/A4156412,1181,990
2022-06-15$31.94$36.0046.3%13.3%51.3%35.9%46.4%10.1%2.6%-30.3K1.9M-15.7K1.2783.76N/AN/A4285422,2082,043
2022-06-16$28.85$35.0053.0%15.2%61.0%52.9%54.9%10.8%-0.8%-47.1K3.2M-13.4K1.2477.48N/AN/A4785952,2322,045
2022-06-17$28.42$35.0052.9%15.2%61.1%52.6%52.0%10.9%2.3%-41.7K3.1M-13.5K1.2683.06N/AN/A4776002,3302,068
2022-06-21$28.61$35.0048.5%13.9%60.6%41.5%50.6%8.3%1.7%-46.4K2.4M-13.1K0.7574.58N/AN/A5223891,5421,781
2022-06-22$28.29$32.0050.4%14.4%58.2%46.2%53.7%9.0%1.0%-36.1K2.1M-12.8K0.7478.16N/AN/A5343971,7441,722
2022-06-23$27.90$32.0049.7%14.3%58.2%44.5%49.3%7.0%2.0%-33.7K2.2M-12.7K0.7781.38N/AN/A5474191,7851,728
2022-06-24$29.49$31.0046.8%13.4%59.9%37.1%49.7%7.6%2.9%-36.4K1.6M-14.3K0.8573.95N/AN/A4954211,8081,738
2022-06-27$29.38$31.0048.5%13.9%58.1%41.4%59.5%7.1%1.1%-34.9K1.6M-14.1K0.8579.70N/AN/A5124341,8501,758
2022-06-28$28.73$31.0054.5%15.6%57.7%56.7%50.8%4.2%0.8%-32.2K1.8M-14.3K0.7880.95N/AN/A5043911,9031,764
2022-06-29$27.89$31.0048.1%13.8%57.9%40.5%36.4%8.4%2.2%-34.1K2.2M-12.9K0.7875.56N/AN/A5043921,9021,771
2022-06-30$27.44$30.0048.8%14.0%57.9%42.2%36.2%7.8%2.3%-32.8K2.3M-12.0K0.7881.76N/AN/A5284121,9021,713