TXT Options History — June 2015

In June 2015, TXT traded between $44.49 and $46.44. ATM implied volatility averaged 20.9%, placing in the 6.9% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 4.7% (HV 20d: 16.2%). Max pain ranged from $44.00 to $46.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 21 of 22 days. Put/call ratio averaged 1.43.

Notable Days

  • 2015-06-10: Highest Volume — 6,921 contracts
  • 2015-06-29: Largest IV spike — 18.8% change
  • 2015-06-29: Highest IV Rank — 9.6%
  • 2015-06-04: Largest Expected Move — 7.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.51$44.49$46.44$45.14$44.69
Max Pain$45.73$44.00$46.00$44.00$46.00
ATM IV20.9%18.9%22.6%20.1%22.5%
Expected Move6.1%5.4%7.1%5.8%6.5%
HV 20d16.2%12.6%18.5%12.7%18.2%
HV 60d17.5%16.1%19.1%19.1%16.1%
IV Rank6.9%3.4%9.6%5.4%9.5%
IV Percentile29.4%7.5%50.8%20.2%49.6%
Term Structure2.1%-1.2%4.8%1.3%3.3%
VWIV22.5%19.4%24.1%23.0%22.4%
Skew 25d2.2%-0.7%4.0%2.7%2.2%
Skew 10d6.5%1.2%10.3%9.9%1.2%
Call IV 25d21.4%19.0%23.5%19.3%22.3%
Put IV 25d23.6%20.9%26.0%22.0%24.5%
Bid-Ask Spread %72.4055.9791.2987.0973.53
Gamma HHI0.290.110.690.230.11
Net GEX2.1M160.1K6.9M1.4M160.1K
Net DEX-12.8M-34.6M-1.2M-8.6M-1.2M
Net VEX-82.5K-95.6K-72.6K-95.6K-74.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.430.252.591.051.23
Total Volume2,429.0455566,9212,0291,551
Total OI20,773.27311,74627,16722,79212,823

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2015-06-01$45.14$44.0020.1%5.8%12.7%5.4%23.0%2.7%1.3%1.4M-8.6M-95.6K1.0587.099881,04111,24311,549
2015-06-02$45.15$44.0019.9%5.7%12.6%5.1%19.4%1.8%1.5%1.5M-10.5M-90.0K2.1485.1217737911,15111,533
2015-06-03$45.39$44.0019.4%5.5%12.6%4.2%20.2%1.9%2.2%1.8M-12.2M-92.3K1.7487.028021,39911,18511,753
2015-06-04$44.49$46.0021.5%7.1%14.6%7.8%23.0%2.4%-1.2%971.0K-5.5M-85.9K1.8859.177311,37211,22711,772
2015-06-05$44.76$46.0019.7%6.6%14.7%4.7%24.0%4.0%0.5%1.3M-7.2M-86.1K1.6560.288381,38011,26311,771
2015-06-08$44.78$46.0021.0%6.5%14.2%7.0%23.5%3.5%1.5%1.4M-7.7M-83.1K1.7655.978441,48611,41911,758
2015-06-09$44.57$46.0020.6%6.5%14.1%6.4%23.4%2.4%1.6%922.0K-4.4M-82.9K1.7660.888401,47811,43511,840
2015-06-10$46.05$46.0022.3%6.4%18.5%9.2%23.5%1.6%1.1%2.5M-17.7M-85.1K0.2568.245,5561,36511,42511,865
2015-06-11$46.11$46.0022.0%6.3%18.3%8.7%23.4%1.9%1.1%4.1M-24.1M-92.9K0.5759.352,3391,33814,22011,897
2015-06-12$45.97$46.0021.6%6.2%16.7%8.0%23.6%3.8%1.0%4.5M-23.2M-91.5K1.3659.789671,31214,63611,926
2015-06-15$45.52$46.0022.0%6.3%17.0%8.7%22.8%3.1%2.0%4.4M-17.0M-82.5K0.6574.342,1461,39014,55411,945
2015-06-16$45.91$46.0022.5%6.5%17.3%9.5%23.3%2.4%1.3%5.6M-24.3M-85.8K1.1769.061,2101,41314,84212,032
2015-06-17$45.94$46.0022.3%6.4%17.1%9.2%24.1%3.2%1.3%6.9M-24.4M-84.1K0.7691.291,8521,41515,00812,159
2015-06-18$46.44$46.0022.4%6.4%17.5%9.3%23.8%2.4%1.5%6.2M-32.2M-80.3K1.4468.759961,43614,56312,253
2015-06-19$46.23$46.0020.7%5.9%17.6%6.5%22.1%-0.7%2.1%517.3K-34.6M-75.2K1.7868.878321,47914,52112,293
2015-06-22$46.25$46.0021.0%6.0%17.5%6.9%21.9%0.3%2.7%492.2K-6.3M-76.1K2.5976.004451,1535,7386,008
2015-06-23$46.06$46.0019.1%5.5%16.9%3.9%21.2%1.4%4.1%439.5K-4.9M-73.3K1.8974.925751,0855,8306,081
2015-06-24$45.90$46.0019.2%5.5%16.8%4.1%21.0%2.0%3.8%445.2K-5.0M-74.7K1.8676.776651,2345,9576,147
2015-06-25$45.71$46.0018.9%5.4%16.9%3.4%21.3%1.3%4.8%434.0K-4.9M-75.7K1.4579.038431,2206,1016,198
2015-06-26$45.64$46.0019.0%5.4%16.0%3.7%20.7%1.9%4.2%446.0K-4.5M-76.4K1.5277.978181,2436,2996,199
2015-06-29$44.57$46.0022.6%6.5%18.1%9.6%23.3%3.3%3.6%182.0K-1.3M-72.6K0.9579.389258816,3396,254
2015-06-30$44.69$46.0022.5%6.5%18.2%9.5%22.4%2.2%3.3%160.1K-1.2M-74.0K1.2373.536958566,4246,399