TXT Options History — July 2015

In July 2015, TXT traded between $40.55 and $44.67. ATM implied volatility averaged 26.9%, placing in the 16.8% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 7.0% (HV 20d: 19.9%). Max pain ranged from $44.00 to $46.00. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 2.03.

Notable Days

  • 2015-07-29: Highest Volume — 8,774 contracts
  • 2015-07-28: Largest IV drop — 36.8% change
  • 2015-07-27: Highest IV Rank — 32.3%
  • 2015-07-27: Largest Expected Move — 10.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$43.43$40.55$44.67$44.67$43.69
Max Pain$44.73$44.00$46.00$46.00$44.00
ATM IV26.9%20.9%36.1%21.7%20.9%
Expected Move8.0%6.0%10.4%6.2%6.0%
HV 20d19.9%15.7%31.0%18.0%31.0%
HV 60d17.5%16.0%21.6%16.1%21.6%
IV Rank16.8%6.9%32.3%8.1%6.9%
IV Percentile69.3%29.4%95.2%39.3%29.4%
Term Structure-2.1%-6.8%4.6%4.6%2.1%
VWIV28.0%21.1%36.3%22.2%21.5%
Skew 25d3.6%2.1%6.3%3.2%2.3%
Skew 10d6.5%2.1%12.6%3.7%2.1%
Call IV 25d27.1%20.3%35.5%21.2%20.9%
Put IV 25d30.6%23.1%37.8%24.4%23.2%
Bid-Ask Spread %54.5337.0980.4476.4277.02
Gamma HHI0.210.100.300.110.28
Net GEX-695.1K-1.8M88.3K88.3K-1.8M
Net DEX9.9M-781.6K27.8M-781.6K12.0M
Net VEX-97.9K-129.5K-69.0K-72.3K-127.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.030.415.881.140.91
Total Volume3,574.3181,2148,7741,5892,101
Total OI19,483.45512,87626,01612,91826,016

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2015-07-01$44.67$46.0021.7%6.2%18.0%8.1%22.2%3.2%4.6%88.3K-781.6K-72.3K1.1476.427418486,4756,443
2015-07-02$44.51$46.0022.3%6.4%16.6%9.1%22.3%2.4%4.0%74.3K-382.6K-71.5K0.9980.448658546,5036,443
2015-07-06$44.35$45.0023.9%7.6%16.5%11.8%26.3%3.3%-0.8%-50.1K525.7K-69.0K0.9537.098998506,4286,448
2015-07-07$44.18$45.0023.3%8.1%16.5%10.8%28.3%4.4%-1.6%-32.5K673.7K-70.4K5.6244.847824,3936,7286,497
2015-07-08$43.02$45.0028.4%8.6%18.9%19.3%28.7%4.2%-3.6%-714.8K10.8M-88.4K4.4944.208403,7746,96110,155
2015-07-09$43.79$45.0028.8%8.7%15.8%20.1%30.2%4.0%-3.8%-678.6K8.0M-90.9K0.7143.994,8373,4166,98010,175
2015-07-10$43.71$45.0024.8%8.4%15.7%13.3%29.1%4.1%-2.5%4.0K6.3M-95.7K1.2248.482,8403,4609,75010,187
2015-07-13$44.27$45.0025.6%8.2%16.6%14.7%29.8%4.7%-3.5%-174.6K4.3M-91.6K2.8748.487732,2228,97810,225
2015-07-14$44.37$45.0026.7%8.3%16.4%16.5%29.7%3.5%-3.4%-230.2K5.3M-97.6K3.1446.117302,2898,90611,384
2015-07-15$43.51$45.0029.6%8.5%17.2%21.3%29.2%4.4%-4.7%-892.6K11.2M-92.7K0.4149.182,0048248,89911,476
2015-07-16$44.05$45.0028.6%8.2%18.0%19.7%29.2%2.8%-3.0%-759.4K7.6M-96.7K0.9949.959929819,72011,482
2015-07-17$43.85$45.0028.2%8.1%17.3%19.1%28.7%3.6%-3.5%-449.2K9.6M-95.9K0.9452.6184679510,01211,443
2015-07-20$43.71$45.0028.7%8.2%17.3%19.9%28.9%4.0%-3.3%-442.4K5.3M-93.3K0.5543.661,4748115,88110,034
2015-07-21$43.11$45.0031.0%8.9%17.7%23.6%31.3%6.3%-3.5%-448.6K7.6M-93.6K5.8850.149395,5256,38610,204
2015-07-22$42.03$44.0032.0%9.2%19.3%25.3%32.2%3.9%-5.5%-1.2M22.2M-116.8K2.5153.089862,4786,90314,785
2015-07-23$41.72$44.0031.9%9.1%19.4%25.1%31.8%2.1%-3.7%-1.1M22.1M-112.9K1.5055.076639967,07814,478
2015-07-24$41.20$44.0033.3%9.6%19.5%27.6%32.5%3.7%-4.8%-1.1M25.2M-106.7K1.7952.254357797,10114,562
2015-07-27$40.55$44.0036.1%10.4%19.8%32.3%36.3%2.3%-6.8%-979.2K27.8M-100.0K3.2044.319623,0827,17414,582
2015-07-28$43.01$44.0022.8%6.5%29.4%10.0%25.2%3.6%-0.7%-1.6M16.8M-119.8K1.2262.651,7172,0937,78016,269
2015-07-29$44.04$44.0021.4%6.1%30.7%7.6%21.4%3.3%1.0%-1.5M8.0M-121.2K3.1973.262,0956,6797,93216,787
2015-07-30$44.19$44.0021.4%6.1%30.8%7.6%21.1%2.8%1.1%-1.5M6.9M-129.5K0.4966.381,9869798,41717,569
2015-07-31$43.69$44.0020.9%6.0%31.0%6.9%21.5%2.3%2.1%-1.8M12.0M-127.3K0.9177.021,1001,0018,46417,552