TXT Options History — August 2015

In August 2015, TXT traded between $37.51 and $43.84. ATM implied volatility averaged 28.4%, placing in the 19.3% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded below realized volatility by 3.6% (HV 20d: 32.0%). Max pain ranged from $44.00 to $44.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 3.30.

Notable Days

  • 2015-08-21: Highest Volume — 8,034 contracts
  • 2015-08-24: Largest IV spike — 33.0% change
  • 2015-08-24: Highest IV Rank — 46.5%
  • 2015-08-24: Largest Expected Move — 12.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.70$37.51$43.84$43.24$38.90
Max Pain$44.00$44.00$44.00$44.00$44.00
ATM IV28.4%22.3%44.7%22.5%34.5%
Expected Move8.1%6.3%12.8%6.5%9.9%
HV 20d32.0%29.1%37.4%31.2%34.3%
HV 60d24.0%21.6%28.1%21.7%28.1%
IV Rank19.3%9.2%46.5%9.5%29.5%
IV Percentile70.8%45.2%98.0%48.4%92.9%
Term Structure-0.2%-6.7%2.1%1.2%0.3%
VWIV29.1%22.8%42.4%22.8%36.4%
Skew 25d4.6%1.7%10.5%2.7%7.1%
Skew 10d8.5%2.1%23.4%4.3%15.9%
Call IV 25d27.0%21.5%40.6%21.9%33.1%
Put IV 25d31.6%24.3%51.1%24.7%40.1%
Bid-Ask Spread %69.6460.4974.7573.9365.26
Gamma HHI0.340.220.500.280.39
Net GEX-2.0M-3.4M-781.9K-1.9M-1.9M
Net DEX24.0M10.8M49.8M16.5M34.3M
Net VEX-102.9K-122.3K-82.6K-122.3K-92.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.300.4411.960.440.84
Total Volume3,371.4762948,0344052,363
Total OI26,794.90522,83029,34826,10526,862

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2015-08-03$43.24$44.0022.5%6.5%31.2%9.5%22.8%2.7%1.2%-1.9M16.5M-122.3K0.4473.932811248,51717,588
2015-08-04$43.06$44.0023.2%6.7%31.2%10.7%23.3%1.7%-0.1%-1.9M17.3M-118.7K1.0971.709301,0108,53617,610
2015-08-05$43.29$44.0023.2%6.7%29.7%10.7%23.1%2.9%-0.2%-2.0M15.4M-119.6K1.0174.759169238,62617,691
2015-08-06$42.95$44.0024.1%6.7%29.1%12.1%23.6%3.5%2.1%-2.0M19.3M-117.4K0.6668.001,0346878,67717,721
2015-08-07$42.49$44.0025.1%6.8%29.3%13.9%24.5%2.6%1.2%-2.0M23.1M-111.2K0.8268.069537848,81317,626
2015-08-10$43.84$44.0022.3%6.3%31.2%9.2%22.9%3.2%1.4%-2.0M10.8M-113.2K0.9372.329498858,80717,602
2015-08-11$42.96$44.0025.6%6.9%32.0%14.6%25.3%3.5%1.1%-2.1M18.8M-107.3K3.3271.15682268,81617,615
2015-08-12$42.57$44.0024.2%6.9%31.4%12.3%26.8%2.9%0.9%-2.1M23.2M-103.2K4.9671.771,0014,9678,87217,653
2015-08-13$43.03$44.0023.6%6.8%31.3%11.3%27.1%3.9%1.2%-2.6M20.6M-108.8K4.9567.481,0044,9708,90419,720
2015-08-14$43.57$44.0023.0%6.6%31.6%10.4%27.5%3.5%1.5%-2.7M13.8M-108.3K3.5972.421,4095,0628,93019,685
2015-08-17$43.72$44.0023.2%6.7%31.7%10.7%24.8%3.7%1.0%-2.9M12.3M-101.6K3.5771.668493,0289,12319,700
2015-08-18$43.70$44.0023.2%6.6%31.2%10.6%24.8%4.2%1.2%-3.2M12.7M-100.0K3.7272.507942,9539,14019,790
2015-08-19$43.40$44.0023.9%6.8%29.8%11.8%25.0%3.5%1.5%-3.4M17.0M-96.7K11.9671.71273239,18919,804
2015-08-20$41.77$44.0027.7%7.9%32.9%18.2%28.5%4.5%-0.9%-1.7M33.4M-90.7K3.6969.309093,3509,20419,822
2015-08-21$39.85$44.0033.6%9.6%36.7%28.0%34.0%5.4%-3.7%-781.9K49.8M-82.6K6.7966.881,0317,0039,23120,117
2015-08-24$38.85$44.0044.7%12.8%37.4%46.5%42.4%10.5%-4.4%-1.3M31.6M-95.2K5.9669.479525,6756,44916,381
2015-08-25$37.51$44.0039.9%11.4%31.4%38.4%36.6%6.6%-2.6%-1.1M36.0M-85.9K1.2368.818271,0146,76916,610
2015-08-26$37.95$44.0040.0%11.5%30.2%38.7%41.3%7.1%-6.7%-1.2M36.0M-86.2K7.6160.498156,2056,88016,702
2015-08-27$39.32$44.0035.3%10.1%33.6%30.9%35.7%7.3%-0.4%-1.8M32.9M-99.8K1.1965.439451,1286,87519,418
2015-08-28$39.68$44.0033.6%9.6%34.0%28.1%35.2%6.7%-0.1%-1.9M30.2M-100.3K0.9569.401,2461,1817,08419,534
2015-08-31$38.90$44.0034.5%9.9%34.3%29.5%36.4%7.1%0.3%-1.9M34.3M-92.0K0.8465.261,2841,0797,36719,495