TXT Options History — October 2015

In October 2015, TXT traded between $37.66 and $42.25. ATM implied volatility averaged 29.6%, placing in the 35.2% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 5.4% (HV 20d: 24.1%). Max pain ranged from $38.00 to $41.00. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 1.23.

Notable Days

  • 2015-10-26: Highest Volume — 14,744 contracts
  • 2015-10-27: Largest IV drop — 29.3% change
  • 2015-10-26: Highest IV Rank — 82.7%
  • 2015-10-26: Largest Expected Move — 11.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.89$37.66$42.25$37.66$42.25
Max Pain$39.95$38.00$41.00$40.00$39.00
ATM IV29.6%24.6%39.9%29.2%25.4%
Expected Move8.9%7.3%11.4%8.4%7.3%
HV 20d24.1%19.9%27.0%24.6%26.0%
HV 60d31.9%29.7%32.8%32.1%31.7%
IV Rank35.2%12.9%82.7%20.6%30.6%
IV Percentile77.5%58.7%98.8%77.8%59.5%
Term Structure-1.8%-7.1%4.9%4.9%-0.6%
VWIV31.7%25.5%39.7%32.8%26.6%
Skew 25d4.2%2.0%5.6%5.6%3.5%
Skew 10d8.9%3.6%17.4%17.4%4.7%
Call IV 25d29.5%24.0%39.4%28.3%24.0%
Put IV 25d33.7%27.5%41.4%33.9%27.5%
Bid-Ask Spread %43.6929.0585.2184.7558.49
Gamma HHI0.160.100.350.230.35
Net GEX30.9K-1.0M2.2M-1.0M2.2M
Net DEX317.6K-32.9M15.2M15.2M-32.9M
Net VEX-80.9K-113.9K-66.4K-79.2K-105.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.230.193.681.491.31
Total Volume3,274.7731,73614,7442,5372,895
Total OI19,403.04514,37426,91817,99426,768

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2015-10-01$37.66$40.0029.2%8.4%24.6%20.6%32.8%5.6%4.9%-1.0M15.2M-79.2K1.4984.751,0201,5176,11411,880
2015-10-02$38.42$40.0028.4%8.1%25.5%19.3%28.4%4.1%4.8%-952.9K12.2M-80.8K1.6185.211,0681,7176,21011,918
2015-10-05$39.37$38.0027.3%9.1%27.0%17.4%30.3%4.4%-2.1%-756.5K8.4M-78.4K3.6840.543711,3656,29011,912
2015-10-06$39.59$39.0025.7%8.9%23.5%14.9%31.8%5.2%-1.1%-690.6K7.5M-78.8K1.1332.321,2231,3866,38711,932
2015-10-07$40.14$39.0026.3%8.9%24.0%15.8%30.4%4.4%-0.6%-496.0K4.8M-77.9K1.0137.851,4011,4196,51511,924
2015-10-08$41.07$39.0025.1%9.0%25.4%13.8%31.8%5.3%-2.2%-231.6K943.9K-77.3K1.2332.321,6752,0666,59811,979
2015-10-09$41.20$41.0024.6%9.0%25.4%12.9%32.2%4.7%-2.5%-105.8K387.0K-81.7K1.5435.461,3072,0187,01412,617
2015-10-12$41.18$41.0027.6%8.9%25.3%18.0%33.2%4.8%-2.6%-142.9K477.4K-78.0K1.3036.201,2951,6867,03712,618
2015-10-13$40.70$41.0029.1%9.0%25.0%20.4%34.1%4.8%-1.9%-151.7K1.6M-75.0K1.2431.871,2641,5717,11712,588
2015-10-14$39.99$41.0032.1%9.2%25.5%25.5%34.8%4.5%-2.3%-392.2K4.4M-74.1K1.1939.431,2201,4557,22112,591
2015-10-15$39.79$41.0031.6%9.1%25.0%24.7%33.4%4.1%-2.4%-457.8K5.3M-72.7K1.0332.971,1961,2327,37012,710
2015-10-16$39.07$41.0031.8%9.1%23.9%53.6%32.1%5.0%-2.1%-304.5K8.3M-69.3K1.1442.621,2421,4127,41912,699
2015-10-19$38.53$41.0032.2%9.2%24.4%55.1%31.7%4.6%-2.7%-369.4K8.9M-66.6K0.8329.101,3171,0875,3968,978
2015-10-20$38.65$41.0032.7%9.4%20.8%57.0%32.9%4.6%-3.2%-324.8K8.0M-68.0K0.7929.681,3951,1075,6449,043
2015-10-21$38.63$40.0033.3%9.6%20.8%59.2%33.2%4.4%-3.8%-311.2K8.2M-66.4K1.1340.359651,0925,9369,100
2015-10-22$39.16$40.0033.8%9.7%21.2%61.0%32.4%4.3%-3.8%-257.1K6.3M-70.0K0.7232.111,4851,0745,9859,114
2015-10-23$38.99$40.0035.1%10.1%21.3%65.6%34.0%3.3%-4.7%-209.0K6.3M-70.6K0.6839.451,6141,0966,4459,156
2015-10-26$38.91$40.0039.9%11.4%19.9%82.7%39.7%2.0%-7.1%-126.9K5.8M-72.6K0.1929.0512,3712,3737,1389,126
2015-10-27$40.50$39.0028.2%8.1%23.9%40.8%28.4%3.1%-1.4%1.7M-16.5M-113.9K0.6064.642,3131,38116,70410,168
2015-10-28$41.96$39.0026.3%7.5%26.4%34.1%27.4%2.7%-1.4%2.0M-28.9M-111.5K1.5756.491,0851,70416,46010,128
2015-10-29$41.80$39.0025.4%7.3%26.5%30.7%25.5%3.6%-0.8%2.1M-27.5M-112.0K1.6750.239591,60616,48310,435
2015-10-30$42.25$39.0025.4%7.3%26.0%30.6%26.6%3.5%-0.6%2.2M-32.9M-105.3K1.3158.491,2551,64016,59310,175