TXT Options History — June 2017

In June 2017, TXT traded between $45.49 and $48.10. ATM implied volatility averaged 24.1%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 6.5% (HV 20d: 17.6%). Max pain ranged from $47.00 to $49.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.78.

Notable Days

  • 2017-06-15: Highest Volume — 21,131 contracts
  • 2017-06-12: Largest IV spike — 24.5% change
  • 2017-06-29: Highest IV Rank — 33.3%
  • 2017-06-29: Largest Expected Move — 8.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$46.97$45.49$48.10$47.64$47.34
Max Pain$48.59$47.00$49.00$47.00$48.00
ATM IV24.1%20.6%28.3%21.4%27.8%
Expected Move7.0%6.1%8.1%6.1%8.0%
HV 20d17.6%10.8%22.6%22.1%17.5%
HV 60d18.0%17.4%18.8%17.9%18.8%
IV Rank18.1%5.6%33.3%8.5%31.7%
IV Percentile47.6%10.3%73.4%21.0%71.8%
Term Structure-1.2%-4.3%1.7%1.5%-4.1%
VWIV24.6%21.9%29.5%22.6%28.8%
Skew 25d0.7%-6.2%2.6%-0.3%2.5%
Skew 10d3.3%-3.0%8.4%1.8%3.7%
Call IV 25d24.9%22.0%30.7%23.4%27.1%
Put IV 25d25.6%22.4%29.9%23.1%29.6%
Bid-Ask Spread %51.6616.6769.6416.6755.56
Gamma HHI0.470.310.880.310.46
Net GEX4.6M864.9K16.2M6.3M1.8M
Net DEX-20.9M-48.2M-2.8M-44.1M-19.6M
Net VEX-161.8K-202.7K-101.1K-202.7K-200.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.780.1112.291.261.49
Total Volume3,894.3181,70721,1312,4211,717
Total OI41,344.36419,92858,84857,34227,062

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-06-01$47.64$47.0021.4%6.1%22.1%8.5%22.6%-0.3%1.5%6.3M-44.1M-202.7K1.2616.671,0721,34935,32422,018
2017-06-02$47.77$47.0021.5%6.2%22.1%8.8%21.9%-0.2%1.7%6.7M-48.2M-192.7K1.7517.651,2412,17635,03822,133
2017-06-05$47.19$49.0022.9%6.7%22.6%14.1%23.5%1.6%-0.7%4.9M-20.7M-177.1K2.2249.699542,12235,36923,479
2017-06-06$47.05$49.0022.5%6.8%22.6%12.4%23.7%-6.2%-0.4%5.6M-21.2M-173.0K2.7660.557562,08735,04123,642
2017-06-07$46.93$49.0021.8%6.7%22.5%9.8%23.3%1.2%-0.3%5.0M-14.0M-158.3K12.2957.747399,08034,83723,620
2017-06-08$47.01$49.0020.8%6.8%22.5%6.5%22.7%1.6%-0.9%7.2M-21.7M-148.5K1.3755.971,2261,67434,76719,873
2017-06-09$47.20$49.0020.6%6.7%18.7%5.6%23.1%0.8%-0.7%8.4M-30.0M-152.4K1.1253.631,5341,71334,71419,959
2017-06-12$47.10$49.0025.7%6.9%18.5%23.9%24.2%-1.7%-0.6%6.6M-20.0M-124.2K1.0756.911,6461,76534,79220,120
2017-06-13$47.66$49.0023.7%6.6%19.0%16.6%23.0%2.1%-0.8%8.8M-40.8M-111.3K1.6058.891,0241,64134,46220,121
2017-06-14$47.38$49.0022.6%6.5%19.0%12.8%22.3%0.1%-0.2%10.1M-31.3M-106.3K1.4269.641,2881,83434,34920,240
2017-06-15$47.18$49.0023.4%6.7%10.8%15.7%23.5%-1.7%-0.6%16.2M-25.7M-101.1K0.1159.7019,0332,09834,30720,466
2017-06-16$47.48$49.0022.3%6.4%11.0%11.8%22.8%0.9%1.0%1.3M-22.2M-167.5K0.9959.581,5531,53334,01620,659
2017-06-19$48.10$49.0023.9%6.8%11.7%17.4%23.9%0.4%-0.7%1.5M-20.0M-172.8K0.7358.571,8281,34013,9375,991
2017-06-20$46.94$49.0024.6%7.0%14.7%20.0%25.1%1.4%-1.3%1.4M-14.1M-168.6K1.2948.301,0041,29214,9136,528
2017-06-21$46.13$49.0025.0%7.2%15.8%21.6%25.2%1.7%-1.4%1.1M-8.5M-166.0K1.0252.8290592615,0716,837
2017-06-22$45.49$49.0024.7%7.1%16.1%20.4%24.8%2.6%-0.9%864.9K-2.8M-151.3K1.4752.258421,23915,1256,932
2017-06-23$45.69$49.0025.7%7.4%14.6%24.0%25.6%1.6%-2.4%887.5K-4.7M-159.0K0.7844.521,4881,16015,3077,297
2017-06-26$45.74$48.0026.3%7.5%14.7%26.3%27.4%1.6%-2.8%1.1M-5.0M-157.5K1.3351.249821,30516,1157,500
2017-06-27$46.55$48.0027.2%7.8%16.3%29.5%27.9%1.5%-3.3%1.4M-12.6M-172.9K0.7547.672,7582,06716,3317,470
2017-06-28$47.03$48.0026.9%7.7%16.8%28.5%27.8%1.5%-3.4%1.7M-17.6M-201.0K1.2452.328831,09418,2358,593
2017-06-29$46.74$48.0028.3%8.1%16.9%33.3%29.5%2.1%-4.3%1.6M-15.2M-196.0K1.1056.6981389418,3078,679
2017-06-30$47.34$48.0027.8%8.0%17.5%31.7%28.8%2.5%-4.1%1.8M-19.6M-200.5K1.4955.566901,02718,3188,744