TXT Options History — June 2018

In June 2018, TXT traded between $65.63 and $69.16. ATM implied volatility averaged 23.4%, placing in the 31.7% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 10.5% (HV 20d: 12.8%). Max pain ranged from $60.00 to $65.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 6.15.

Notable Days

  • 2018-06-25: Highest Volume — 15,576 contracts
  • 2018-06-13: Largest IV spike — 33.1% change
  • 2018-06-27: Highest IV Rank — 63.5%
  • 2018-06-27: Largest Expected Move — 8.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$67.30$65.63$69.16$67.13$66.12
Max Pain$64.76$60.00$65.00$60.00$65.00
ATM IV23.4%16.3%31.2%19.0%29.5%
Expected Move7.1%5.5%8.9%5.5%8.4%
HV 20d12.8%11.0%15.3%12.3%14.2%
HV 60d21.7%20.1%23.0%23.0%20.1%
IV Rank31.7%3.0%63.5%14.2%56.4%
IV Percentile45.6%0.4%89.7%4.0%84.1%
Term Structure-2.7%-5.8%4.4%4.4%-5.2%
VWIV25.1%18.8%36.0%18.8%30.2%
Skew 25d3.1%1.6%6.7%1.6%4.4%
Skew 10d6.5%2.6%10.9%8.0%8.2%
Call IV 25d23.2%16.7%27.8%16.7%27.6%
Put IV 25d26.4%18.3%34.5%18.3%31.9%
Bid-Ask Spread %15.135.9581.9514.638.99
Gamma HHI0.340.300.430.430.30
Net GEX2.4M-282.5K4.9M4.9M-72.3K
Net DEX-57.3M-98.9M-7.6M-81.2M-12.5M
Net VEX-201.4K-275.1K-174.2K-202.4K-275.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.150.5324.880.6321.05
Total Volume4,740.5711,10415,5761,6129,502
Total OI34,174.52426,74738,27536,22337,726

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-06-01$67.13$60.0019.0%5.5%12.3%14.2%18.8%1.6%4.4%4.9M-81.2M-202.4K0.6314.6398962321,45714,766
2018-06-04$67.42$65.0020.6%6.7%12.1%20.5%22.6%2.9%-1.8%4.7M-84.6M-194.0K0.6411.941,05868221,56114,940
2018-06-05$68.28$65.0017.7%6.3%12.3%8.6%22.3%2.4%-1.8%4.0M-91.5M-188.6K0.538.4390747821,61515,144
2018-06-06$68.86$65.0017.5%6.3%11.1%7.9%22.6%2.4%-1.9%3.8M-97.3M-176.1K0.709.1470249321,71515,168
2018-06-07$68.74$65.0016.8%6.2%11.2%5.3%23.4%2.3%-1.9%3.7M-97.4M-174.9K0.708.7365045421,72915,173
2018-06-08$69.16$65.0016.3%6.3%11.0%3.0%23.1%2.2%-1.8%3.5M-98.9M-182.5K1.027.8265767321,65515,216
2018-06-11$68.98$65.0019.4%6.3%11.2%15.5%22.6%2.0%-2.2%3.4M-98.1M-185.3K1.7419.198661,50921,90915,501
2018-06-12$68.11$65.0017.0%6.4%12.3%5.7%22.8%1.8%-2.6%3.5M-90.7M-193.4K1.808.226781,22021,87215,567
2018-06-13$67.99$65.0022.6%6.5%12.1%28.5%23.7%1.9%-2.6%3.5M-88.9M-199.9K1.8916.066161,16721,97615,710
2018-06-14$67.50$65.0023.9%6.9%12.5%34.0%23.0%2.6%-2.4%3.6M-69.3M-188.4K1.088.6876583019,62215,701
2018-06-15$67.25$65.0024.1%6.9%12.3%34.5%23.1%2.7%-3.2%1.7M-79.3M-174.2K0.808.671,02382320,86615,746
2018-06-18$67.38$65.0024.7%7.1%12.3%37.1%23.5%2.4%-2.1%1.8M-33.7M-185.3K1.199.9369082413,57513,172
2018-06-19$66.32$65.0025.4%7.3%13.2%40.1%25.4%2.8%-2.7%1.6M-29.4M-179.7K1.096.1065071113,64813,252
2018-06-20$66.86$65.0025.5%7.3%13.3%40.5%27.5%3.4%-3.2%1.7M-31.7M-178.0K3.316.186522,15913,69213,289
2018-06-21$66.59$65.0026.3%7.5%13.4%43.6%25.8%3.5%-3.1%1.4M-29.1M-181.0K12.5412.466928,67813,79714,808
2018-06-22$67.02$65.0026.9%7.7%13.4%45.9%26.4%3.5%-4.2%1.4M-31.1M-193.4K13.7827.756308,67913,82014,910
2018-06-25$65.63$65.0027.7%7.9%15.3%49.2%27.7%4.3%-3.7%1.1M-24.2M-175.3K7.759.991,78113,79513,84414,954
2018-06-26$66.27$65.0027.9%8.0%15.3%50.1%26.3%4.9%-3.8%301.7K-15.5M-262.6K14.435.956028,68714,99220,059
2018-06-27$65.72$65.0031.2%8.9%14.5%63.5%36.0%6.7%-5.8%206.8K-12.0M-266.2K24.8826.8249212,24115,14020,103
2018-06-28$65.89$65.0030.7%8.8%14.5%61.3%30.6%5.0%-5.3%-282.5K-7.6M-273.4K17.5281.955529,67215,19723,078
2018-06-29$66.12$65.0029.5%8.4%14.2%56.4%30.2%4.4%-5.2%-72.3K-12.5M-275.1K21.058.994319,07115,29422,432