TXT Options History — October 2018

In October 2018, TXT traded between $51.61 and $71.87. ATM implied volatility averaged 30.7%, placing in the 61.3% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 0.8% (HV 20d: 29.9%). Max pain ranged from $60.00 to $70.00. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 10.17.

Notable Days

  • 2018-10-11: Highest Volume — 30,080 contracts
  • 2018-10-29: Largest IV spike — 23.2% change
  • 2018-10-29: Highest IV Rank — 100.0%
  • 2018-10-29: Largest Expected Move — 11.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$62.68$51.61$71.87$71.53$53.99
Max Pain$66.30$60.00$70.00$70.00$60.00
ATM IV30.7%26.4%40.8%26.4%30.8%
Expected Move8.4%6.9%11.7%7.6%8.8%
HV 20d29.9%11.3%49.7%12.1%49.7%
HV 60d22.1%13.2%32.2%13.8%32.2%
IV Rank61.3%44.0%100.0%44.0%60.5%
IV Percentile87.9%75.4%100.0%75.4%88.1%
Term Structure-3.4%-7.2%-1.9%-4.0%-2.4%
VWIV29.4%24.0%39.0%27.2%33.7%
Skew 25d4.1%2.0%7.2%2.1%5.5%
Skew 10d8.0%2.6%14.2%2.6%9.4%
Call IV 25d28.0%22.5%36.3%25.2%31.1%
Put IV 25d32.1%26.1%43.5%27.3%36.5%
Bid-Ask Spread %29.106.8371.5614.018.24
Gamma HHI0.390.240.640.300.26
Net GEX-2.1M-4.5M297.4K297.4K-116.4K
Net DEX25.5M-21.2M104.6M-21.2M24.3M
Net VEX-178.2K-229.5K-136.9K-142.3K-160.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio10.170.6340.4327.840.66
Total Volume10,556.2611,65130,08024,1961,681
Total OI37,817.21726,40145,26926,40135,201

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-10-01$71.53$70.0026.4%7.6%12.1%44.0%27.2%2.1%-4.0%297.4K-21.2M-142.3K27.8414.0183923,3577,05219,349
2018-10-02$71.87$70.0026.7%7.7%11.9%45.3%26.5%2.4%-4.1%-3.2M-5.4M-191.3K15.3112.575768,8217,34032,257
2018-10-03$71.71$70.0027.4%7.9%11.9%48.1%27.2%2.0%-4.8%-3.3M-5.2M-190.2K15.0714.655638,4867,49632,334
2018-10-04$71.43$70.0030.3%7.0%12.1%59.9%26.5%3.7%-2.1%-3.4M-1.6M-199.0K17.6824.805078,9627,57332,378
2018-10-05$71.14$70.0031.6%6.9%11.6%64.8%24.0%3.3%-2.0%-3.7M718.1K-198.0K12.1514.517168,6977,61432,831
2018-10-08$71.68$70.0034.0%7.1%11.3%74.8%24.6%3.5%-1.9%-3.4M-4.1M-196.3K15.8016.375889,2907,91832,883
2018-10-09$70.49$70.0035.4%7.1%13.0%80.2%24.6%3.4%-2.1%-4.1M5.6M-198.8K15.8713.025789,1707,91833,582
2018-10-10$67.57$70.0029.1%8.3%19.9%54.8%28.7%3.8%-3.6%-4.5M36.2M-229.5K8.8519.111,0629,4028,00533,635
2018-10-11$65.59$70.0033.2%9.5%22.2%71.5%33.2%4.4%-4.9%-4.5M55.4M-227.0K40.4371.5672629,3548,26133,762
2018-10-12$65.00$70.0031.6%9.1%21.7%64.9%31.5%3.6%-4.2%-3.7M36.5M-219.3K3.6848.122,4699,0848,42229,765
2018-10-15$66.08$70.0030.0%8.6%22.8%58.7%29.8%4.5%-4.4%-3.8M20.2M-212.2K12.4668.677519,36110,33529,761
2018-10-16$66.63$70.0028.6%8.2%22.6%52.9%28.4%3.5%-3.4%-3.5M13.9M-210.3K6.6132.391,3148,68910,62129,708
2018-10-17$64.78$70.0028.1%8.1%24.1%50.8%28.0%2.4%-3.3%-4.0M31.1M-206.4K7.5267.781,71812,91811,20929,769
2018-10-18$57.42$65.0030.6%8.8%47.6%60.8%26.7%4.4%-4.5%-970.5K104.6M-140.8K3.4443.734,53415,60912,02733,242
2018-10-19$56.87$65.0028.5%8.2%46.8%52.4%26.7%5.0%-2.6%-534.3K85.3M-146.7K7.3611.361,2469,17213,96330,721
2018-10-22$56.37$65.0027.9%8.0%46.8%50.0%27.7%4.0%-2.0%-543.6K28.2M-143.4K6.006.831,5149,08611,42919,963
2018-10-23$55.35$60.0029.4%8.4%45.8%56.0%30.5%4.1%-3.0%-566.7K30.1M-136.9K6.8510.981,2898,82611,76520,103
2018-10-24$53.81$60.0030.0%8.6%46.1%58.6%30.2%4.6%-2.3%-536.7K33.7M-141.1K6.5235.791,4709,58712,11420,013
2018-10-25$53.90$60.0030.1%8.6%46.3%58.8%30.1%4.0%-2.4%-472.5K31.5M-146.5K0.6357.902,7661,73912,69220,679
2018-10-26$53.42$60.0033.1%9.5%46.0%71.2%33.7%5.4%-3.8%-196.4K26.7M-159.7K1.5748.239271,45814,01620,301
2018-10-29$51.61$60.0040.8%11.7%46.2%100.0%38.2%7.2%-7.2%-214.2K31.6M-147.0K0.6514.201,35988214,36320,319
2018-10-30$53.39$60.0033.6%9.6%49.0%71.4%39.0%6.9%-3.7%-167.6K28.4M-155.1K1.0114.3982382814,66020,447
2018-10-31$53.99$60.0030.8%8.8%49.7%60.5%33.7%5.5%-2.4%-116.4K24.3M-160.5K0.668.241,01266914,74620,455