TXT Options History — June 2019

In June 2019, TXT traded between $46.14 and $52.90. ATM implied volatility averaged 30.1%, placing in the 47.9% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded below realized volatility by 0.0% (HV 20d: 30.2%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.47.

Notable Days

  • 2019-06-04: Highest Volume — 2,439 contracts
  • 2019-06-17: Largest IV spike — 35.2% change
  • 2019-06-17: Highest IV Rank — 83.9%
  • 2019-06-17: Largest Expected Move — 11.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.11$46.14$52.90$46.14$52.90
Max Pain$50.00$50.00$50.00$50.00$50.00
ATM IV30.1%23.1%41.0%30.1%31.1%
Expected Move8.9%6.9%11.8%8.6%8.9%
HV 20d30.2%24.6%36.4%31.3%24.6%
HV 60d27.3%25.6%27.7%25.6%27.6%
IV Rank47.9%24.5%83.9%47.9%50.9%
IV Percentile65.3%32.9%98.0%67.5%67.9%
Term Structure-3.0%-11.8%5.3%2.0%-4.2%
VWIV31.6%25.7%40.3%27.7%32.9%
Skew 25d4.1%2.5%6.1%6.1%2.5%
Skew 10d10.0%5.5%15.8%12.8%8.3%
Call IV 25d29.9%23.9%36.0%27.5%31.1%
Put IV 25d34.0%29.7%38.7%33.5%33.6%
Bid-Ask Spread %46.444.9692.7248.995.03
Gamma HHI0.360.250.700.700.41
Net GEX3.2K-788.9K328.3K-788.9K328.3K
Net DEX-3.4M-13.5M13.5M13.5M-9.2M
Net VEX-80.4K-86.3K-62.9K-62.9K-86.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.470.112.092.090.88
Total Volume636.651972,439287461
Total OI18,419.7510,19522,40119,02611,109

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-06-03$46.14$50.0030.1%8.6%31.3%47.9%27.7%6.1%2.0%-788.9K13.5M-62.9K2.0948.999319410,7428,284
2019-06-04$48.34$50.0024.0%6.9%36.4%27.6%29.8%5.3%5.0%-477.4K7.4M-66.4K0.1154.062,19324610,7858,122
2019-06-05$48.34$50.0024.3%7.0%34.8%28.5%25.7%5.9%5.3%-296.2K1.6M-79.0K0.2319.1672916612,4488,119
2019-06-06$48.43$50.0024.0%8.4%34.6%27.5%30.2%4.1%-2.4%-235.1K403.0K-82.5K0.2668.9551913712,8398,123
2019-06-07$49.05$50.0023.1%8.4%34.5%24.5%30.5%4.6%-2.0%-131.3K-1.6M-82.3K0.4759.4849923413,0038,143
2019-06-10$49.74$50.0025.3%8.7%34.7%32.0%31.4%4.3%-2.5%-24.8K-3.7M-82.9K0.4066.8161024412,8728,134
2019-06-11$48.62$50.0024.9%8.6%31.9%30.6%31.1%3.0%-2.7%-178.7K-358.7K-79.8K0.1966.623296213,1048,119
2019-06-12$48.82$50.0030.2%8.7%30.8%48.2%31.0%2.7%-2.8%-147.2K-800.6K-80.6K0.4860.6833416013,1018,134
2019-06-13$49.50$50.0030.2%8.7%31.3%48.2%31.5%3.7%-3.1%-31.9K-3.1M-81.2K0.7061.6316711713,0908,190
2019-06-14$49.67$50.0030.3%8.7%30.8%48.5%30.7%4.8%-3.0%-677-3.6M-79.6K0.4962.0522811213,1188,181
2019-06-17$49.47$50.0041.0%11.8%28.0%83.9%40.3%2.8%-11.8%11.7K-3.0M-77.0K0.5792.7240222813,1838,174
2019-06-18$50.89$50.0032.0%9.2%29.1%54.2%31.7%4.4%-4.5%190.4K-9.2M-80.5K0.2269.6080818113,4468,149
2019-06-19$50.99$50.0033.0%9.5%28.4%57.5%32.2%3.6%-5.4%158.2K-9.4M-82.8K0.1578.4768210313,6368,164
2019-06-20$52.40$50.0032.8%9.4%29.2%56.7%31.7%3.9%-5.7%325.1K-13.5M-85.1K0.2050.8874515113,7528,438
2019-06-21$52.06$50.0031.9%9.1%27.1%53.6%31.8%3.5%-5.1%278.8K-11.2M-84.8K0.6642.8438525313,6728,729
2019-06-24$51.75$50.0033.3%9.5%27.4%58.3%32.3%4.2%-3.4%276.1K-5.9M-84.4K0.304.96219656,1104,085
2019-06-25$51.74$50.0033.8%9.7%26.4%59.9%33.3%4.5%-4.5%272.4K-5.7M-83.9K0.405.79141566,2024,115
2019-06-26$51.38$50.0033.4%9.6%26.5%58.8%33.3%3.9%-3.8%257.7K-5.3M-83.0K0.304.97214646,2254,128
2019-06-27$51.97$50.0034.0%9.7%26.1%60.7%33.2%4.4%-4.7%277.1K-6.1M-83.3K0.385.15146566,2404,187
2019-06-28$52.90$50.0031.1%8.9%24.6%50.9%32.9%2.5%-4.2%328.3K-9.2M-86.3K0.885.032452166,6154,494