TXT Options History — October 2019

In October 2019, TXT traded between $45.99 and $50.73. ATM implied volatility averaged 34.6%, placing in the 55.8% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 3.6% (HV 20d: 31.0%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 2 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 1.53.

Notable Days

  • 2019-10-14: Highest Volume — 5,191 contracts
  • 2019-10-17: Largest IV drop — 29.6% change
  • 2019-10-08: Highest IV Rank — 100.0%
  • 2019-10-02: Largest Expected Move — 12.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.54$45.99$50.73$48.01$45.99
Max Pain$50.00$50.00$50.00$50.00$50.00
ATM IV34.6%24.5%51.4%38.6%27.4%
Expected Move9.4%7.0%12.9%11.1%7.9%
HV 20d31.0%22.5%36.2%31.7%33.3%
HV 60d34.3%31.1%36.9%36.5%33.6%
IV Rank55.8%24.7%100.0%75.8%32.8%
IV Percentile67.2%23.8%100.0%93.3%32.9%
Term Structure-2.2%-8.2%0.4%-6.5%0.1%
VWIV31.7%23.3%43.0%41.5%27.0%
Skew 25d5.3%2.2%7.9%5.9%5.8%
Skew 10d12.8%-1.7%18.1%16.6%12.7%
Call IV 25d29.9%23.7%40.0%36.7%25.0%
Put IV 25d35.1%27.9%47.9%42.6%30.8%
Bid-Ask Spread %29.574.2876.8065.265.87
Gamma HHI0.360.300.430.320.41
Net GEX-508.5K-1.1M280.6K-541.2K-1.1M
Net DEX10.9M-4.6M19.5M9.7M19.5M
Net VEX-117.5K-133.6K-105.9K-124.4K-126.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.530.155.934.240.88
Total Volume1,083.826905,191325417
Total OI21,456.65218,23326,16518,23326,165

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-10-01$48.01$50.0038.6%11.1%31.7%75.8%41.5%5.9%-6.5%-541.2K9.7M-124.4K4.2465.26622637,32810,905
2019-10-02$46.65$50.0045.1%12.9%33.5%97.5%43.0%7.9%-8.2%-627.0K13.7M-119.1K0.8960.813723307,34410,964
2019-10-03$47.08$50.0043.8%10.4%30.0%93.2%35.6%6.3%-2.4%-625.2K12.8M-122.3K1.8151.8332587,57511,252
2019-10-04$47.49$50.0042.9%10.1%30.1%90.3%32.9%5.0%-1.7%-628.0K11.5M-122.0K0.4856.10131637,57811,232
2019-10-07$47.75$50.0043.5%9.1%28.1%92.3%33.6%6.0%-1.4%-591.4K10.3M-119.9K0.4455.454341927,69411,222
2019-10-08$46.57$50.0051.4%10.9%23.6%100.0%37.1%6.7%-3.5%-689.7K14.0M-118.2K1.0052.642462467,75011,312
2019-10-09$46.85$50.0036.8%10.5%22.5%58.9%36.3%5.7%-2.0%-705.4K13.4M-115.3K1.6323.32831357,87311,393
2019-10-10$47.32$50.0037.3%10.7%23.1%60.4%34.1%6.2%-2.7%-633.7K11.6M-116.2K0.957.033713517,89611,458
2019-10-11$49.05$50.0033.4%9.6%26.8%49.5%32.6%5.0%-2.3%-386.7K5.3M-119.1K0.1676.808761397,98111,442
2019-10-14$49.45$50.0036.7%10.5%25.6%58.8%37.3%5.4%-5.1%-224.3K3.3M-117.6K0.3535.413,8531,3388,70411,490
2019-10-15$50.73$50.0036.4%10.4%27.4%57.9%38.0%4.2%-4.9%280.6K-4.6M-133.6K0.9745.7334233111,15412,623
2019-10-16$50.59$50.0034.8%10.0%27.3%53.5%34.4%4.2%-3.8%270.9K-3.9M-129.8K0.909.591,05995211,28012,762
2019-10-17$47.99$50.0024.5%7.0%32.5%24.7%25.7%4.9%0.4%-382.8K8.9M-109.8K2.1465.357381,57711,45912,963
2019-10-18$46.16$50.0028.5%8.2%34.8%35.9%27.2%5.3%0.4%-542.4K14.7M-106.0K0.809.4043134311,58813,876
2019-10-21$47.20$50.0028.9%8.3%36.1%36.9%27.5%4.1%-0.3%-429.9K12.1M-107.7K0.467.903121449,43910,869
2019-10-22$46.59$50.0030.0%8.6%36.2%40.1%27.9%5.7%-1.1%-494.5K13.4M-105.9K5.939.103782,2439,54010,907
2019-10-23$46.91$50.0029.4%8.4%36.0%38.4%28.6%5.1%-1.1%-586.6K14.1M-115.7K2.429.58982379,58912,931
2019-10-24$46.84$50.0028.8%8.3%35.8%36.8%30.3%6.2%-0.7%-586.6K14.4M-111.3K1.886.085371,0099,57113,092
2019-10-25$47.28$50.0028.2%8.1%35.0%35.0%25.1%4.2%-0.4%-555.4K13.0M-117.7K0.254.28241619,68013,566
2019-10-28$47.10$50.0028.9%8.3%35.0%36.9%23.3%4.4%-0.8%-622.3K14.0M-115.0K0.155.42268409,79613,575
2019-10-29$47.25$50.0030.2%8.7%34.4%40.6%24.2%4.7%-1.6%-598.2K13.3M-117.7K1.146.161001149,71713,584
2019-10-30$46.61$50.0029.0%8.3%33.1%37.3%26.0%2.2%-1.2%-742.7K15.5M-112.4K5.4411.045252,8569,73713,647
2019-10-31$45.99$50.0027.4%7.9%33.3%32.8%27.0%5.8%0.1%-1.1M19.5M-126.5K0.885.8722219510,22415,941