TXT Options History — October 2020

In October 2020, TXT traded between $32.41 and $36.97. ATM implied volatility averaged 47.0%, placing in the 24.5% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded above realized volatility by 12.6% (HV 20d: 34.4%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 1.26.

Notable Days

  • 2020-10-26: Highest Volume — 1,081 contracts
  • 2020-10-13: Largest IV spike — 46.3% change
  • 2020-10-28: Highest IV Rank — 35.6%
  • 2020-10-28: Largest Expected Move — 16.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.43$32.41$36.97$34.90$35.50
Max Pain$35.45$35.00$40.00$40.00$35.00
ATM IV47.0%26.9%58.5%45.0%52.7%
Expected Move14.2%12.9%16.8%12.9%15.1%
HV 20d34.4%28.7%38.1%37.1%35.9%
HV 60d32.4%31.3%35.1%34.8%35.1%
IV Rank24.5%5.2%35.6%22.7%30.0%
IV Percentile52.5%21.0%71.8%51.2%59.5%
Term Structure-1.9%-7.1%6.5%6.5%-4.2%
VWIV49.9%45.9%58.8%50.8%52.1%
Skew 25d6.5%-7.9%15.1%-7.9%8.4%
Skew 10d9.7%-9.4%32.0%-9.4%17.0%
Call IV 25d47.2%42.7%56.6%44.6%50.5%
Put IV 25d53.7%36.7%62.6%36.7%58.9%
Bid-Ask Spread %72.3549.4698.0098.0080.82
Gamma HHI0.370.300.510.440.35
Net GEX-83.1K-135.6K-44.2K-97.8K-118.3K
Net DEX5.4M3.9M8.8M6.0M5.6M
Net VEX-48.1K-56.3K-41.9K-52.8K-48.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.260.067.510.500.36
Total Volume217.409341,081105177
Total OI10,251.7279,13611,30810,13611,308

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-10-01$34.90$40.0045.0%12.9%37.1%22.7%50.8%-7.9%6.5%-97.8K6.0M-52.8K0.5098.0070354,9655,171
2020-10-02$35.75$40.0045.9%13.2%36.1%23.5%45.9%15.1%6.1%-81.2K4.8M-56.3K0.2796.6959165,0165,194
2020-10-05$36.49$35.0048.9%14.7%37.1%26.4%51.7%7.3%-1.8%-67.3K4.2M-56.2K1.2962.591091415,0365,197
2020-10-06$35.85$35.0045.4%14.3%37.1%23.0%50.7%6.5%-0.8%-91.4K5.0M-53.9K0.9674.6097935,1255,275
2020-10-07$36.45$35.0043.9%14.3%37.5%21.6%46.9%6.8%-1.7%-86.0K4.6M-53.6K0.1167.498295,1285,247
2020-10-08$36.97$35.0043.8%14.1%38.0%21.5%48.9%6.2%-0.4%-73.9K4.0M-54.3K1.2174.701171425,1665,249
2020-10-09$36.84$35.0036.7%13.5%38.0%14.7%50.1%5.5%-1.0%-79.1K3.9M-52.4K0.3161.12135425,2015,137
2020-10-12$36.93$35.0026.9%13.5%37.4%5.2%47.1%5.8%-1.1%-49.1K3.9M-49.9K0.9276.9759545,1775,121
2020-10-13$36.06$35.0039.3%13.5%38.1%17.1%46.1%6.1%-1.1%-127.5K5.0M-48.3K0.1854.8965125,1705,151
2020-10-14$36.09$35.0048.2%13.8%37.6%25.7%48.5%6.5%-1.9%-132.9K4.9M-47.4K0.8962.1318165,1865,143
2020-10-15$36.39$35.0048.9%14.0%37.7%26.4%46.0%10.6%-2.0%-50.7K4.1M-49.5K1.0869.961261365,1995,136
2020-10-16$36.33$35.0047.4%13.6%35.6%24.9%48.1%5.6%-1.5%-45.8K4.7M-46.0K4.2766.5815645,2625,207
2020-10-19$35.45$35.0048.4%13.9%30.6%25.9%48.2%5.4%-3.0%-44.2K4.7M-44.6K2.9249.4626764,6334,503
2020-10-20$35.18$35.0048.0%13.8%30.7%25.5%46.9%6.5%-2.5%-53.4K5.2M-43.3K0.4270.0479334,6344,584
2020-10-21$34.62$35.0046.9%13.5%30.4%24.5%47.9%7.2%-1.4%-58.6K5.7M-41.9K0.2653.57198524,6524,604
2020-10-22$34.84$35.0047.3%13.6%30.4%24.9%47.0%7.8%-1.9%-45.9K5.3M-43.2K0.8180.8837304,7884,631
2020-10-23$35.22$35.0050.1%14.4%30.1%27.5%50.1%6.6%-4.5%-45.9K5.0M-43.5K1.7569.023135484,7964,627
2020-10-26$33.84$35.0054.1%15.5%28.7%31.4%57.1%6.8%-5.9%-79.1K6.7M-42.5K7.5178.511279545,0925,176
2020-10-27$33.12$35.0054.4%15.6%29.3%31.6%54.4%5.5%-7.1%-135.6K8.2M-43.2K0.0679.0314295,1595,998
2020-10-28$32.41$35.0058.5%16.8%29.2%35.6%58.8%5.9%-4.6%-133.7K8.8M-42.5K1.1982.9479945,1676,021
2020-10-29$34.19$35.0053.0%15.2%34.3%30.3%54.1%9.2%-5.2%-130.2K7.4M-44.4K0.4181.6869285,2286,078
2020-10-30$35.50$35.0052.7%15.1%35.9%30.0%52.1%8.4%-4.2%-118.3K5.6M-48.1K0.3680.82130475,2386,070