TXT Options History — April 2021

In April 2021, TXT traded between $56.70 and $64.19. ATM implied volatility averaged 33.6%, placing in the 17.6% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 9.7% (HV 20d: 23.9%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.60.

Notable Days

  • 2021-04-13: Highest Volume — 837 contracts
  • 2021-04-09: Largest IV spike — 69.7% change
  • 2021-04-13: Highest IV Rank — 30.7%
  • 2021-04-05: Largest Expected Move — 11.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$59.17$56.70$64.19$56.70$64.19
Max Pain$55.95$55.00$60.00$55.00$60.00
ATM IV33.6%22.2%42.8%34.1%26.9%
Expected Move10.1%7.7%11.6%9.8%7.7%
HV 20d23.9%15.6%33.9%33.9%16.7%
HV 60d34.8%29.5%37.6%37.6%29.7%
IV Rank17.6%0.0%30.7%10.3%8.8%
IV Percentile10.2%0.0%48.8%4.4%1.2%
Term Structure-1.5%-6.0%4.0%2.2%1.7%
VWIV35.9%27.8%39.9%35.1%28.6%
Skew 25d2.8%-1.3%6.2%3.7%3.4%
Skew 10d9.0%-2.7%20.9%-1.7%9.2%
Call IV 25d34.6%25.9%38.0%26.8%25.9%
Put IV 25d37.4%28.0%42.9%30.5%29.4%
Bid-Ask Spread %82.8273.5693.2287.2782.27
Gamma HHI0.410.280.560.380.28
Net GEX298.2K195.9K472.5K195.9K380.3K
Net DEX-14.0M-18.4M-11.4M-11.9M-18.4M
Net VEX-39.7K-44.5K-35.8K-44.5K-37.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.600.072.570.690.87
Total Volume222.14331837100452
Total OI6,3605,3347,0996,5766,311

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-04-01$56.70$55.0034.1%9.8%33.9%10.3%35.1%3.7%2.2%195.9K-11.9M-44.5K0.6987.2759413,9412,635
2021-04-05$57.46$55.0028.8%11.6%32.3%2.9%39.9%5.5%-2.5%222.0K-13.3M-42.1K0.6373.5619123,9572,627
2021-04-06$56.94$55.0026.1%10.6%32.6%0.0%38.2%4.4%-0.1%199.8K-12.4M-43.5K0.2075.73355723,9632,631
2021-04-07$57.06$55.0030.7%11.2%30.7%7.4%0.0%3.6%-2.4%251.8K-12.6M-41.8K0.6974.9332224,1062,637
2021-04-08$57.77$55.0022.2%10.2%29.5%0.0%36.2%3.3%-1.2%286.2K-13.7M-39.0K0.6377.61144914,0852,659
2021-04-09$58.05$55.0037.8%9.0%29.4%23.2%33.6%-1.3%4.0%265.3K-14.1M-39.6K0.2083.94137274,1422,673
2021-04-12$58.31$55.0032.9%10.1%26.5%16.0%35.6%4.0%-2.5%336.4K-14.6M-38.6K0.1181.76185204,1892,698
2021-04-13$57.94$55.0042.8%10.5%26.7%30.7%36.3%2.2%-2.8%376.5K-14.4M-40.3K0.6082.485243134,2982,721
2021-04-14$58.68$55.0034.6%9.9%25.5%19.7%34.3%2.2%-0.9%472.5K-15.4M-39.7K0.3788.5795354,3762,722
2021-04-15$58.00$55.0033.8%9.7%25.2%18.5%33.8%2.6%-1.1%349.6K-14.6M-39.1K0.2287.6596214,3772,722
2021-04-16$58.60$55.0037.4%10.7%25.3%24.9%38.8%0.8%-6.0%256.8K-15.2M-36.9K1.3793.2249674,3682,726
2021-04-19$58.88$55.0036.4%10.4%25.2%23.2%36.2%3.0%-3.0%253.3K-11.5M-38.4K0.1984.64264503,3641,970
2021-04-20$58.11$55.0037.0%10.6%24.4%24.3%37.2%4.3%-2.7%269.7K-11.4M-40.0K0.5586.47115633,5681,995
2021-04-21$59.27$55.0036.1%10.4%17.4%22.8%37.9%3.5%-3.0%286.3K-12.5M-40.3K0.0785.89162113,6542,034
2021-04-22$59.17$55.0035.7%10.2%17.4%22.7%38.8%3.5%-1.3%296.7K-12.7M-39.6K2.5788.9137953,7452,034
2021-04-23$60.41$55.0036.9%10.6%17.1%26.0%37.2%6.2%-3.2%299.2K-13.7M-40.0K0.2187.8976163,7502,118
2021-04-26$60.99$55.0036.1%10.3%17.1%24.5%38.2%1.3%-1.2%306.3K-14.3M-38.7K0.7273.86112813,7502,126
2021-04-27$61.18$60.0036.2%10.4%16.8%26.4%38.0%2.0%-1.9%307.4K-14.5M-39.5K1.3576.2623313,7662,170
2021-04-28$61.75$60.0036.4%10.4%15.6%26.7%36.6%1.7%-2.9%307.7K-15.0M-37.6K0.2288.73140313,7602,185
2021-04-29$63.16$60.0027.5%7.9%16.4%9.9%27.8%0.0%-0.3%343.2K-16.9M-35.8K0.1977.56412783,8112,196
2021-04-30$64.19$60.0026.9%7.7%16.7%8.8%28.6%3.4%1.7%380.3K-18.4M-37.7K0.8782.272422104,0732,238