TXT Options History — June 2021

In June 2021, TXT traded between $64.14 and $70.37. ATM implied volatility averaged 27.2%, placing in the 9.8% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 3.2% (HV 20d: 24.0%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 0.26.

Notable Days

  • 2021-06-29: Highest Volume — 1,769 contracts
  • 2021-06-29: Largest IV spike — 19.8% change
  • 2021-06-29: Highest IV Rank — 23.5%
  • 2021-06-29: Largest Expected Move — 9.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$67.77$64.14$70.37$69.03$68.89
Max Pain$57.50$55.00$60.00$55.00$60.00
ATM IV27.2%23.8%31.6%27.0%27.3%
Expected Move7.9%7.2%9.0%7.7%7.8%
HV 20d24.0%17.4%27.5%27.3%25.4%
HV 60d24.3%23.3%26.2%26.1%23.7%
IV Rank9.8%3.0%23.5%8.9%12.8%
IV Percentile5.5%0.4%17.9%3.6%8.3%
Term Structure3.7%0.4%6.5%1.0%5.0%
VWIV29.5%23.6%36.9%27.7%28.8%
Skew 25d3.1%-0.6%4.4%2.7%2.1%
Skew 10d5.1%0.3%8.0%7.1%6.2%
Call IV 25d26.6%23.4%29.4%27.4%28.4%
Put IV 25d29.7%25.8%32.7%30.2%30.4%
Bid-Ask Spread %76.7950.6894.3475.1150.68
Gamma HHI0.380.270.510.420.51
Net GEX428.9K248.4K605.9K305.8K581.3K
Net DEX-26.2M-35.9M-16.8M-32.3M-21.7M
Net VEX-48.8K-55.8K-43.1K-43.8K-49.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.260.021.390.190.06
Total Volume596.818281,7693971,002
Total OI8,940.4556,80010,6019,4397,552

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-06-01$69.03$55.0027.0%7.7%27.3%8.9%27.7%2.7%1.0%305.8K-32.3M-43.8K0.1975.11335626,3903,049
2021-06-02$68.56$55.0026.0%7.5%27.4%7.1%27.8%3.5%1.8%298.5K-31.1M-46.5K0.3378.663581196,4053,090
2021-06-03$68.38$55.0023.8%8.1%27.5%3.0%28.9%1.1%4.0%279.3K-31.8M-48.4K0.0280.8812636,5293,189
2021-06-04$69.06$55.0028.1%7.8%26.6%11.1%31.1%4.2%4.9%344.0K-32.9M-47.0K1.3978.601532126,5373,191
2021-06-07$69.88$55.0027.8%8.0%26.5%10.4%28.5%3.6%3.2%371.5K-33.9M-46.6K0.2275.33315706,5143,392
2021-06-08$70.37$55.0027.6%8.2%26.5%10.1%36.1%4.1%3.4%401.2K-34.5M-43.1K0.0279.341,710266,4533,419
2021-06-09$69.26$55.0029.6%8.5%26.3%14.0%36.9%3.8%2.5%485.1K-35.9M-52.5K0.0574.291,169587,1713,430
2021-06-10$68.32$55.0027.7%7.9%22.2%10.3%32.2%3.9%3.5%536.6K-30.0M-55.0K0.0479.74851356,6703,454
2021-06-11$68.36$55.0026.0%7.5%17.4%7.1%31.2%2.3%5.1%572.3K-30.9M-52.0K0.0787.08285206,7713,460
2021-06-14$67.00$55.0028.5%8.2%18.4%11.9%29.8%4.4%3.9%477.6K-28.1M-52.5K0.1779.76406706,7713,457
2021-06-15$68.69$55.0025.4%7.3%20.4%6.0%31.8%3.3%4.4%605.9K-31.2M-51.4K0.4986.332391186,7453,511
2021-06-16$67.87$60.0027.2%7.8%19.1%9.4%29.2%3.1%3.7%546.4K-29.7M-50.8K0.2287.70116266,8123,614
2021-06-17$65.82$60.0027.9%8.0%21.9%10.6%29.2%2.5%0.4%248.4K-25.2M-52.0K0.3878.814701776,7923,631
2021-06-18$64.14$60.0030.0%8.6%23.1%14.6%30.4%2.9%1.0%539.1K-18.1M-55.8K0.2894.341,0432936,6883,708
2021-06-21$65.93$60.0026.8%7.7%25.3%8.5%28.1%4.0%4.2%401.7K-17.6M-47.0K0.2486.10319774,7152,101
2021-06-22$65.92$60.0026.0%7.5%24.7%7.1%27.7%4.0%5.3%398.3K-16.8M-47.8K0.3464.08183624,6622,138
2021-06-23$66.48$60.0026.0%7.5%24.8%7.1%28.6%4.0%5.0%396.1K-17.5M-49.1K0.8974.382662364,7132,183
2021-06-24$66.86$60.0026.7%7.7%24.7%8.5%24.7%3.7%4.2%424.1K-18.2M-48.2K0.0479.772714,7562,195
2021-06-25$67.39$60.0025.3%7.2%24.5%5.7%23.6%2.3%5.9%413.8K-19.1M-45.8K0.0862.35201174,7402,196
2021-06-28$67.08$60.0026.3%7.5%24.5%7.7%26.8%3.2%6.5%420.1K-18.7M-45.6K0.0962.909694,7732,191
2021-06-29$67.68$60.0031.6%9.0%24.6%23.5%29.2%-0.6%3.5%388.7K-19.9M-44.0K0.2073.171,4722974,7432,189
2021-06-30$68.89$60.0027.3%7.8%25.4%12.8%28.8%2.1%5.0%581.3K-21.7M-49.4K0.0650.68943595,2752,277