TXT Options History — July 2021

In July 2021, TXT traded between $63.33 and $69.38. ATM implied volatility averaged 31.6%, placing in the 25.1% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 2.5% (HV 20d: 29.0%). Max pain ranged from $55.00 to $65.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.63.

Notable Days

  • 2021-07-09: Highest Volume — 1,470 contracts
  • 2021-07-29: Largest IV drop — 27.3% change
  • 2021-07-27: Highest IV Rank — 42.8%
  • 2021-07-27: Largest Expected Move — 10.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$67.67$63.33$69.38$69.17$68.88
Max Pain$57.38$55.00$65.00$60.00$55.00
ATM IV31.6%25.1%37.7%26.4%26.4%
Expected Move9.4%7.2%10.8%7.6%7.6%
HV 20d29.0%23.3%33.1%25.4%32.6%
HV 60d26.4%23.6%28.9%23.7%28.2%
IV Rank25.1%7.3%42.8%10.5%11.5%
IV Percentile20.4%0.8%47.2%5.6%7.1%
Term Structure-1.1%-4.7%6.1%5.9%1.6%
VWIV33.4%25.9%38.5%27.1%28.6%
Skew 25d4.7%2.4%6.9%2.4%3.1%
Skew 10d10.5%-0.6%17.2%-0.6%8.1%
Call IV 25d31.7%25.3%37.9%27.2%26.5%
Put IV 25d36.4%27.9%40.5%29.7%29.6%
Bid-Ask Spread %55.4038.8571.7038.8559.72
Gamma HHI0.380.280.580.480.36
Net GEX585.6K453.2K721.8K721.8K705.9K
Net DEX-20.7M-24.0M-12.8M-23.2M-21.5M
Net VEX-47.3K-50.6K-43.6K-50.6K-43.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.630.063.080.062.89
Total Volume391.5241111,470374175
Total OI8,184.9527,1469,8238,1128,026

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-07-01$69.17$60.0026.4%7.6%25.4%10.5%27.1%2.4%5.9%721.8K-23.2M-50.6K0.0638.85352225,8432,269
2021-07-02$69.06$60.0025.3%7.2%25.1%7.6%25.9%2.5%6.1%716.0K-23.0M-47.7K0.1155.28516595,7482,270
2021-07-06$67.43$65.0030.7%9.9%26.1%21.4%35.8%5.1%-1.7%596.5K-18.8M-47.5K0.3747.17202755,6122,303
2021-07-07$67.88$65.0025.1%9.4%26.1%7.3%34.8%5.0%-1.4%603.1K-19.8M-44.7K1.2055.9676915,6492,377
2021-07-08$66.24$65.0031.7%10.3%26.9%23.9%34.0%5.3%-2.6%476.3K-16.1M-46.0K0.6656.5790595,6172,463
2021-07-09$67.73$65.0026.2%9.2%27.8%9.9%32.0%6.3%-1.0%550.1K-18.9M-43.6K0.0857.591,3591115,6112,494
2021-07-12$67.81$55.0032.2%9.3%27.8%25.1%37.6%6.4%-1.2%677.7K-24.0M-48.2K0.0953.83734636,5792,546
2021-07-13$66.92$55.0032.5%9.8%27.3%25.9%33.2%4.9%-1.4%574.2K-23.7M-48.5K0.6356.253762366,8732,604
2021-07-14$66.48$55.0034.3%9.8%25.7%32.8%34.7%5.3%-2.1%453.2K-22.6M-48.3K0.7562.092882176,8432,783
2021-07-15$66.82$55.0033.8%9.7%25.5%31.3%34.0%4.7%-1.2%479.6K-23.7M-48.2K0.2751.17320856,8632,960
2021-07-16$66.12$55.0033.4%9.6%23.3%30.4%33.4%4.6%-1.1%522.8K-22.1M-48.1K0.2252.35345766,7772,975
2021-07-19$63.33$55.0034.4%9.9%26.4%33.6%36.6%6.9%-1.3%486.9K-12.8M-47.9K0.1757.58288494,8482,298
2021-07-20$67.10$55.0035.9%10.3%32.3%37.6%34.8%4.9%-2.4%508.7K-18.2M-49.4K0.1565.72372554,8562,326
2021-07-21$68.60$55.0033.9%9.7%33.1%32.1%34.5%5.6%-3.3%567.9K-20.4M-49.3K0.2154.52140295,0312,350
2021-07-22$68.23$55.0033.5%9.6%33.1%31.0%34.6%5.7%-2.6%560.2K-20.2M-48.1K0.3261.2584275,0712,355
2021-07-23$68.04$55.0034.4%9.9%33.1%33.6%34.6%4.5%-2.4%594.9K-19.8M-49.4K3.0858.09852625,1452,366
2021-07-26$67.98$55.0034.1%9.8%33.0%32.7%35.4%4.5%-3.3%605.0K-19.8M-47.1K0.5249.37170885,1452,360
2021-07-27$68.51$55.0037.7%10.8%33.1%42.8%38.5%2.6%-4.7%576.7K-21.0M-45.7K0.5450.611871015,1662,588
2021-07-28$69.27$55.0035.4%10.1%33.1%36.3%35.5%3.8%-3.4%618.4K-22.2M-46.3K0.2247.77116265,2992,625
2021-07-29$69.38$55.0025.7%7.4%32.6%9.6%25.9%4.5%1.1%700.9K-22.3M-45.0K0.7171.70126905,3152,655
2021-07-30$68.88$55.0026.4%7.6%32.6%11.5%28.6%3.1%1.6%705.9K-21.5M-43.6K2.8959.72451305,3482,678