TXT Options History — August 2021

In August 2021, TXT traded between $69.86 and $74.38. ATM implied volatility averaged 28.4%, placing in the 17.0% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 1.9% (HV 20d: 26.5%). Max pain ranged from $55.00 to $65.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 0.31.

Notable Days

  • 2021-08-06: Highest Volume — 3,805 contracts
  • 2021-08-26: Largest IV spike — 20.9% change
  • 2021-08-19: Highest IV Rank — 28.4%
  • 2021-08-19: Largest Expected Move — 9.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$72.24$69.86$74.38$69.88$72.78
Max Pain$63.64$55.00$65.00$55.00$65.00
ATM IV28.4%24.9%32.6%29.4%24.9%
Expected Move8.2%7.1%9.3%8.4%7.1%
HV 20d26.5%18.5%33.3%33.0%22.8%
HV 60d26.7%25.5%28.4%28.0%27.2%
IV Rank17.0%7.3%28.4%19.7%7.3%
IV Percentile15.4%0.8%28.2%16.7%0.8%
Term Structure2.5%0.0%4.1%1.1%3.4%
VWIV29.8%25.7%34.3%29.5%25.7%
Skew 25d3.8%2.7%5.5%2.7%2.9%
Skew 10d9.0%5.1%14.3%10.3%7.0%
Call IV 25d27.6%25.3%31.7%29.3%25.4%
Put IV 25d31.4%28.3%35.3%31.9%28.3%
Bid-Ask Spread %69.1555.3280.4855.3277.21
Gamma HHI0.370.330.520.370.38
Net GEX1.2M685.0K1.7M715.0K1.1M
Net DEX-33.2M-44.8M-23.4M-23.4M-34.5M
Net VEX-56.5K-67.2K-40.6K-44.7K-52.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.310.020.840.120.11
Total Volume581.51703,805960951
Total OI10,163.9098,06511,7738,06510,221

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-08-02$69.88$55.0029.4%8.4%33.0%19.7%29.5%2.7%1.1%715.0K-23.4M-44.7K0.1255.328581025,3832,682
2021-08-03$71.55$55.0028.9%8.3%32.7%18.3%29.0%4.0%0.7%685.0K-26.5M-40.6K0.4570.51180815,3732,787
2021-08-04$70.48$55.0028.6%8.2%33.3%17.4%28.9%3.1%1.2%716.2K-24.1M-47.6K0.4564.15191865,5252,848
2021-08-05$71.73$65.0028.2%8.5%32.2%16.4%30.0%4.0%2.4%780.9K-26.6M-47.3K0.1763.00249435,7522,864
2021-08-06$72.56$65.0025.1%7.8%31.6%7.9%30.4%3.4%3.2%808.9K-28.6M-44.4K0.0263.073,739665,8022,907
2021-08-09$72.32$65.0029.9%8.9%31.7%21.2%32.6%4.0%2.5%865.6K-28.0M-45.8K0.2061.071,1822375,8942,919
2021-08-10$73.18$65.0026.9%8.2%31.2%12.8%31.9%3.5%3.8%1.3M-37.4M-58.7K0.0861.63422337,4592,967
2021-08-11$74.26$65.0027.8%8.0%31.1%15.3%29.4%4.0%4.1%1.4M-43.9M-62.1K0.5467.423221758,1853,060
2021-08-12$74.38$65.0028.1%8.0%31.1%16.0%29.9%3.9%3.8%1.5M-44.8M-62.8K0.5165.731991018,3323,083
2021-08-13$73.79$65.0027.3%7.8%31.0%13.9%30.5%3.6%4.1%1.5M-42.1M-67.2K0.2362.58210498,2623,228
2021-08-16$73.51$65.0028.2%8.1%25.4%16.6%30.0%3.5%3.6%1.5M-41.5M-61.5K0.8464.352221868,2443,263
2021-08-17$71.85$65.0030.7%8.8%19.7%23.4%31.8%4.1%3.2%1.4M-35.9M-66.4K0.1870.27278518,2503,306
2021-08-18$71.67$65.0030.3%8.7%18.5%22.4%30.9%4.2%3.4%1.4M-35.7M-62.9K0.5373.72156838,2693,324
2021-08-19$69.86$65.0032.6%9.3%20.9%28.4%34.3%3.6%0.7%1.5M-29.6M-66.0K0.2275.78370828,2603,357
2021-08-20$70.88$65.0029.8%8.6%21.3%21.0%31.5%5.5%2.5%1.7M-33.7M-63.4K0.2370.63379898,3503,423
2021-08-23$71.60$65.0028.7%8.2%21.5%17.8%27.7%4.3%2.1%1.1M-29.2M-61.8K0.1270.39198246,7552,941
2021-08-24$72.56$65.0026.6%7.6%21.7%12.1%28.4%3.9%1.1%1.1M-32.3M-58.2K0.3370.01261876,8892,985
2021-08-25$73.36$65.0025.6%7.3%21.7%9.2%26.4%4.2%2.9%1.0M-34.6M-58.8K0.1577.02258396,9822,988
2021-08-26$71.82$65.0030.9%8.9%23.4%23.9%31.9%4.3%0.0%1.2M-31.1M-60.4K0.6580.48105687,0942,993
2021-08-27$73.08$65.0028.7%8.2%23.7%17.8%28.4%3.0%2.8%1.2M-35.1M-56.5K0.5679.35135767,2083,014
2021-08-30$72.10$65.0027.6%7.9%24.0%14.7%26.8%3.9%2.2%1.2M-32.6M-52.8K0.1377.69151197,1033,075
2021-08-31$72.78$65.0024.9%7.1%22.8%7.3%25.7%2.9%3.4%1.1M-34.5M-52.2K0.1177.21857947,0913,130