TXT Options History — October 2021

In October 2021, TXT traded between $70.23 and $74.64. ATM implied volatility averaged 33.1%, placing in the 36.4% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 10.4% (HV 20d: 22.7%). Max pain ranged from $70.00 to $70.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 2.03.

Notable Days

  • 2021-10-27: Highest Volume — 5,498 contracts
  • 2021-10-28: Largest IV drop — 31.2% change
  • 2021-10-27: Highest IV Rank — 51.1%
  • 2021-10-27: Largest Expected Move — 11.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$72.60$70.23$74.64$71.13$73.74
Max Pain$70.00$70.00$70.00$70.00$70.00
ATM IV33.1%26.8%39.0%31.5%27.6%
Expected Move9.6%7.7%11.2%9.0%7.9%
HV 20d22.7%21.0%24.3%21.3%23.1%
HV 60d23.1%21.2%25.8%25.5%21.9%
IV Rank36.4%20.6%51.1%32.2%26.2%
IV Percentile43.3%11.5%76.6%35.3%15.9%
Term Structure-2.2%-6.7%2.0%2.0%0.5%
VWIV34.2%28.7%41.5%33.5%28.8%
Skew 25d6.1%-0.6%9.8%6.5%4.5%
Skew 10d13.9%6.3%25.0%14.7%11.3%
Call IV 25d31.2%27.7%37.4%28.7%27.7%
Put IV 25d37.4%32.2%41.8%35.2%32.2%
Bid-Ask Spread %73.2763.3985.7685.7678.24
Gamma HHI0.250.190.490.190.49
Net GEX605.5K132.0K1.9M370.1K1.9M
Net DEX-31.1M-41.6M-24.4M-27.7M-41.6M
Net VEX-75.4K-108.2K-62.4K-79.6K-108.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.030.1817.951.172.64
Total Volume7791395,4983671,071
Total OI11,581.6199,87016,41810,86716,418

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-10-01$71.13$70.0031.5%9.0%21.3%32.2%33.5%6.5%2.0%370.1K-27.7M-79.6K1.1785.761691987,2063,661
2021-10-04$70.23$70.0036.3%9.9%21.7%44.4%33.2%6.8%-1.7%332.0K-25.2M-77.9K0.2768.97282757,2383,734
2021-10-05$70.93$70.0032.3%10.0%21.3%34.3%34.3%6.0%-2.2%395.0K-28.3M-71.8K3.8765.66301167,2953,637
2021-10-06$71.69$70.0034.2%10.3%21.6%39.0%37.0%7.0%-2.7%411.9K-29.5M-72.3K0.7067.3689627,2643,633
2021-10-07$73.25$70.0027.2%9.1%22.8%21.5%31.3%6.2%-1.3%559.1K-34.2M-66.1K0.2066.10394807,2713,660
2021-10-08$72.00$70.0030.3%9.9%23.4%29.1%34.6%6.9%-0.9%441.6K-30.3M-71.9K17.9574.54407187,2963,652
2021-10-11$71.31$70.0038.7%10.3%23.7%50.3%35.0%7.4%-3.1%364.8K-28.6M-69.2K2.8763.39451297,4493,672
2021-10-12$70.99$70.0035.4%10.1%23.5%42.1%35.2%8.2%-2.6%132.0K-25.3M-75.3K0.4674.1098457,4494,348
2021-10-13$71.42$70.0038.2%10.9%23.5%49.1%33.6%7.8%-2.4%198.3K-27.5M-72.1K0.6775.331601077,5004,401
2021-10-14$72.98$70.0031.7%9.1%23.3%32.7%35.3%8.1%-1.2%559.7K-32.0M-69.0K0.5870.213852237,5104,384
2021-10-15$74.28$70.0030.3%8.7%23.3%29.3%31.2%7.6%-1.7%1.2M-36.6M-62.4K0.3771.223601347,5844,308
2021-10-18$73.17$70.0034.9%10.0%24.3%40.8%36.1%7.0%-5.7%486.8K-30.3M-64.7K1.2873.93981256,6943,176
2021-10-19$73.15$70.0031.4%9.0%24.0%32.0%34.0%8.5%-2.5%489.1K-29.8M-64.9K0.7674.3079606,7473,220
2021-10-20$74.28$70.0031.7%9.1%22.5%32.8%32.9%6.9%-2.6%520.9K-32.0M-66.7K0.8970.073272926,8523,300
2021-10-21$74.60$70.0033.1%9.5%21.5%36.4%33.1%4.8%-3.2%520.8K-32.9M-69.3K0.8974.822912596,9243,359
2021-10-22$74.64$70.0033.3%9.5%21.5%36.8%34.7%2.1%-2.1%703.6K-34.9M-78.3K0.6670.074532987,8513,416
2021-10-25$74.22$70.0036.5%10.5%21.0%44.9%36.2%-0.6%-3.5%667.5K-34.3M-74.0K0.9476.662322197,7663,498
2021-10-26$72.82$70.0034.1%9.8%22.2%38.8%41.5%9.8%-3.5%627.6K-30.6M-77.0K3.9080.313531,3787,7723,523
2021-10-27$71.20$70.0039.0%11.2%23.2%51.1%37.7%3.7%-6.7%401.8K-24.4M-87.0K0.1878.884,6568427,7714,657
2021-10-28$72.65$70.0026.8%7.7%23.0%20.6%28.7%3.8%0.1%1.5M-37.2M-105.7K1.4378.8157081710,9605,158
2021-10-29$73.74$70.0027.6%7.9%23.1%26.2%28.8%4.5%0.5%1.9M-41.6M-108.2K2.6478.2429477711,3105,108