TXT Options History — January 2022

In January 2022, TXT traded between $66.23 and $78.40. ATM implied volatility averaged 35.0%, placing in the 51.0% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 9.8% (HV 20d: 25.2%). Max pain ranged from $70.00 to $75.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.99.

Notable Days

  • 2022-01-25: Highest Volume — 5,230 contracts
  • 2022-01-10: Largest IV spike — 30.9% change
  • 2022-01-24: Highest IV Rank — 80.6%
  • 2022-01-24: Largest Expected Move — 12.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$73.97$66.23$78.40$76.17$67.75
Max Pain$74.00$70.00$75.00$70.00$75.00
ATM IV35.0%26.3%44.4%29.8%33.3%
Expected Move10.2%7.7%12.7%8.5%9.5%
HV 20d25.2%20.9%30.3%26.2%30.3%
HV 60d26.3%25.5%28.2%25.6%28.0%
IV Rank51.0%23.8%80.6%34.8%45.7%
IV Percentile65.8%9.1%97.2%35.3%59.1%
Term Structure-1.0%-6.7%5.4%4.5%-0.9%
VWIV35.7%27.4%42.8%30.7%42.2%
Skew 25d7.1%1.9%15.5%3.8%6.5%
Skew 10d16.2%9.5%38.3%12.9%13.5%
Call IV 25d32.6%23.6%40.3%27.1%32.9%
Put IV 25d39.7%27.0%49.8%31.0%39.4%
Bid-Ask Spread %74.3261.7791.6286.6974.37
Gamma HHI0.260.210.360.230.26
Net GEX572.4K142.2K1.0M537.6K648.1K
Net DEX-17.6M-25.6M-4.3M-22.5M-6.7M
Net VEX-74.0K-111.6K-63.8K-66.3K-78.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.990.163.500.370.49
Total Volume1,0803905,230532773
Total OI9,100.27,49412,5137,74112,513

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-01-03$76.17$70.0029.8%8.5%26.2%34.8%30.7%3.8%4.5%537.6K-22.5M-66.3K0.3786.693871455,4452,296
2022-01-04$77.60$70.0026.8%7.7%25.2%25.6%27.4%3.3%5.4%655.6K-25.0M-67.6K0.6591.622371535,5322,328
2022-01-05$76.36$70.0032.2%9.2%25.5%42.3%27.6%6.0%3.0%583.6K-22.8M-67.9K1.3389.352503335,5272,354
2022-01-06$76.78$75.0033.5%9.9%25.5%46.3%32.9%6.5%-1.0%594.0K-22.5M-72.0K1.0563.012432565,5642,404
2022-01-07$78.40$75.0026.3%9.2%26.2%23.8%34.1%6.6%0.3%643.5K-25.6M-67.4K0.7266.042842055,5602,485
2022-01-10$76.37$75.0034.4%9.9%28.0%49.1%34.0%6.7%-1.2%569.3K-21.6M-68.8K0.6561.773182085,5472,522
2022-01-11$76.31$75.0027.6%9.7%26.0%27.9%30.4%5.8%-1.2%648.8K-21.6M-67.9K0.4864.743301595,6222,561
2022-01-12$77.00$70.0033.5%9.6%26.1%46.4%34.5%5.8%0.1%715.9K-23.3M-67.5K0.7971.373252585,6732,565
2022-01-13$76.89$75.0034.3%9.8%25.4%48.8%33.6%5.4%-0.2%701.9K-22.8M-71.6K0.7267.443542545,7702,691
2022-01-14$76.52$75.0034.4%9.9%25.5%49.3%34.5%1.9%-2.0%627.8K-23.9M-63.8K1.6272.887241,1705,8052,746
2022-01-18$75.04$75.0037.0%10.6%26.3%57.3%36.3%10.0%-3.1%517.1K-17.5M-74.7K1.4972.224476685,9533,021
2022-01-19$75.18$75.0035.8%10.3%23.7%53.5%38.4%15.5%-1.8%586.5K-18.7M-70.6K0.5571.483702035,9803,023
2022-01-20$73.65$75.0036.7%10.5%20.9%56.5%34.8%7.6%-3.0%502.4K-14.1M-71.3K0.6676.493742486,0173,109
2022-01-21$71.87$75.0038.1%10.9%22.5%60.7%39.4%7.5%0.3%197.6K-10.0M-75.3K3.5075.493741,3106,0323,213
2022-01-24$71.63$75.0044.4%12.7%21.8%80.6%42.8%9.5%-6.7%142.2K-9.9M-76.5K2.5875.244731,2194,9182,954
2022-01-25$71.38$75.0044.1%12.7%21.2%79.7%37.7%8.5%-4.8%267.5K-10.6M-73.7K0.1676.284,5167144,9942,500
2022-01-26$71.24$75.0039.5%11.3%20.9%65.2%42.5%9.1%-0.2%1.0M-19.2M-111.6K0.7478.981,0327679,2862,584
2022-01-27$67.13$75.0040.9%11.7%28.5%69.5%40.2%10.1%-5.2%751.6K-8.7M-91.9K0.6781.403842569,7592,658
2022-01-28$66.23$75.0037.0%10.6%28.4%57.3%40.2%6.8%-2.6%550.9K-4.3M-76.2K0.4769.575972829,7872,706
2022-01-31$67.75$75.0033.3%9.5%30.3%45.7%42.2%6.5%-0.9%648.1K-6.7M-78.0K0.4974.375192549,7922,721