TXT Options History — April 2022

In April 2022, TXT traded between $66.79 and $72.82. ATM implied volatility averaged 35.0%, placing in the 51.1% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 8.4% (HV 20d: 26.6%). Max pain ranged from $65.00 to $70.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.36.

Notable Days

  • 2022-04-28: Highest Volume — 4,377 contracts
  • 2022-04-13: Largest IV drop — 33.1% change
  • 2022-04-12: Highest IV Rank — 96.9%
  • 2022-04-27: Largest Expected Move — 12.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$69.45$66.79$72.82$72.82$69.22
Max Pain$65.50$65.00$70.00$70.00$65.00
ATM IV35.0%26.0%49.6%26.2%33.8%
Expected Move10.1%9.0%12.5%9.0%9.7%
HV 20d26.6%20.9%41.0%29.9%41.0%
HV 60d32.5%31.0%35.4%32.4%35.4%
IV Rank51.1%22.9%96.9%23.7%47.5%
IV Percentile69.4%6.3%99.6%9.1%73.0%
Term Structure-1.7%-5.7%4.4%4.4%0.1%
VWIV35.8%32.2%44.6%32.2%34.1%
Skew 25d6.5%2.8%10.9%2.8%5.7%
Skew 10d13.3%-1.5%26.9%6.7%21.6%
Call IV 25d32.9%27.0%39.3%27.0%33.1%
Put IV 25d39.4%29.8%47.5%29.8%38.9%
Bid-Ask Spread %78.4768.5786.2182.6485.23
Gamma HHI0.290.160.400.300.21
Net GEX526.9K297.0K837.7K636.6K297.0K
Net DEX-6.4M-13.7M1.6M-9.7M1.6M
Net VEX-104.0K-143.0K-90.4K-102.3K-143.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.360.062.240.340.59
Total Volume1,222.256314,377659930
Total OI10,552.759,65312,4749,65312,474

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-04-01$72.82$70.0026.2%9.0%29.9%23.7%32.2%2.8%4.4%636.6K-9.7M-102.3K0.3482.644911685,6913,962
2022-04-04$72.45$70.0026.0%9.7%26.7%22.9%35.9%6.5%-0.6%523.3K-8.6M-97.2K0.0776.622,1341455,6973,961
2022-04-05$71.13$65.0030.3%9.6%27.7%36.3%35.6%4.4%-1.4%598.3K-8.9M-106.3K0.1669.941,0431666,4963,964
2022-04-06$70.40$65.0033.4%9.8%24.6%46.1%36.2%6.8%-2.1%559.9K-8.3M-107.1K0.2783.606061646,8543,966
2022-04-07$70.34$65.0032.6%9.7%23.9%43.8%36.2%7.2%-0.8%517.9K-7.9M-106.0K0.2968.575381586,9293,944
2022-04-08$68.55$65.0029.5%9.8%25.7%34.1%35.1%5.8%-1.9%307.6K-4.6M-101.4K0.2577.256031516,9313,944
2022-04-11$67.79$65.0038.0%9.5%25.9%60.5%33.2%4.4%-0.9%356.5K-3.5M-98.7K0.0673.052,4691476,9553,940
2022-04-12$67.54$65.0049.6%9.5%23.1%96.9%34.2%6.6%-0.3%486.7K-5.6M-104.6K0.2775.755581487,0973,911
2022-04-13$69.18$65.0033.2%9.5%24.0%45.5%32.5%8.8%-0.3%488.9K-8.9M-104.6K0.1480.771,1051527,1273,912
2022-04-14$68.81$65.0033.5%9.6%21.2%46.4%34.1%6.1%-2.0%593.6K-8.6M-106.3K0.2875.548492427,3793,916
2022-04-18$68.17$65.0035.0%10.0%20.9%51.1%34.6%6.4%-3.6%666.8K-6.5M-107.8K0.2582.226811686,6113,739
2022-04-19$70.08$65.0033.6%9.6%23.7%46.7%38.6%6.5%-0.8%595.5K-9.2M-103.9K0.3079.875061536,7643,770
2022-04-20$71.37$65.0033.9%9.7%24.6%47.7%33.9%4.5%-3.0%837.7K-13.7M-110.4K0.2175.465791226,7723,775
2022-04-21$68.92$65.0035.4%10.2%26.6%52.5%35.3%5.8%-2.9%687.2K-7.7M-102.2K0.1580.598541316,8243,778
2022-04-22$68.29$65.0037.5%10.7%26.2%58.8%38.8%10.7%-4.4%520.0K-5.1M-100.9K0.1885.249651726,3553,780
2022-04-25$68.23$65.0039.1%11.2%26.0%63.8%38.8%6.1%-5.7%423.3K-2.7M-94.6K0.2582.176791676,0193,805
2022-04-26$66.79$65.0042.3%12.1%26.7%74.0%39.6%7.6%-3.7%377.7K-60.1K-93.9K0.4070.664511805,8873,806
2022-04-27$66.85$65.0043.4%12.5%25.6%77.5%44.6%6.8%-5.3%324.7K592.5K-90.4K0.5078.038634305,8763,812
2022-04-28$72.09$65.0033.4%9.6%38.7%46.2%33.5%10.9%1.0%738.9K-11.0M-98.6K2.2486.211,3523,0256,4494,183
2022-04-29$69.22$65.0033.8%9.7%41.0%47.5%34.1%5.7%0.1%297.0K1.6M-143.0K0.5985.235863445,8576,617