TXT Options History — June 2022

In June 2022, TXT traded between $57.91 and $68.70. ATM implied volatility averaged 34.4%, placing in the 49.4% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded below realized volatility by 5.8% (HV 20d: 40.3%). Max pain ranged from $60.00 to $65.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 1.21.

Notable Days

  • 2022-06-16: Highest Volume — 1,771 contracts
  • 2022-06-24: Largest IV spike — 21.4% change
  • 2022-06-16: Highest IV Rank — 62.5%
  • 2022-06-16: Largest Expected Move — 11.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$62.43$57.91$68.70$65.84$60.90
Max Pain$63.10$60.00$65.00$65.00$60.00
ATM IV34.4%28.3%38.6%31.9%35.1%
Expected Move9.8%8.1%11.1%9.2%10.1%
HV 20d40.3%31.3%44.9%42.8%42.8%
HV 60d38.9%35.9%41.4%36.8%41.3%
IV Rank49.4%30.2%62.5%41.5%51.3%
IV Percentile67.7%19.4%92.5%51.2%73.0%
Term Structure1.7%-5.5%6.6%-0.6%4.1%
VWIV35.3%22.1%40.5%22.1%35.1%
Skew 25d6.0%0.7%10.4%7.7%3.6%
Skew 10d11.7%1.5%25.9%12.5%12.9%
Call IV 25d32.4%27.4%38.6%29.4%36.4%
Put IV 25d38.4%29.2%44.9%37.2%40.0%
Bid-Ask Spread %82.0170.3592.2790.0678.18
Gamma HHI0.310.240.420.280.26
Net GEX-423.5K-838.9K-248.6K-382.5K-265.3K
Net DEX16.5M6.1M26.4M11.2M17.6M
Net VEX-116.4K-126.8K-100.1K-124.1K-125.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.210.184.610.914.61
Total Volume873.6673951,771753639
Total OI11,506.2389,38213,63011,71011,141

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$65.84$65.0031.9%9.2%42.8%41.5%22.1%7.7%-0.6%-382.5K11.2M-124.1K0.9190.063943594,7416,969
2022-06-02$66.48$65.0033.8%9.1%40.5%47.3%32.1%0.7%2.4%-369.4K10.3M-123.1K0.9777.164144024,7446,975
2022-06-03$66.42$65.0034.0%9.2%38.5%48.0%37.9%6.3%0.9%-353.5K10.3M-123.2K0.6775.834603074,7877,018
2022-06-06$67.33$65.0034.3%9.3%38.7%48.9%37.1%6.3%1.4%-323.0K8.7M-123.0K0.8770.354033494,8197,020
2022-06-07$68.70$65.0032.4%8.5%31.7%43.0%35.8%8.1%2.1%-293.4K6.1M-122.9K0.7981.203873044,8217,069
2022-06-08$68.08$65.0029.9%8.6%31.9%35.3%40.5%8.7%1.9%-273.1K7.1M-123.1K0.5982.835233064,8287,065
2022-06-09$66.97$65.0033.4%9.6%31.3%46.0%34.9%1.5%1.2%-297.1K8.8M-121.0K0.5685.505252944,8097,067
2022-06-10$63.33$65.0032.6%9.4%37.1%43.7%38.4%5.5%2.0%-468.0K15.4M-114.0K2.0981.884951,0334,8497,071
2022-06-13$59.84$65.0038.1%10.9%40.7%60.8%39.1%6.6%-0.3%-779.3K23.4M-110.1K0.7276.185093644,8607,532
2022-06-14$60.10$65.0038.5%11.0%40.7%62.0%39.7%6.5%0.2%-838.9K23.5M-112.1K0.4580.595312414,9117,681
2022-06-15$61.49$65.0033.7%9.7%39.1%47.0%33.1%4.3%-5.5%-825.0K21.4M-113.7K0.1887.931,4422624,8917,675
2022-06-16$57.91$65.0038.6%11.1%43.5%62.5%39.4%6.3%0.3%-693.5K26.2M-106.3K0.2484.821,4253465,8947,689
2022-06-17$58.94$65.0037.2%10.7%44.2%57.9%37.9%7.8%0.3%-359.9K26.4M-109.0K0.7177.334303075,9037,727
2022-06-21$59.69$60.0034.8%10.0%44.2%50.6%34.2%5.4%2.5%-386.3K18.6M-106.7K0.9190.373172893,0296,353
2022-06-22$59.14$60.0035.4%10.1%42.4%52.3%31.8%8.9%3.7%-383.2K18.7M-103.4K2.4589.181463573,1966,284
2022-06-23$58.20$60.0028.3%8.1%42.6%30.2%28.8%10.4%6.6%-443.5K20.6M-100.1K0.8492.272151803,2576,392
2022-06-24$60.44$60.0034.4%9.9%44.9%49.1%35.0%6.0%3.0%-304.6K17.1M-110.8K1.1182.086517223,3016,401
2022-06-27$60.85$60.0035.5%10.2%43.4%52.6%35.4%5.9%2.8%-277.2K17.5M-125.3K1.4378.872894143,8246,980
2022-06-28$60.29$60.0036.1%10.4%42.7%54.6%38.0%3.5%3.4%-248.6K17.7M-126.8K1.5885.122834464,0096,995
2022-06-29$60.00$60.0035.4%10.1%42.6%52.3%35.7%5.8%3.7%-327.6K19.0M-120.2K2.7974.501554324,0487,006
2022-06-30$60.90$60.0035.1%10.1%42.8%51.3%35.1%3.6%4.1%-265.3K17.6M-125.7K4.6178.181145254,0727,069