TXT Options History — July 2022

In July 2022, TXT traded between $58.99 and $65.86. ATM implied volatility averaged 38.4%, placing in the 60.3% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 4.1% (HV 20d: 34.3%). Max pain ranged from $60.00 to $60.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.87.

Notable Days

  • 2022-07-15: Highest Volume — 3,832 contracts
  • 2022-07-05: Largest IV spike — 39.2% change
  • 2022-07-12: Highest IV Rank — 100.0%
  • 2022-07-12: Largest Expected Move — 11.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$62.11$58.99$65.86$61.05$65.86
Max Pain$60.00$60.00$60.00$60.00$60.00
ATM IV38.4%29.3%51.9%34.6%29.3%
Expected Move10.7%8.4%11.9%9.9%8.4%
HV 20d34.3%25.3%43.4%42.6%29.0%
HV 60d40.9%38.2%42.0%41.1%38.5%
IV Rank60.3%31.9%100.0%49.8%31.9%
IV Percentile81.2%22.2%100.0%70.6%22.2%
Term Structure-1.5%-5.2%5.5%3.7%0.8%
VWIV37.4%26.6%42.0%34.3%30.3%
Skew 25d7.4%0.7%15.1%6.3%5.1%
Skew 10d13.9%6.8%24.9%11.1%11.3%
Call IV 25d34.8%28.2%42.8%31.8%28.2%
Put IV 25d42.1%33.2%46.7%38.1%33.2%
Bid-Ask Spread %74.7863.1381.7477.4579.90
Gamma HHI0.320.250.420.250.29
Net GEX-117.7K-534.7K173.8K-251.6K139.7K
Net DEX8.7M-7.3M22.0M17.1M-7.3M
Net VEX-140.0K-160.1K-110.7K-129.1K-153.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.870.053.463.460.67
Total Volume1,073.84153,832687972
Total OI13,008.0511,26715,31211,26714,515

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-07-01$61.05$60.0034.6%9.9%42.6%49.8%34.3%6.3%3.7%-251.6K17.1M-129.1K3.4677.451545334,0957,172
2022-07-05$59.42$60.0048.1%11.4%43.3%92.1%39.8%10.5%-2.0%-377.9K20.6M-113.5K2.9765.251594724,1527,186
2022-07-06$60.34$60.0040.2%11.1%43.4%67.3%38.3%8.6%-0.6%-345.9K18.8M-123.0K1.9074.991432724,1687,414
2022-07-07$61.50$60.0035.2%9.5%43.3%51.8%36.7%4.6%5.5%-193.6K16.8M-126.5K1.1676.802442844,1907,441
2022-07-08$60.98$60.0036.9%10.7%43.3%57.0%26.6%8.1%0.2%-231.6K18.2M-124.8K1.1865.582382824,2777,462
2022-07-11$60.48$60.0039.1%11.6%43.2%63.8%41.6%6.4%-1.9%-396.8K18.9M-121.4K1.2074.772583094,2857,463
2022-07-12$60.79$60.0051.9%11.9%38.9%100.0%40.9%6.7%-3.2%-335.3K18.5M-123.3K0.7763.134103164,3297,488
2022-07-13$60.09$60.0039.9%11.5%33.4%64.1%39.5%8.0%-4.6%-432.0K19.9M-117.3K0.9271.733072814,4127,519
2022-07-14$58.99$60.0040.0%11.5%34.0%64.1%39.9%15.1%-2.1%-534.7K22.0M-110.7K0.0576.603,6021864,4197,534
2022-07-15$60.01$60.0037.6%10.8%33.5%56.9%37.1%5.4%-0.9%17.0K9.5M-150.6K0.0680.063,6302027,7817,531
2022-07-18$59.91$60.0039.0%11.2%25.3%61.2%38.6%6.7%-3.3%49.6K9.4M-146.9K0.2680.705591466,5247,097
2022-07-19$63.23$60.0039.3%11.3%31.0%62.2%39.7%8.8%2.3%1.7K1.4M-158.4K0.3977.146252416,5537,105
2022-07-20$64.02$60.0038.2%10.9%31.0%58.7%37.8%9.2%-4.4%29.2K-446.8K-157.1K0.3275.826932246,5787,169
2022-07-21$64.20$60.0036.1%10.3%30.6%52.4%36.8%8.8%-3.2%29.1K-904.2K-160.1K0.3275.936952246,7507,175
2022-07-22$63.75$60.0036.8%10.6%30.0%54.7%39.1%9.6%-2.3%66.9K-5.6K-159.5K0.3471.136982406,7757,179
2022-07-25$64.02$60.0038.9%11.2%27.3%61.0%42.0%7.4%-4.2%79.7K-975.6K-157.7K0.3873.916302426,7787,189
2022-07-26$63.77$60.0039.2%11.2%27.4%62.0%40.9%0.7%-3.2%62.1K-42.0K-156.2K0.3475.906472206,7907,199
2022-07-27$65.29$60.0038.6%11.1%28.0%59.9%37.7%8.9%-5.2%96.5K-4.6M-158.0K0.2281.741,0372266,8107,221
2022-07-28$64.44$60.0030.0%8.6%28.5%34.1%31.4%2.5%-0.9%173.8K-3.3M-153.0K0.4777.175972787,2117,225
2022-07-29$65.86$60.0029.3%8.4%29.0%31.9%30.3%5.1%0.8%139.7K-7.3M-153.4K0.6779.905823907,2287,287