TXT Options History — August 2022

In August 2022, TXT traded between $62.79 and $68.42. ATM implied volatility averaged 28.2%, placing in the 29.2% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 0.3% (HV 20d: 27.9%). Max pain ranged from $60.00 to $60.00. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 21 of 23 days. Put/call ratio averaged 0.51.

Notable Days

  • 2022-08-02: Highest Volume — 1,032 contracts
  • 2022-08-31: Largest IV spike — 79.6% change
  • 2022-08-31: Highest IV Rank — 37.9%
  • 2022-08-22: Largest Expected Move — 8.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$65.70$62.79$68.42$65.82$62.79
Max Pain$60.00$60.00$60.00$60.00$60.00
ATM IV28.2%16.8%30.9%30.5%30.1%
Expected Move8.1%4.8%8.9%8.7%8.6%
HV 20d27.9%22.2%30.6%29.0%30.5%
HV 60d34.5%33.4%37.7%37.7%34.4%
IV Rank29.2%0.0%37.9%35.6%37.9%
IV Percentile19.2%0.0%36.9%34.5%29.0%
Term Structure2.7%-5.0%14.8%-0.1%0.7%
VWIV29.5%21.3%39.0%33.6%34.5%
Skew 25d4.6%-8.9%9.1%8.0%4.1%
Skew 10d9.6%-2.3%25.3%15.8%8.5%
Call IV 25d28.2%24.4%32.9%29.2%31.6%
Put IV 25d32.8%23.1%37.2%37.2%35.8%
Bid-Ask Spread %87.5772.22110.5786.9881.29
Gamma HHI0.310.250.360.300.31
Net GEX33.4K-131.6K205.7K129.3K62.8K
Net DEX-5.7M-16.4M6.0M-7.3M6.0M
Net VEX-136.4K-154.3K-123.3K-154.3K-132.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.510.011.900.690.32
Total Volume350.87251,032935473
Total OI14,513.26113,28314,91814,68514,860

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-08-01$65.82$60.0030.5%8.7%29.0%35.6%33.6%8.0%-0.1%129.3K-7.3M-154.3K0.6986.985533827,2437,442
2022-08-02$65.24$60.0030.4%8.7%27.1%35.3%31.5%5.5%-5.0%176.3K-4.8M-151.9K0.7672.225864467,2367,448
2022-08-03$65.72$60.0029.2%8.4%26.8%31.8%31.5%5.9%0.3%127.3K-7.6M-151.0K0.7780.695364117,2387,448
2022-08-04$64.66$60.0030.4%8.7%27.2%35.4%33.7%6.7%3.5%162.2K-3.8M-149.7K0.6879.485123467,2527,449
2022-08-05$64.37$60.0026.3%7.2%27.0%22.9%28.3%6.3%6.1%177.0K-2.7M-145.3K0.3985.715232037,2587,458
2022-08-08$65.04$60.0029.4%8.4%26.8%32.4%33.6%4.8%3.0%152.8K-4.7M-144.7K0.3783.385081907,2817,484
2022-08-09$64.19$60.0030.2%8.5%27.4%34.7%29.2%5.5%3.6%205.7K-2.7M-143.6K1.8385.3712227,2977,495
2022-08-10$66.85$60.0029.9%8.6%30.0%33.9%27.4%5.5%4.1%64.5K-11.3M-140.8K1.9085.4039747,3037,483
2022-08-11$66.99$60.0030.4%8.7%28.7%35.5%27.9%5.9%2.5%63.4K-12.1M-140.2K0.3086.4446147,3127,550
2022-08-12$67.98$60.0028.3%8.1%28.6%29.2%26.0%6.1%2.6%54.8K-14.8M-137.9K0.3788.3187327,3107,555
2022-08-15$68.22$60.0028.3%8.1%28.4%29.0%29.3%3.1%0.7%10.1K-15.4M-133.6K0.6391.7016107,3307,566
2022-08-16$68.42$60.0025.8%7.4%22.2%21.5%26.2%3.3%4.3%-4.4K-16.4M-131.5K0.0990.507577,3287,567
2022-08-17$66.55$60.0028.6%8.2%24.6%29.8%21.3%5.9%4.7%76.2K-14.6M-128.4K0.5591.2129167,3477,571
2022-08-18$68.01$60.0023.8%6.8%25.6%15.5%26.5%5.2%1.8%-26.6K-15.4M-127.4K0.0990.812327,3437,564
2022-08-19$66.06$60.0027.2%7.8%27.8%25.6%25.3%5.5%2.5%-131.6K-8.9M-128.2K0.2294.00134307,3507,563
2022-08-22$64.61$60.0030.9%8.9%29.1%37.0%32.7%5.4%0.5%-118.4K2.9M-127.1K1.3386.1821286,0327,251
2022-08-23$64.92$60.0028.4%8.1%29.1%29.4%30.2%3.1%2.4%-126.6K2.0M-126.7K0.2792.97157426,0417,270
2022-08-24$65.28$60.0027.2%7.8%27.9%25.8%25.2%4.8%3.8%-123.1K520.1K-125.0K0.1092.599496,1947,301
2022-08-25$66.74$60.0027.3%7.8%28.5%26.2%26.4%5.0%2.4%-127.3K-3.4M-123.3K0.0890.17315256,2627,307
2022-08-26$64.71$60.0028.9%8.3%29.7%30.9%32.1%1.1%1.7%-67.8K1.5M-128.8K0.0284.25760136,5517,322
2022-08-29$64.66$60.0030.4%8.7%29.7%35.3%39.0%-8.9%0.1%35.6K-733.7K-134.0K0.0183.9910217,2997,322
2022-08-30$63.19$60.0016.8%4.8%30.6%0.0%26.4%9.1%14.8%-3.8K2.6M-131.4K0.07110.57155117,3997,323
2022-08-31$62.79$60.0030.1%8.6%30.5%37.9%34.5%4.1%0.7%62.8K6.0M-132.0K0.3281.293591147,5327,328