TXT Options History — September 2022

In September 2022, TXT traded between $58.48 and $67.01. ATM implied volatility averaged 35.6%, placing in the 53.6% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 1.2% (HV 20d: 34.4%). Max pain ranged from $60.00 to $65.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.45.

Notable Days

  • 2022-09-27: Highest Volume — 4,663 contracts
  • 2022-09-12: Largest IV spike — 42.9% change
  • 2022-09-13: Highest IV Rank — 79.2%
  • 2022-09-28: Largest Expected Move — 11.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$62.12$58.48$67.01$61.66$58.48
Max Pain$63.81$60.00$65.00$60.00$60.00
ATM IV35.6%29.1%44.6%33.4%39.6%
Expected Move9.9%8.5%11.6%9.6%11.4%
HV 20d34.4%28.6%38.3%30.6%38.0%
HV 60d31.6%30.6%34.2%34.2%31.9%
IV Rank53.6%35.0%79.2%47.4%65.0%
IV Percentile63.4%16.3%97.6%51.6%90.9%
Term Structure2.5%0.1%7.4%1.0%1.7%
VWIV35.9%29.1%44.2%29.1%41.2%
Skew 25d4.7%-3.1%8.9%1.3%6.4%
Skew 10d9.2%-2.9%27.7%-1.6%7.2%
Call IV 25d34.5%27.3%43.8%32.7%38.6%
Put IV 25d39.2%32.3%46.7%34.0%45.0%
Bid-Ask Spread %87.4181.2497.3888.9081.24
Gamma HHI0.310.230.450.310.36
Net GEX215.7K-25.8K802.8K148.6K585.3K
Net DEX5.3M-7.7M16.2M6.9M10.2M
Net VEX-124.3K-138.1K-106.0K-126.4K-118.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.450.032.202.200.46
Total Volume1,277.857624,663227459
Total OI14,560.52411,76217,07614,54317,076

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-09-01$61.66$60.0033.4%9.6%30.6%47.4%29.1%1.3%1.0%148.6K6.9M-126.4K2.2088.90711567,5387,005
2022-09-02$61.62$60.0033.0%9.4%30.6%46.1%32.3%2.6%0.3%149.2K7.5M-124.2K0.3891.3445177,5927,022
2022-09-06$61.87$65.0035.5%9.9%30.3%53.4%44.2%4.8%0.6%145.9K6.6M-122.2K0.3484.522991017,5647,023
2022-09-07$63.92$65.0031.5%8.8%32.5%42.1%35.2%5.3%1.3%95.1K-157.2K-124.7K0.3083.61309927,5677,029
2022-09-08$63.76$65.0030.2%8.7%28.6%38.3%34.0%8.8%2.5%82.6K-579.9K-123.3K0.2897.3850147,5717,025
2022-09-09$65.78$65.0029.1%8.5%31.0%35.0%29.4%5.0%3.5%-25.8K-7.2M-122.3K0.0693.074,0252227,5837,033
2022-09-12$67.01$65.0041.5%9.2%31.3%70.5%29.4%5.4%1.4%530.0K-7.7M-137.4K1.8985.38921747,8477,020
2022-09-13$63.40$65.0044.6%9.3%36.7%79.2%33.1%6.1%1.1%117.9K4.4M-129.6K0.1085.712,3392367,8507,006
2022-09-14$64.02$65.0033.4%9.6%37.0%47.5%42.0%2.6%0.1%196.9K1.9M-134.4K0.1492.06345477,8927,019
2022-09-15$63.39$65.0032.3%9.3%36.0%44.2%36.8%-3.1%7.4%204.0K1.6M-129.0K0.4592.3385388,1866,953
2022-09-16$62.51$65.0030.1%8.6%35.0%37.9%37.3%6.2%3.2%108.0K6.6M-123.0K0.1787.622,2323838,1866,981
2022-09-19$64.33$65.0032.4%9.3%35.6%44.6%31.1%3.3%3.5%158.4K2.5M-127.8K1.4693.9639575,7196,043
2022-09-20$62.73$65.0033.0%9.5%35.8%46.3%34.1%5.0%2.4%112.6K6.8M-121.9K0.0384.3120375,7326,089
2022-09-21$61.78$65.0037.6%10.8%36.0%59.4%35.7%6.3%3.7%86.5K8.4M-122.5K0.3387.657602546,2046,096
2022-09-22$61.46$65.0037.0%10.6%35.9%57.5%35.0%5.3%3.5%91.8K10.1M-122.5K0.2985.037012066,8346,328
2022-09-23$59.36$65.0034.9%10.0%36.3%51.6%34.7%5.1%5.7%1.6K14.7M-113.2K0.1282.57251297,1636,478
2022-09-26$58.82$65.0038.8%11.1%35.1%62.9%38.1%3.9%2.8%-25.8K16.2M-106.0K0.0781.312,2591697,3966,484
2022-09-27$58.71$65.0039.4%11.3%35.1%64.5%41.8%0.5%2.4%285.7K13.8M-115.1K0.0988.044,2833809,4516,546
2022-09-28$60.80$60.0040.4%11.6%37.1%67.4%40.7%8.3%1.0%802.8K1.6M-138.1K0.1987.572,25442310,3666,402
2022-09-29$59.06$60.0039.6%11.4%38.3%65.2%38.5%8.9%4.2%677.6K7.5M-127.3K0.1782.112,32340610,3936,479
2022-09-30$58.48$60.0039.6%11.4%38.0%65.0%41.2%6.4%1.7%585.3K10.2M-118.8K0.4681.2431414510,5226,554