TXT Options History — October 2022

In October 2022, TXT traded between $60.10 and $68.68. ATM implied volatility averaged 43.2%, placing in the 75.3% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 5.4% (HV 20d: 37.8%). Max pain ranged from $60.00 to $65.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.81.

Notable Days

  • 2022-10-07: Highest Volume — 6,914 contracts
  • 2022-10-10: Largest IV spike — 12.8% change
  • 2022-10-11: Highest IV Rank — 94.0%
  • 2022-10-11: Largest Expected Move — 13.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$62.97$60.10$68.68$60.35$68.68
Max Pain$64.05$60.00$65.00$60.00$65.00
ATM IV43.2%35.2%49.8%39.7%36.5%
Expected Move12.4%10.1%13.9%11.4%10.5%
HV 20d37.8%32.8%43.6%39.9%33.9%
HV 60d33.8%32.5%35.0%32.5%35.0%
IV Rank75.3%52.5%94.0%65.4%56.1%
IV Percentile90.0%58.3%99.2%91.3%65.1%
Term Structure-2.9%-6.0%2.8%2.8%-1.6%
VWIV46.1%36.3%59.2%39.7%39.8%
Skew 25d7.6%4.9%12.6%7.6%6.5%
Skew 10d19.4%12.2%33.5%12.7%12.8%
Call IV 25d41.5%34.5%45.9%37.5%35.2%
Put IV 25d49.1%39.4%53.5%45.1%41.7%
Bid-Ask Spread %69.3960.9383.6983.6964.92
Gamma HHI0.370.240.560.290.30
Net GEX1.2M180.7K2.6M851.7K777.4K
Net DEX-6.7M-31.3M8.8M3.8M-31.3M
Net VEX-182.6K-199.7K-128.7K-128.7K-189.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.810.082.050.190.26
Total Volume3,091.7148066,9141,9981,711
Total OI26,819.47617,09835,37017,09827,592

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$60.35$60.0039.7%11.4%39.9%65.4%39.7%7.6%2.8%851.7K3.8M-128.7K0.1983.691,68331510,5306,568
2022-10-04$63.37$60.0038.4%11.0%43.6%61.6%42.0%7.0%1.7%1.2M-12.4M-154.4K0.3066.5195028511,5726,661
2022-10-05$63.68$60.0038.7%11.1%42.1%62.5%39.8%5.5%2.0%1.4M-15.2M-157.5K0.1572.712,60938112,1816,669
2022-10-06$62.93$60.0039.8%12.0%42.3%65.6%42.0%9.8%-3.8%1.9M-17.0M-167.5K0.5470.184,1712,26414,4236,913
2022-10-07$61.03$65.0043.4%13.2%41.8%76.0%43.6%8.0%-4.0%1.4M-2.8M-176.7K0.5867.554,3832,53115,4338,498
2022-10-10$61.57$65.0049.0%13.2%41.3%91.9%44.6%6.3%-3.3%2.0M-3.2M-180.6K1.7669.912,1233,72917,4768,599
2022-10-11$61.47$65.0049.8%13.9%36.6%94.0%46.6%8.9%-4.4%1.7M-2.3M-192.8K0.4263.031,33955618,5119,933
2022-10-12$60.75$65.0046.4%13.3%36.5%84.5%51.3%12.6%-3.4%1.5M2.9M-190.5K0.8675.3382271119,33710,027
2022-10-13$61.71$65.0047.9%13.7%36.9%88.7%47.8%7.2%-4.3%1.9M-3.2M-198.4K0.1371.614,10451419,51410,141
2022-10-14$60.10$65.0047.4%13.6%37.7%87.4%54.9%8.6%-4.5%1.2M6.7M-185.9K0.6266.8849830820,71510,126
2022-10-17$61.77$65.0047.3%13.5%37.6%86.9%44.4%9.0%-5.0%2.2M-5.1M-197.3K0.0867.853,43928120,79810,167
2022-10-18$62.58$65.0043.5%12.5%36.9%76.3%49.3%5.9%-3.2%2.6M-6.4M-180.7K0.8371.022,2761,88018,79810,189
2022-10-19$61.61$65.0046.0%13.2%37.0%83.3%55.0%7.5%-3.6%1.4M2.2M-184.2K2.0271.239681,95820,47411,759
2022-10-20$60.88$65.0046.9%13.5%37.1%86.0%49.2%7.3%-5.1%180.7K8.8M-171.5K1.4374.412,2333,19320,49611,784
2022-10-21$63.03$65.0042.7%12.2%36.8%73.9%55.1%7.0%-4.7%264.0K-3.7M-199.7K1.2265.791,0781,31621,58513,785
2022-10-24$63.51$65.0045.8%13.1%36.6%82.8%59.2%8.3%-6.0%348.2K-3.6M-198.3K1.9468.265561,08113,75512,289
2022-10-25$64.37$65.0042.7%12.2%36.7%73.9%45.6%8.0%-4.8%410.5K-7.3M-196.9K0.4460.9367830113,75912,326
2022-10-26$64.84$65.0040.9%11.7%34.9%68.6%41.5%6.9%-2.1%571.8K-10.0M-194.9K0.8565.831,4831,26113,75812,354
2022-10-27$65.62$65.0039.0%11.2%32.8%63.4%40.3%6.4%-3.1%333.7K-11.1M-194.6K2.0569.2242085913,19613,391
2022-10-28$68.56$65.0035.2%10.1%35.0%52.5%36.3%4.9%0.2%800.4K-30.5M-193.8K0.4370.432,5711,10713,29213,835
2022-10-31$68.68$65.0036.5%10.5%33.9%56.1%39.8%6.5%-1.6%777.4K-31.3M-189.6K0.2664.921,35535613,59114,001