TXT Options History — November 2022

In November 2022, TXT traded between $67.01 and $71.46. ATM implied volatility averaged 35.9%, placing in the 54.6% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 7.6% (HV 20d: 28.4%). Max pain ranged from $65.00 to $70.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.92.

Notable Days

  • 2022-11-18: Highest Volume — 8,090 contracts
  • 2022-11-02: Largest IV spike — 12.0% change
  • 2022-11-03: Highest IV Rank — 63.1%
  • 2022-11-02: Largest Expected Move — 11.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$69.71$67.01$71.46$68.46$70.89
Max Pain$68.81$65.00$70.00$65.00$70.00
ATM IV35.9%32.9%38.9%34.7%37.1%
Expected Move10.2%9.4%11.1%10.0%10.6%
HV 20d28.4%24.4%31.7%30.1%24.7%
HV 60d34.0%33.1%35.0%34.9%33.3%
IV Rank54.6%46.1%63.1%51.2%58.0%
IV Percentile59.6%32.9%80.6%56.0%68.3%
Term Structure-2.0%-4.6%-0.3%-0.3%-4.6%
VWIV36.3%33.9%38.4%38.3%37.1%
Skew 25d5.2%2.4%7.1%5.9%5.8%
Skew 10d10.8%4.8%22.5%13.7%13.5%
Call IV 25d34.3%31.7%36.2%34.9%34.9%
Put IV 25d39.5%36.8%41.2%40.8%40.7%
Bid-Ask Spread %69.3143.6682.7778.3461.87
Gamma HHI0.320.260.420.300.36
Net GEX1.3M268.7K4.4M751.1K1.3M
Net DEX-35.1M-57.4M-11.8M-30.2M-29.5M
Net VEX-212.5K-253.2K-186.1K-190.2K-243.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.920.154.280.460.57
Total Volume2,669.9052808,0901,5411,450
Total OI32,714.09527,75636,99527,75636,902

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-11-01$68.46$65.0034.7%10.0%30.1%51.2%38.3%5.9%-0.3%751.1K-30.2M-190.2K0.4678.341,05548613,65014,106
2022-11-02$67.39$65.0038.9%11.1%30.9%63.0%38.3%5.8%-0.9%687.0K-24.0M-191.9K1.0675.2966370413,93514,234
2022-11-03$67.01$65.0038.9%10.6%30.6%63.1%35.8%5.3%-2.5%625.1K-21.2M-191.4K1.2174.4358070014,13514,420
2022-11-04$68.54$65.0035.8%10.0%28.6%54.3%38.1%5.6%-1.5%882.5K-31.7M-190.9K2.5275.488492,13714,27014,422
2022-11-07$68.93$65.0038.8%10.3%28.6%62.8%35.9%5.0%-1.5%1.1M-37.2M-186.1K1.4376.208261,18214,84014,693
2022-11-08$69.24$70.0037.8%10.4%28.4%59.9%35.7%5.6%-2.3%1.2M-38.8M-191.2K0.6076.023,2091,93015,36415,377
2022-11-09$68.30$70.0036.2%10.4%28.6%55.4%36.4%5.4%-1.5%961.6K-32.3M-197.0K4.2876.387403,16616,49214,231
2022-11-10$71.46$70.0036.7%10.5%31.7%56.8%34.8%5.3%-2.5%1.5M-53.7M-205.8K0.7666.762,2771,73216,61215,432
2022-11-11$71.04$70.0035.8%10.3%29.6%54.2%33.9%5.8%-2.2%1.8M-57.4M-211.4K0.2961.222,16062018,20215,656
2022-11-14$69.87$70.0035.2%10.1%29.9%52.5%35.5%5.5%-2.3%1.9M-48.3M-213.3K0.3574.831,18641319,62116,007
2022-11-15$70.25$70.0035.1%10.1%29.8%52.2%35.0%4.7%-2.1%2.0M-51.3M-215.8K0.2470.411,26530319,73616,172
2022-11-16$69.77$70.0034.8%10.0%29.1%51.3%34.9%5.4%-1.4%2.0M-48.1M-205.9K0.1972.1096617919,80116,234
2022-11-17$69.06$70.0035.1%10.1%29.0%52.1%36.4%4.6%-1.7%1.8M-40.9M-204.1K0.2479.412,18351519,99516,268
2022-11-18$70.34$70.0034.2%9.8%27.4%49.5%35.7%4.4%-1.4%4.4M-56.7M-202.9K1.1482.773,7814,30920,47316,522
2022-11-21$70.42$70.0034.8%10.0%27.5%51.3%35.3%5.1%-1.7%973.7K-22.4M-214.8K0.4367.3897041915,15913,255
2022-11-22$70.83$70.0034.7%10.0%27.3%51.2%37.3%6.5%-1.9%1.2M-25.8M-214.0K1.0358.403,5873,70015,51413,357
2022-11-23$71.10$70.0035.6%10.2%27.3%53.5%37.2%2.4%-2.8%929.9K-27.3M-251.6K1.4056.611,6032,25017,11416,940
2022-11-25$71.22$70.0032.9%9.4%27.1%46.1%35.7%2.8%-1.4%1.0M-26.9M-253.2K0.5043.661879317,91217,513
2022-11-28$69.59$70.0035.7%10.2%24.4%53.9%38.4%4.5%-2.7%268.7K-11.8M-239.0K0.1568.371,10316318,08717,550
2022-11-29$70.28$70.0035.6%10.2%24.6%53.6%37.0%7.1%-3.1%923.5K-22.7M-247.6K0.5059.6128414319,16817,625
2022-11-30$70.89$70.0037.1%10.6%24.7%58.0%37.1%5.8%-4.6%1.3M-29.5M-243.7K0.5761.8792352719,33417,568