TXT Options History — June 2023

In June 2023, TXT traded between $62.39 and $67.75. ATM implied volatility averaged 22.3%, placing in the 15.8% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 0.3% (HV 20d: 22.0%). Max pain ranged from $65.00 to $65.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.63.

Notable Days

  • 2023-06-12: Highest Volume — 3,021 contracts
  • 2023-06-02: Largest IV drop — 42.5% change
  • 2023-06-01: Highest IV Rank — 61.8%
  • 2023-06-01: Largest Expected Move — 11.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$65.49$62.39$67.75$62.39$67.75
Max Pain$65.00$65.00$65.00$65.00$65.00
ATM IV22.3%16.5%38.5%38.5%16.5%
Expected Move6.2%4.7%11.0%11.0%4.7%
HV 20d22.0%19.1%23.7%19.1%21.3%
HV 60d20.7%19.2%23.1%22.1%19.2%
IV Rank15.8%0.0%61.8%61.8%0.0%
IV Percentile7.7%0.0%82.1%82.1%0.0%
Term Structure1.2%-23.5%3.8%-23.5%3.8%
VWIV20.3%16.4%24.4%24.4%17.8%
Skew 25d4.1%0.9%6.5%6.5%2.4%
Skew 10d7.7%1.6%12.3%7.7%2.8%
Call IV 25d19.4%16.9%25.1%21.5%16.9%
Put IV 25d23.4%19.3%28.0%28.0%19.3%
Bid-Ask Spread %61.4224.1389.1638.7159.89
Gamma HHI0.340.260.440.270.40
Net GEX607.8K-244.6K1.1M168.6K1.1M
Net DEX-2.6M-15.2M21.4M21.4M-11.5M
Net VEX-166.1K-191.8K-149.5K-176.4K-169.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.630.112.100.411.04
Total Volume762.7621953,021398706
Total OI22,874.76213,52430,12630,12615,650

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-06-01$62.39$65.0038.5%11.0%19.1%61.8%24.4%6.5%-23.5%168.6K21.4M-176.4K0.4138.7128311518,99111,135
2023-06-02$64.26$65.0022.1%6.3%21.0%15.2%22.3%2.0%-0.2%611.3K7.3M-191.8K0.1843.144117318,83011,138
2023-06-05$63.36$65.0023.6%6.2%20.9%19.4%23.6%0.9%2.2%238.1K17.0M-175.2K0.8283.401159418,61411,145
2023-06-06$63.57$65.0022.3%5.9%21.0%15.7%20.7%3.9%2.6%287.6K16.2M-171.3K0.1161.654765218,60011,128
2023-06-07$65.56$65.0023.5%6.3%23.7%19.3%19.7%5.3%1.5%987.4K-6.0M-183.0K0.1465.8285312018,79111,131
2023-06-08$65.18$65.0023.8%6.1%23.6%20.2%20.5%4.8%2.8%822.6K-1.4M-178.5K0.2064.732204418,78711,064
2023-06-09$65.22$65.0023.0%6.0%23.4%17.8%21.0%4.8%2.3%790.9K-1.7M-175.4K0.6267.311599818,63711,017
2023-06-12$65.82$65.0024.9%6.1%23.0%23.2%20.6%5.0%2.4%777.0K-9.1M-166.8K0.1172.672,73129018,39810,965
2023-06-13$66.13$65.0024.9%6.1%22.7%23.1%21.3%4.6%1.8%381.9K-11.5M-164.8K0.2367.331,38232017,11710,864
2023-06-14$65.27$65.0020.8%6.0%22.8%11.4%20.4%5.0%2.4%-244.6K-591.0K-159.2K0.2283.9954712116,57910,807
2023-06-15$66.30$65.0021.5%6.2%23.0%13.4%19.6%5.4%3.2%104.2K-11.9M-157.9K0.3761.4497836416,33910,769
2023-06-16$66.31$65.0021.2%6.1%22.4%12.7%20.8%4.6%2.0%713.1K-15.2M-156.4K0.2189.161,25125816,12110,744
2023-06-20$65.91$65.0020.6%5.9%22.2%11.0%20.7%4.3%2.1%733.8K-6.1M-149.5K0.8348.381501258,4195,105
2023-06-21$66.60$65.0020.7%5.9%22.4%11.3%19.6%4.7%2.5%817.5K-8.3M-151.8K1.5551.012493858,4965,180
2023-06-22$65.60$65.0019.5%5.6%22.8%7.9%19.5%3.0%3.2%653.4K-4.3M-157.0K0.3848.676672538,6605,529
2023-06-23$64.72$65.0019.4%5.6%21.0%7.6%19.6%2.5%3.4%550.9K-552.1K-153.3K0.3258.903221029,1995,696
2023-06-26$65.18$65.0020.0%5.7%21.1%9.2%20.0%2.9%3.0%631.6K-2.9M-157.2K2.1064.20631329,3135,728
2023-06-27$66.44$65.0020.3%5.8%21.9%10.1%20.4%4.7%3.2%868.0K-7.7M-163.1K1.3673.242743749,3105,756
2023-06-28$66.46$65.0020.3%5.8%22.0%10.2%16.4%5.0%3.0%839.3K-7.2M-164.5K0.6024.13137829,3245,941
2023-06-29$67.22$65.0021.1%6.0%21.2%12.3%18.3%3.0%2.0%953.4K-9.8M-165.5K1.5462.152533899,3386,015
2023-06-30$67.75$65.0016.5%4.7%21.3%0.0%17.8%2.4%3.8%1.1M-11.5M-169.8K1.0459.893463609,4056,245