TXT Options History — February 2024

In February 2024, TXT traded between $84.49 and $88.99. ATM implied volatility averaged 18.9%, placing in the 19.7% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded below realized volatility by 9.0% (HV 20d: 27.9%). Max pain ranged from $80.00 to $80.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 1.01.

Notable Days

  • 2024-02-01: Highest Volume — 5,001 contracts
  • 2024-02-13: Largest IV spike — 11.6% change
  • 2024-02-13: Highest IV Rank — 23.3%
  • 2024-02-13: Largest Expected Move — 5.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$86.51$84.49$88.99$85.86$88.99
Max Pain$80.00$80.00$80.00$80.00$80.00
ATM IV18.9%17.3%20.2%18.6%17.6%
Expected Move5.4%5.0%5.8%5.4%5.0%
HV 20d27.9%16.7%33.1%32.4%16.7%
HV 60d22.8%22.0%23.3%22.9%22.1%
IV Rank19.7%15.3%23.3%18.9%16.1%
IV Percentile14.5%2.8%32.1%7.5%4.4%
Term Structure1.2%-0.6%2.7%2.6%0.9%
VWIV19.0%18.2%20.4%18.7%18.5%
Skew 25d2.1%1.3%2.8%2.4%2.5%
Skew 10d4.4%-0.4%7.8%5.5%5.4%
Call IV 25d18.0%16.6%19.5%17.7%16.6%
Put IV 25d20.1%18.8%21.6%20.1%19.1%
Bid-Ask Spread %57.9333.0882.6566.7358.37
Gamma HHI0.280.210.390.370.30
Net GEX1.7M670.0K2.6M2.4M2.0M
Net DEX-68.1M-99.1M-30.3M-78.8M-59.5M
Net VEX-293.4K-323.9K-258.9K-258.9K-266.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.010.123.931.760.12
Total Volume899.351635,0015,001650
Total OI30,110.2525,86233,54728,25226,893

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-02-01$85.86$80.0018.6%5.4%32.4%18.9%18.7%2.4%2.6%2.4M-78.8M-258.9K1.7666.731,8093,19215,78412,468
2024-02-02$86.19$80.0018.4%5.4%32.4%18.2%18.9%2.7%2.3%2.5M-86.2M-323.9K0.3233.0845314417,16115,597
2024-02-05$85.32$80.0019.5%5.4%32.5%21.4%18.8%2.8%2.4%2.6M-79.1M-321.7K0.7081.28966717,22515,593
2024-02-06$86.16$80.0018.6%5.3%32.6%18.9%18.6%2.5%2.4%2.6M-87.7M-306.8K0.5474.1630816717,30915,613
2024-02-07$87.66$80.0017.3%5.0%32.6%15.3%18.2%1.8%2.7%2.5M-99.1M-285.4K0.1457.452,89039917,18315,692
2024-02-08$87.75$80.0018.0%5.2%32.6%17.2%18.5%2.1%2.5%1.8M-89.2M-282.8K0.5067.4585443115,96716,056
2024-02-09$87.03$80.0019.4%5.6%32.9%21.0%18.7%1.8%2.2%1.8M-85.1M-297.9K0.6646.1561640616,30416,118
2024-02-12$87.58$80.0018.1%5.2%32.7%17.6%19.1%1.9%2.7%2.0M-89.9M-282.1K1.0382.6523724516,49016,267
2024-02-13$85.73$80.0020.2%5.8%32.2%23.3%20.4%2.3%1.7%1.6M-74.9M-302.6K2.3576.5437287316,59316,237
2024-02-14$86.52$80.0019.4%5.6%32.1%21.2%19.0%2.4%2.3%1.6M-81.9M-299.7K0.3763.0542515816,68416,706
2024-02-15$86.31$80.0019.6%5.6%32.1%21.6%18.4%2.6%-0.2%1.3M-80.4M-300.2K0.1854.133676616,66516,810
2024-02-16$85.95$80.0019.5%5.6%32.2%21.3%19.5%2.4%0.1%1.2M-77.1M-308.8K0.5150.1325513116,74616,801
2024-02-20$84.49$80.0019.6%5.6%33.0%21.6%19.7%1.5%-0.3%670.0K-30.3M-304.1K3.6745.1820173711,75814,104
2024-02-21$85.19$80.0019.7%5.6%33.1%21.8%19.6%1.8%-0.3%852.0K-34.7M-305.4K0.7257.861158311,87114,508
2024-02-22$85.50$80.0019.2%5.5%17.8%20.4%18.4%2.2%0.1%965.7K-37.6M-297.9K0.5338.611075711,92514,578
2024-02-23$85.92$80.0018.6%5.3%17.7%18.9%18.8%2.3%0.2%1.1M-39.6M-296.4K0.9844.7319719411,94614,624
2024-02-26$86.97$80.0019.6%5.6%17.1%21.5%19.6%2.0%-0.6%1.5M-47.9M-278.9K3.9350.125421212,05614,504
2024-02-27$87.62$80.0018.0%5.2%16.8%17.2%19.2%1.3%-0.3%1.6M-52.1M-270.8K0.5352.611075712,06914,623
2024-02-28$87.42$80.0019.0%5.4%16.7%20.0%19.6%1.3%0.3%1.6M-50.6M-277.0K0.6358.251569912,09514,582
2024-02-29$88.99$80.0017.6%5.0%16.7%16.1%18.5%2.5%0.9%2.0M-59.5M-266.9K0.1258.375816912,20914,684