TXT Options History — March 2024

In March 2024, TXT traded between $88.33 and $96.35. ATM implied volatility averaged 18.3%, placing in the 21.2% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 4.1% (HV 20d: 14.2%). Max pain ranged from $80.00 to $90.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.52.

Notable Days

2024-03-08: Highest Volume — 2,472 contracts
2024-03-11: Largest IV spike — 51.5% change
2024-03-11: Highest IV Rank — 31.1%
2024-03-11: Largest Expected Move — 5.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$92.89	$88.33	$96.35	$88.33	$96.08
Max Pain	$89.50	$80.00	$90.00	$80.00	$90.00
ATM IV	18.3%	15.2%	23.1%	18.1%	16.0%
Expected Move	5.2%	4.6%	5.9%	5.2%	4.6%
HV 20d	14.2%	10.7%	17.3%	16.8%	10.7%
HV 60d	22.1%	22.0%	22.2%	22.0%	22.0%
IV Rank	21.2%	9.7%	31.1%	17.5%	16.0%
IV Percentile	15.6%	0.8%	58.7%	7.1%	1.6%
Term Structure	3.3%	-0.2%	6.2%	0.4%	6.2%
VWIV	18.2%	15.8%	20.1%	18.2%	17.7%
Skew 25d	1.5%	-0.3%	2.3%	-0.3%	1.3%
Skew 10d	3.5%	-0.0%	6.1%	-0.0%	4.9%
Call IV 25d	17.6%	15.7%	19.6%	19.6%	15.9%
Put IV 25d	19.2%	17.2%	21.3%	19.2%	17.2%
Bid-Ask Spread %	71.74	49.07	86.55	49.07	53.61
Gamma HHI	0.25	0.17	0.36	0.29	0.18
Net GEX	1.6M	1.0M	2.3M	1.8M	1.3M
Net DEX	-70.4M	-87.1M	-54.7M	-54.7M	-71.1M
Net VEX	-248.5K	-270.4K	-233.8K	-270.4K	-233.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.52	0.03	1.19	0.36	1.19
Total Volume	646.85	106	2,472	1,141	162
Total OI	26,347.25	22,931	30,056	26,801	24,529

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2024-03-01	$88.33	$80.00	18.1%	5.2%	16.8%	17.5%	18.2%	-0.3%	0.4%	1.8M	-54.7M	-270.4K	0.36	49.07	839	302	12,115	14,686
2024-03-04	$89.49	$90.00	19.5%	5.5%	17.3%	21.3%	19.1%	1.6%	1.9%	1.9M	-60.9M	-263.7K	0.25	81.12	250	63	12,289	14,866
2024-03-05	$89.06	$90.00	20.5%	5.6%	16.9%	24.2%	19.7%	1.8%	2.1%	1.9M	-58.4M	-267.1K	0.34	81.32	187	64	12,326	14,863
2024-03-06	$90.44	$90.00	20.5%	5.6%	17.3%	24.0%	19.7%	1.7%	1.7%	2.2M	-68.3M	-243.6K	0.20	78.81	445	87	12,397	14,849
2024-03-07	$90.46	$90.00	19.3%	5.7%	16.4%	20.6%	19.8%	2.3%	1.6%	2.3M	-68.0M	-256.7K	1.03	80.52	154	159	12,522	14,874
2024-03-08	$91.85	$90.00	15.2%	5.9%	17.1%	9.7%	19.7%	1.4%	1.9%	2.2M	-76.0M	-242.4K	0.81	75.41	1,365	1,107	12,559	15,020
2024-03-11	$91.79	$90.00	23.1%	5.9%	16.7%	31.1%	20.1%	2.3%	1.8%	2.3M	-76.8M	-242.2K	0.35	78.00	999	352	12,822	15,906
2024-03-12	$91.78	$90.00	21.8%	5.6%	16.7%	27.5%	19.3%	2.0%	2.7%	2.3M	-79.0M	-244.5K	0.06	77.93	1,461	93	13,169	16,198
2024-03-13	$92.39	$90.00	19.3%	5.5%	14.2%	20.7%	18.3%	1.8%	3.4%	1.9M	-87.1M	-247.7K	0.13	71.86	262	33	13,810	16,234
2024-03-14	$91.92	$90.00	19.2%	5.5%	14.3%	27.9%	18.7%	1.4%	-0.2%	1.5M	-84.3M	-243.8K	0.82	72.12	110	90	13,671	16,258
2024-03-15	$92.56	$90.00	18.2%	5.2%	14.3%	24.3%	18.4%	0.6%	3.6%	1.0M	-86.1M	-246.7K	0.76	73.67	720	549	13,721	16,335
2024-03-18	$93.20	$90.00	17.8%	5.1%	14.0%	22.7%	18.2%	1.3%	3.8%	1.1M	-57.2M	-262.6K	0.68	76.55	344	234	10,288	12,643
2024-03-19	$94.07	$90.00	17.2%	4.9%	11.7%	20.7%	17.1%	2.2%	4.2%	1.2M	-62.0M	-250.8K	0.49	81.37	415	202	10,532	12,811
2024-03-20	$95.05	$90.00	16.9%	4.8%	11.7%	19.4%	17.5%	1.6%	4.6%	1.3M	-67.6M	-246.9K	0.64	86.55	188	121	10,826	12,965
2024-03-21	$95.64	$90.00	17.1%	4.9%	11.7%	20.2%	16.7%	2.2%	4.7%	1.3M	-69.4M	-241.2K	0.03	72.64	653	18	10,872	13,047
2024-03-22	$95.56	$90.00	16.7%	4.8%	11.9%	18.8%	16.5%	1.4%	5.1%	1.3M	-68.5M	-248.5K	0.55	61.43	180	99	11,007	13,052
2024-03-25	$95.74	$90.00	17.3%	5.0%	11.7%	20.9%	17.1%	1.9%	5.3%	1.3M	-69.9M	-243.1K	0.63	67.80	84	53	11,068	13,101
2024-03-26	$96.14	$90.00	16.9%	4.8%	11.7%	19.3%	16.9%	1.1%	5.6%	1.3M	-70.6M	-239.3K	0.69	57.32	229	158	11,081	13,139
2024-03-27	$96.35	$90.00	16.2%	4.6%	11.4%	16.7%	15.8%	1.4%	6.1%	1.3M	-72.2M	-234.3K	0.34	57.74	79	27	11,202	13,292
2024-03-28	$96.08	$90.00	16.0%	4.6%	10.7%	16.0%	17.7%	1.3%	6.2%	1.3M	-71.1M	-233.8K	1.19	53.61	74	88	11,222	13,307