TXT Options History — April 2024

In April 2024, TXT traded between $85.12 and $96.97. ATM implied volatility averaged 22.3%, placing in the 39.6% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 6.1% (HV 20d: 16.2%). Max pain ranged from $90.00 to $95.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.73.

Notable Days

  • 2024-04-24: Highest Volume — 4,051 contracts
  • 2024-04-10: Largest IV spike — 32.3% change
  • 2024-04-17: Highest IV Rank — 58.1%
  • 2024-04-17: Largest Expected Move — 7.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$92.88$85.12$96.97$95.38$85.12
Max Pain$92.27$90.00$95.00$90.00$90.00
ATM IV22.3%16.6%27.2%16.6%19.4%
Expected Move6.7%4.8%7.8%4.8%5.6%
HV 20d16.2%10.0%37.1%10.6%37.1%
HV 60d20.9%14.4%24.7%21.6%24.7%
IV Rank39.6%18.4%58.1%18.4%28.7%
IV Percentile52.8%2.8%92.1%2.8%29.4%
Term Structure-1.5%-5.1%6.2%5.9%-1.1%
VWIV23.4%18.0%27.5%18.0%19.4%
Skew 25d2.5%1.3%3.5%1.6%2.0%
Skew 10d4.9%0.4%8.0%3.2%3.4%
Call IV 25d22.5%16.9%26.7%16.9%18.7%
Put IV 25d25.0%18.5%28.6%18.5%20.7%
Bid-Ask Spread %71.7952.7778.8453.0477.28
Gamma HHI0.190.150.240.190.24
Net GEX1.1M510.9K1.4M1.4M740.8K
Net DEX-53.2M-73.1M-6.0M-69.9M-12.5M
Net VEX-260.2K-290.3K-221.0K-221.0K-279.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.730.042.150.860.30
Total Volume870.1361154,051295911
Total OI26,384.18224,62128,73024,62128,097

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-04-01$95.38$90.0016.6%4.8%10.6%18.4%18.0%1.6%5.9%1.4M-69.9M-221.0K0.8653.0415913611,25513,366
2024-04-02$94.21$90.0017.4%5.0%11.5%21.4%18.3%1.3%5.7%1.2M-61.6M-251.4K0.5352.911156111,26213,468
2024-04-03$94.51$90.0017.2%4.9%11.2%20.4%18.3%1.8%6.2%1.2M-62.8M-245.8K1.1452.7718120611,22213,472
2024-04-04$95.12$95.0019.2%6.9%10.3%27.9%24.2%2.6%-1.9%1.2M-64.9M-246.2K0.5578.8426214511,27413,637
2024-04-05$96.38$95.0018.3%7.0%10.9%24.8%23.1%3.0%-2.3%1.1M-70.4M-236.1K0.7777.9738429511,35113,758
2024-04-08$96.97$95.0019.1%7.0%10.0%27.8%23.9%2.6%-2.3%1.1M-73.1M-222.8K0.5773.8449728311,36314,015
2024-04-09$95.97$95.0018.6%7.0%11.0%25.8%24.3%3.1%-2.2%938.4K-67.4M-245.3K0.1374.901532011,60914,177
2024-04-10$95.57$95.0024.6%7.1%11.2%48.2%23.0%3.5%-2.2%910.9K-65.3M-245.8K1.3076.66567311,60514,179
2024-04-11$94.78$95.0024.3%7.0%11.6%47.2%24.6%3.5%-2.6%819.2K-61.6M-248.7K1.2176.52526311,62314,166
2024-04-12$94.03$95.0025.5%7.3%11.9%51.6%24.7%3.2%-2.7%831.9K-56.9M-255.3K0.0478.271,1113911,62914,166
2024-04-15$93.16$95.0026.2%7.5%12.2%54.3%26.2%3.2%-3.5%948.9K-56.3M-262.0K1.2776.2068387012,28914,199
2024-04-16$93.31$95.0025.4%7.3%12.0%51.4%25.4%3.1%-2.8%1.1M-54.7M-290.3K0.6175.9224915212,88114,892
2024-04-17$92.31$95.0027.2%7.8%12.0%58.1%27.2%3.0%-3.4%1.3M-51.4M-279.2K0.1975.171,47227512,91814,887
2024-04-18$92.70$90.0025.7%7.4%11.5%52.2%26.9%3.4%-3.3%1.2M-58.4M-283.0K0.7375.17956913,62615,035
2024-04-19$92.94$90.0026.1%7.5%11.2%53.9%26.8%2.3%-3.7%1.1M-58.8M-282.8K0.4178.5527911413,63315,097
2024-04-22$93.78$90.0026.4%7.6%11.8%54.9%27.2%1.9%-4.1%1.2M-56.1M-275.5K0.8167.2915912811,89013,927
2024-04-23$95.37$90.0026.2%7.5%13.4%54.2%25.7%2.4%-4.1%1.3M-64.8M-255.7K0.1773.243015011,91814,017
2024-04-24$93.75$90.0027.2%7.8%14.5%58.1%27.5%1.7%-5.1%1.3M-56.8M-270.5K2.1563.861,2852,76612,04014,047
2024-04-25$85.23$90.0021.5%6.2%36.3%36.5%21.5%1.5%-2.0%510.9K-6.0M-273.5K0.9468.441,9151,80213,15313,807
2024-04-26$86.47$90.0019.0%5.4%37.0%27.3%19.0%1.5%-0.3%1.0M-20.9M-281.4K0.6976.8147332613,82313,820
2024-04-29$86.27$90.0019.1%5.5%37.0%27.5%18.7%2.2%-0.4%1.0M-20.1M-273.6K0.6075.6829917913,96213,897
2024-04-30$85.12$90.0019.4%5.6%37.1%28.7%19.4%2.0%-1.1%740.8K-12.5M-279.0K0.3077.2870021114,12313,974