TXT Options History — May 2024

In May 2024, TXT traded between $85.10 and $89.03. ATM implied volatility averaged 16.4%, placing in the 17.6% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded below realized volatility by 14.9% (HV 20d: 31.3%). Max pain ranged from $80.00 to $85.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 1.28.

Notable Days

  • 2024-05-30: Highest Volume — 1,257 contracts
  • 2024-05-09: Largest IV drop — 13.6% change
  • 2024-05-01: Highest IV Rank — 27.7%
  • 2024-05-01: Largest Expected Move — 5.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$87.49$85.10$89.03$85.23$87.09
Max Pain$80.68$80.00$85.00$85.00$80.00
ATM IV16.4%14.3%19.1%19.1%18.9%
Expected Move4.7%4.3%5.5%5.5%5.4%
HV 20d31.3%14.3%38.2%37.0%15.8%
HV 60d24.3%24.0%24.6%24.6%24.1%
IV Rank17.6%9.6%27.7%27.7%26.9%
IV Percentile7.6%0.8%27.4%23.8%27.4%
Term Structure1.8%-1.2%4.7%-1.2%-1.1%
VWIV16.8%15.0%21.7%19.2%21.7%
Skew 25d1.3%-1.6%2.6%0.9%1.9%
Skew 10d2.5%-3.3%7.4%1.4%1.9%
Call IV 25d16.3%14.8%19.8%18.9%17.1%
Put IV 25d17.6%15.2%22.4%19.7%19.0%
Bid-Ask Spread %72.1853.7187.5485.1978.24
Gamma HHI0.220.180.260.250.18
Net GEX1.5M929.8K2.2M931.9K1.2M
Net DEX-32.4M-43.3M-15.7M-16.3M-26.5M
Net VEX-255.9K-280.4K-237.5K-276.5K-246.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.280.036.283.173.77
Total Volume423.4091111,257893148
Total OI27,860.13625,16829,59128,22626,203

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-05-01$85.23$85.0019.1%5.5%37.0%27.7%19.2%0.9%-1.2%931.9K-16.3M-276.5K3.1785.1921467914,35913,867
2024-05-02$85.10$85.0017.8%5.1%36.8%22.9%18.5%2.6%0.0%929.8K-15.7M-274.2K0.7170.1946633014,52213,853
2024-05-03$85.56$85.0016.7%4.8%36.4%18.7%16.7%-1.6%0.3%1.1M-20.3M-280.4K6.2884.233220114,83414,076
2024-05-06$86.88$80.0017.9%4.9%36.9%23.2%17.6%2.0%3.8%1.5M-29.4M-272.6K0.6681.0029119114,83614,238
2024-05-07$87.43$80.0016.9%4.9%37.1%19.2%16.0%1.4%4.3%1.7M-33.8M-272.8K0.7760.1222217115,05514,350
2024-05-08$87.02$80.0016.5%4.9%37.1%18.0%16.0%1.4%4.1%1.4M-30.5M-277.2K0.2756.291504115,01714,402
2024-05-09$88.53$80.0014.3%4.3%37.9%9.6%15.2%1.3%4.7%2.2M-42.5M-258.8K0.3562.4432511415,00114,398
2024-05-10$88.69$80.0014.8%4.5%37.9%11.6%15.7%1.3%4.1%2.2M-42.7M-260.7K0.3060.021394215,01914,386
2024-05-13$87.91$80.0014.9%4.6%37.9%11.9%16.2%0.9%4.1%1.9M-37.6M-255.1K0.8558.53937914,98714,391
2024-05-14$88.00$80.0015.8%4.6%37.9%15.4%16.5%1.5%3.8%1.8M-37.4M-255.8K0.1553.712874214,96414,397
2024-05-15$87.75$80.0015.4%4.4%37.7%14.0%15.0%1.2%4.4%1.7M-35.6M-251.3K4.4159.557332214,92514,413
2024-05-16$87.63$80.0015.3%4.4%37.7%13.4%16.3%1.4%1.7%1.7M-34.8M-255.7K0.0974.011251114,96414,576
2024-05-17$89.03$80.0015.3%4.4%38.2%13.4%15.7%1.0%0.7%1.1M-43.3M-242.5K0.3781.1869225815,01014,581
2024-05-20$88.98$80.0015.3%4.4%38.0%13.6%16.5%1.6%0.5%1.1M-39.4M-241.8K1.4070.62659111,31113,857
2024-05-21$88.87$80.0015.2%4.3%37.3%12.9%15.2%1.2%0.5%1.1M-39.5M-237.5K0.0372.128152611,33413,900
2024-05-22$88.95$80.0015.6%4.5%37.0%14.5%15.2%1.4%0.4%1.6M-41.9M-241.1K2.5087.546616511,98713,924
2024-05-23$87.52$80.0016.1%4.6%14.5%16.5%17.2%1.4%0.5%1.4M-31.4M-251.2K0.6683.95674412,02313,973
2024-05-24$88.63$80.0015.8%4.5%14.3%15.4%15.8%1.2%1.4%1.6M-40.4M-242.0K0.7174.9919113512,06314,001
2024-05-28$87.57$80.0016.4%4.7%15.0%17.7%17.0%1.6%1.3%1.5M-31.0M-245.3K0.3780.661033812,09814,115
2024-05-29$86.17$80.0018.4%5.3%15.4%24.8%17.5%1.9%-0.0%1.3M-22.0M-244.5K0.2674.4440710712,18014,159
2024-05-30$86.15$80.0018.5%5.3%15.4%25.4%18.2%1.5%0.1%1.2M-21.7M-245.7K0.0378.871,2183912,11114,263
2024-05-31$87.09$80.0018.9%5.4%15.8%26.9%21.7%1.9%-1.1%1.2M-26.5M-246.2K3.7778.243111711,94614,257