TXT Options History — June 2024

In June 2024, TXT traded between $85.30 and $87.66. ATM implied volatility averaged 19.5%, placing in the 35.9% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 5.3% (HV 20d: 14.2%). Max pain ranged from $80.00 to $87.50. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 1.00.

Notable Days

2024-06-28: Highest Volume — 2,749 contracts
2024-06-26: Largest IV spike — 64.2% change
2024-06-28: Highest IV Rank — 76.6%
2024-06-28: Largest Expected Move — 8.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$86.21	$85.30	$87.66	$86.98	$85.56
Max Pain	$86.32	$80.00	$87.50	$80.00	$87.50
ATM IV	19.5%	16.5%	28.2%	19.7%	28.2%
Expected Move	5.6%	4.7%	8.1%	5.6%	8.1%
HV 20d	14.2%	12.4%	15.8%	15.8%	12.7%
HV 60d	24.0%	23.9%	24.3%	24.1%	24.2%
IV Rank	35.9%	22.2%	76.6%	29.9%	76.6%
IV Percentile	32.4%	7.5%	96.4%	47.6%	96.4%
Term Structure	2.2%	-5.2%	12.1%	-2.1%	-4.8%
VWIV	19.5%	17.1%	27.9%	20.1%	27.9%
Skew 25d	1.6%	0.8%	2.5%	2.5%	2.1%
Skew 10d	3.3%	1.0%	11.7%	3.2%	11.7%
Call IV 25d	18.8%	16.3%	27.2%	18.0%	27.2%
Put IV 25d	20.4%	17.6%	29.3%	20.4%	29.3%
Bid-Ask Spread %	69.03	56.43	86.26	86.26	63.81
Gamma HHI	0.22	0.11	0.41	0.17	0.12
Net GEX	832.1K	-224.0K	1.7M	1.1M	-224.0K
Net DEX	-15.4M	-29.9M	6.0M	-25.1M	6.0M
Net VEX	-210.1K	-239.3K	-187.5K	-239.3K	-202.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.00	0.03	7.68	1.02	0.03
Total Volume	430.263	38	2,749	115	2,749
Total OI	23,503.947	14,742	26,455	26,241	16,164

Daily Data (19 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
2024-06-03	$86.98	$80.00	19.7%	5.6%	15.8%	29.9%	20.1%	2.5%	-2.1%	1.1M	-25.1M	-239.3K	1.02	86.26	57	58	11,981	14,260
2024-06-04	$86.67	$80.00	19.1%	5.5%	14.8%	34.3%	18.8%	1.7%	-1.1%	1.2M	-23.9M	-236.6K	0.97	78.15	34	33	12,032	14,267
2024-06-05	$86.57	$80.00	18.9%	5.4%	14.7%	33.3%	18.7%	1.8%	-1.0%	1.2M	-23.5M	-233.9K	0.68	67.06	63	43	12,042	14,276
2024-06-06	$85.57	$87.50	18.0%	5.2%	15.1%	29.4%	18.5%	1.5%	3.3%	1.0M	-15.3M	-228.8K	0.73	67.33	22	16	12,082	14,310
2024-06-07	$85.69	$87.50	17.7%	5.2%	13.6%	27.9%	18.1%	1.2%	3.0%	1.1M	-16.8M	-225.5K	0.78	65.32	32	25	12,085	14,252
2024-06-10	$86.09	$87.50	18.4%	5.2%	13.7%	31.1%	17.7%	1.3%	3.3%	1.2M	-20.0M	-217.2K	0.17	65.05	41	7	12,078	14,270
2024-06-11	$85.42	$87.50	18.7%	5.3%	13.6%	32.6%	17.7%	1.5%	2.9%	1.1M	-14.0M	-214.1K	0.07	67.77	71	5	12,108	14,275
2024-06-12	$86.56	$87.50	17.1%	4.9%	14.6%	25.2%	17.1%	1.2%	4.3%	1.4M	-24.7M	-207.9K	0.27	69.16	186	50	12,117	14,263
2024-06-13	$85.88	$87.50	17.9%	5.1%	14.8%	28.9%	17.9%	1.8%	3.4%	1.3M	-18.2M	-208.2K	0.54	69.73	147	79	12,171	14,284
2024-06-14	$85.30	$87.50	17.7%	5.1%	14.9%	28.0%	17.8%	1.8%	4.0%	1.4M	-15.1M	-207.2K	0.68	70.23	292	198	12,172	14,155
2024-06-17	$86.03	$87.50	18.1%	5.2%	14.0%	29.9%	17.8%	1.5%	3.6%	1.5M	-22.2M	-203.4K	0.35	73.15	113	40	12,168	14,172
2024-06-18	$85.96	$87.50	18.1%	5.2%	14.0%	29.5%	18.0%	1.7%	3.5%	1.7M	-21.7M	-200.1K	0.16	71.47	282	44	12,178	14,163
2024-06-20	$86.45	$87.50	17.6%	5.0%	14.3%	27.4%	18.1%	0.8%	12.1%	440.9K	-29.9M	-193.5K	0.19	71.56	806	156	12,121	14,052
2024-06-21	$86.55	$87.50	17.2%	4.9%	14.3%	25.5%	17.6%	1.2%	5.0%	106.4K	-29.4M	-195.0K	0.50	73.32	134	67	12,181	14,140
2024-06-24	$87.66	$87.50	16.8%	4.8%	14.0%	23.6%	17.1%	1.3%	5.8%	251.4K	-4.1M	-192.8K	0.93	66.59	164	152	6,479	8,263
2024-06-25	$86.31	$87.50	16.5%	4.7%	14.2%	22.2%	17.5%	1.8%	5.7%	83.5K	1.5M	-187.5K	2.70	65.72	293	790	6,588	8,395
2024-06-26	$86.44	$87.50	27.1%	7.8%	13.6%	71.4%	27.3%	1.6%	-4.2%	-86.4K	1.7M	-200.0K	0.50	63.46	473	236	6,719	9,173
2024-06-27	$86.21	$87.50	27.9%	8.0%	12.4%	75.2%	27.3%	2.0%	-5.2%	-68.6K	2.1M	-198.5K	7.68	56.43	25	192	6,864	9,275
2024-06-28	$85.56	$87.50	28.2%	8.1%	12.7%	76.6%	27.9%	2.1%	-4.8%	-224.0K	6.0M	-202.7K	0.03	63.81	2,671	78	6,847	9,317