TXT Options History — July 2024

In July 2024, TXT traded between $85.05 and $94.14. ATM implied volatility averaged 24.9%, placing in the 53.9% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 6.5% (HV 20d: 18.4%). Max pain ranged from $85.00 to $92.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.74.

Notable Days

  • 2024-07-17: Highest Volume — 1,963 contracts
  • 2024-07-10: Largest IV drop — 34.4% change
  • 2024-07-08: Highest IV Rank — 100.0%
  • 2024-07-03: Largest Expected Move — 9.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$89.69$85.05$94.14$85.45$93.39
Max Pain$87.61$85.00$92.50$85.00$92.50
ATM IV24.9%18.6%37.8%29.8%19.4%
Expected Move6.7%5.3%9.1%8.6%5.5%
HV 20d18.4%12.0%24.2%12.0%24.0%
HV 60d22.6%17.2%26.3%24.1%18.0%
IV Rank53.9%26.3%100.0%84.3%29.4%
IV Percentile73.9%28.2%100.0%97.6%42.9%
Term Structure-2.3%-7.8%0.6%-6.9%-0.3%
VWIV23.5%18.6%31.4%29.8%19.5%
Skew 25d1.8%0.4%3.5%2.5%0.4%
Skew 10d3.5%0.6%8.2%4.0%2.0%
Call IV 25d22.8%18.0%30.7%28.6%20.3%
Put IV 25d24.6%19.6%32.2%31.1%20.6%
Bid-Ask Spread %62.6754.4777.6558.1577.65
Gamma HHI0.250.170.320.180.28
Net GEX1.5M328.6K2.5M380.1K2.5M
Net DEX-21.4M-49.8M4.3M1.7M-41.3M
Net VEX-221.2K-236.2K-211.1K-222.4K-223.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.740.062.690.280.07
Total Volume585.227881,9631641,136
Total OI20,474.90918,75723,47018,75721,476

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-07-01$85.45$85.0029.8%8.6%12.0%84.3%29.8%2.5%-6.9%380.1K1.7M-222.4K0.2858.15128369,3749,383
2024-07-02$85.67$85.0030.1%8.6%12.0%85.8%30.1%2.4%-6.9%477.9K863.9K-217.6K0.1059.24279279,4859,402
2024-07-03$85.94$85.0031.9%9.1%12.1%93.8%31.4%1.5%-7.8%508.1K-1.1M-226.9K0.5871.7378459,5349,425
2024-07-05$85.05$85.0032.1%6.7%12.6%94.9%22.9%2.4%-2.0%328.6K4.3M-212.8K0.6660.7353359,6039,503
2024-07-08$85.86$85.0036.3%6.9%12.4%100.0%23.9%1.5%-2.5%480.8K496.1K-211.1K0.0660.3712989,6309,531
2024-07-09$85.29$85.0037.8%7.1%12.6%100.0%24.3%1.8%-3.0%420.0K2.0M-214.8K0.3260.51171559,7159,535
2024-07-10$86.00$85.0024.8%7.1%12.9%50.2%24.7%1.8%-3.3%595.7K-1.9M-219.9K0.2260.48242549,8629,599
2024-07-11$88.28$85.0024.8%7.1%15.5%50.3%25.3%2.2%-3.8%1.1M-13.3M-221.7K0.6658.24145959,9909,608
2024-07-12$89.06$85.0024.0%6.9%15.2%47.1%24.1%1.2%-2.8%1.3M-18.3M-217.4K2.6956.0010026910,0369,620
2024-07-15$91.18$85.0025.6%7.3%16.6%53.1%25.2%1.5%-4.0%1.6M-30.3M-216.2K0.2662.451,24632910,0569,859
2024-07-16$94.14$87.5025.9%7.4%19.1%54.3%26.6%1.9%-3.7%2.1M-49.8M-220.8K0.8264.261,04184911,02010,037
2024-07-17$92.30$87.5027.2%7.8%21.0%59.5%27.1%2.3%-4.1%2.0M-39.6M-236.2K1.2966.428561,10711,79310,557
2024-07-18$92.58$90.0019.7%5.6%20.9%30.7%20.0%1.1%-0.7%2.1M-42.5M-224.3K1.2071.8867480612,25111,219
2024-07-19$90.84$90.0020.3%5.8%22.4%33.0%20.1%1.9%-0.6%2.0M-29.7M-224.0K0.9968.0921421112,40110,856
2024-07-22$91.97$90.0018.8%5.4%22.6%27.0%20.4%3.5%0.5%2.1M-31.2M-217.0K0.9164.0718116510,6489,569
2024-07-23$92.29$90.0018.6%5.3%22.3%26.3%18.6%1.5%0.6%2.3M-35.3M-211.1K0.9367.7220018610,7549,657
2024-07-24$90.06$90.0020.6%5.9%23.5%34.1%20.5%1.8%-0.8%1.8M-19.6M-220.0K1.6054.4720332510,9139,804
2024-07-25$91.71$90.0020.4%5.8%24.2%33.3%20.4%2.0%0.1%2.2M-29.4M-229.1K0.3762.04702611,0259,973
2024-07-26$92.12$90.0020.0%5.7%24.1%31.7%20.5%1.5%0.4%2.3M-32.5M-227.9K0.9059.5035932311,0519,978
2024-07-29$91.68$90.0020.4%5.8%23.9%33.2%22.1%2.3%-0.3%2.2M-29.4M-228.3K0.8456.34907611,26510,112
2024-07-30$92.41$90.0020.4%5.9%23.9%33.6%20.5%1.4%0.3%2.4M-34.7M-224.2K0.5258.431668711,24310,096
2024-07-31$93.39$92.5019.4%5.5%24.0%29.4%19.5%0.4%-0.3%2.5M-41.3M-223.3K0.0777.651,0617511,33410,142