TXT Options History — August 2024

In August 2024, TXT traded between $83.84 and $91.00. ATM implied volatility averaged 21.4%, placing in the 37.1% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded below realized volatility by 6.5% (HV 20d: 27.9%). Max pain ranged from $85.00 to $92.50. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 1.47.

Notable Days

  • 2024-08-01: Highest Volume — 987 contracts
  • 2024-08-05: Largest IV spike — 41.0% change
  • 2024-08-05: Highest IV Rank — 88.0%
  • 2024-08-05: Largest Expected Move — 8.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$87.60$83.84$91.00$90.29$91.00
Max Pain$85.68$85.00$92.50$92.50$85.00
ATM IV21.4%17.1%34.7%22.1%17.2%
Expected Move5.8%4.9%8.5%6.3%4.9%
HV 20d27.9%19.2%32.8%27.6%19.2%
HV 60d21.5%19.2%22.2%19.2%21.6%
IV Rank37.1%20.8%88.0%39.7%20.9%
IV Percentile47.9%12.3%99.2%73.4%13.5%
Term Structure1.6%-1.1%3.1%-1.1%1.5%
VWIV21.1%16.8%30.8%23.8%16.8%
Skew 25d3.1%1.7%5.0%2.4%4.8%
Skew 10d6.6%3.7%9.0%5.6%5.9%
Call IV 25d19.4%14.1%27.9%21.0%14.1%
Put IV 25d22.5%18.9%32.9%23.4%18.9%
Bid-Ask Spread %77.2062.4690.0562.4665.46
Gamma HHI0.210.140.330.230.33
Net GEX1.3M-149.0K2.9M2.0M2.9M
Net DEX-4.0M-22.2M14.9M-19.8M-22.2M
Net VEX-174.7K-231.7K-149.0K-231.7K-162.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.470.106.002.420.17
Total Volume346.09180987987208
Total OI20,833.40918,72822,27222,00720,306

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-08-01$90.29$92.5022.1%6.3%27.6%39.7%23.8%2.4%-1.1%2.0M-19.8M-231.7K2.4262.4628969811,87210,135
2024-08-02$87.34$92.5024.6%7.0%30.1%49.4%24.5%1.7%-0.3%891.5K-1.6M-224.5K1.6565.4815124911,81210,460
2024-08-05$84.32$85.0034.7%8.5%32.5%88.0%30.8%5.0%-0.3%210.1K11.8M-209.0K0.8875.0523320411,76710,298
2024-08-06$84.97$85.0028.8%7.2%32.6%65.5%24.8%3.8%1.5%297.7K9.6M-199.6K0.8475.34796611,79710,252
2024-08-07$83.84$85.0027.4%7.1%32.8%60.2%25.9%3.1%1.9%-15.7K14.9M-188.0K1.4972.2713620211,80410,256
2024-08-08$85.02$85.0025.6%6.8%31.7%53.1%26.1%4.1%1.8%149.5K10.1M-184.8K6.0077.732917411,81810,104
2024-08-09$84.97$85.0023.1%6.5%31.4%43.6%23.2%4.1%2.6%-40.7K12.5M-177.5K0.9072.72595311,82110,099
2024-08-12$84.70$85.0025.8%6.4%29.9%54.2%22.3%3.8%2.6%-149.0K13.9M-165.9K0.1977.633406511,84810,117
2024-08-13$86.03$85.0026.5%6.1%27.8%56.7%22.5%4.0%3.1%390.2K5.7M-169.2K0.8980.87645711,76910,022
2024-08-14$85.92$85.0020.8%6.0%27.2%35.1%20.9%3.7%2.8%465.6K6.0M-162.2K3.2480.1617255711,8009,957
2024-08-15$87.91$85.0017.6%5.1%28.7%22.7%19.3%2.2%0.7%1.2M-6.2M-166.0K1.6783.439716211,8469,499
2024-08-16$87.87$85.0017.3%5.0%28.1%21.5%18.3%2.1%2.2%1.2M-4.6M-156.8K0.9485.2011210511,8849,537
2024-08-19$88.34$85.0017.1%4.9%27.7%20.9%18.1%2.0%1.9%1.3M-6.9M-159.0K1.5485.5918027810,2678,500
2024-08-20$87.75$85.0017.3%4.9%27.7%21.3%22.3%1.9%2.1%1.1M-4.0M-149.0K4.8885.104923910,3358,393
2024-08-21$88.16$85.0017.1%4.9%26.5%20.8%17.2%2.1%2.2%1.7M-8.5M-160.3K2.5774.855413910,8788,562
2024-08-22$88.91$85.0018.1%5.2%25.8%24.5%18.4%2.7%1.4%2.0M-12.5M-165.8K0.5185.2232116410,8948,538
2024-08-23$89.94$85.0017.3%5.0%26.2%21.4%17.1%3.1%1.9%2.3M-17.1M-164.0K0.1090.055155310,8048,592
2024-08-26$90.11$85.0017.7%5.1%26.2%23.1%17.2%2.9%1.7%2.5M-18.3M-165.3K0.2676.83932411,2618,590
2024-08-27$89.67$85.0017.4%5.0%26.0%21.9%17.4%2.6%1.7%2.3M-15.2M-158.2K0.5275.811347011,2888,605
2024-08-28$90.04$85.0019.0%5.4%25.7%28.0%18.8%3.3%0.8%2.4M-17.3M-164.9K0.3377.45602011,3018,663
2024-08-29$90.20$85.0018.0%5.2%22.7%24.3%17.7%3.0%1.3%2.5M-18.1M-159.2K0.2773.8251814211,3218,663
2024-08-30$91.00$85.0017.2%4.9%19.2%20.9%16.8%4.8%1.5%2.9M-22.2M-162.2K0.1765.461783011,5158,791