TXT Options History — September 2024

In September 2024, TXT traded between $85.47 and $88.97. ATM implied volatility averaged 22.2%, placing in the 34.0% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 4.5% (HV 20d: 17.8%). Max pain ranged from $85.00 to $90.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 1.60.

Notable Days

2024-09-23: Highest Volume — 2,729 contracts
2024-09-11: Largest IV drop — 16.1% change
2024-09-10: Highest IV Rank — 47.6%
2024-09-18: Largest Expected Move — 6.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$87.36	$85.47	$88.97	$88.75	$88.30
Max Pain	$88.13	$85.00	$90.00	$85.00	$87.50
ATM IV	22.2%	20.2%	25.5%	20.2%	23.0%
Expected Move	6.3%	5.8%	6.7%	5.8%	6.6%
HV 20d	17.8%	16.0%	19.8%	16.8%	19.7%
HV 60d	22.7%	22.1%	23.3%	22.1%	23.3%
IV Rank	34.0%	25.8%	47.6%	25.8%	37.3%
IV Percentile	68.8%	59.1%	81.7%	61.1%	71.4%
Term Structure	3.7%	1.0%	5.6%	1.0%	4.1%
VWIV	22.4%	21.2%	24.2%	22.1%	23.0%
Skew 25d	2.8%	2.4%	3.4%	3.1%	2.4%
Skew 10d	5.8%	3.3%	7.9%	7.1%	7.5%
Call IV 25d	20.9%	19.7%	22.1%	19.8%	22.0%
Put IV 25d	23.7%	22.6%	25.5%	22.9%	24.5%
Bid-Ask Spread %	66.68	58.86	73.81	72.10	72.53
Gamma HHI	0.18	0.14	0.31	0.20	0.15
Net GEX	710.0K	-657.5K	1.8M	1.8M	358.3K
Net DEX	760.0K	-8.9M	12.0M	-8.9M	-3.8M
Net VEX	-135.1K	-169.0K	-118.9K	-147.3K	-169.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.60	0.14	12.63	0.46	3.00
Total Volume	678.35	89	2,729	89	1,243
Total OI	19,244.6	11,262	22,880	20,387	16,312

Daily Data (20 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
2024-09-03	$88.75	$85.00	20.2%	5.8%	16.8%	25.8%	22.1%	3.1%	1.0%	1.8M	-8.9M	-147.3K	0.46	72.10	61	28	11,595	8,792
2024-09-04	$88.46	$85.00	20.6%	5.9%	16.8%	27.5%	21.8%	2.8%	1.1%	1.8M	-8.0M	-144.9K	0.50	71.56	158	79	11,616	8,814
2024-09-05	$87.16	$90.00	23.9%	6.2%	17.0%	40.9%	22.1%	2.7%	3.6%	1.2M	-23.9K	-133.6K	0.71	63.12	58	41	11,701	8,829
2024-09-06	$85.73	$90.00	24.6%	6.7%	17.6%	44.0%	22.2%	3.4%	3.4%	769.3K	6.5M	-128.4K	1.03	58.86	260	267	11,742	8,838
2024-09-09	$87.06	$90.00	24.2%	6.3%	18.4%	42.1%	21.9%	3.0%	4.3%	1.1M	-546.2K	-134.5K	0.89	62.97	111	99	11,765	9,035
2024-09-10	$86.54	$90.00	25.5%	6.5%	18.5%	47.6%	23.3%	3.0%	4.3%	893.0K	3.2M	-125.1K	0.92	60.97	767	706	11,814	9,051
2024-09-11	$86.26	$90.00	21.4%	6.1%	17.7%	30.2%	22.2%	3.0%	4.4%	787.5K	5.3M	-121.9K	0.93	60.11	122	113	11,930	9,243
2024-09-12	$86.89	$90.00	21.4%	6.1%	17.9%	30.1%	21.8%	3.1%	3.9%	990.5K	2.3M	-124.0K	0.78	60.25	311	242	11,958	9,246
2024-09-13	$87.47	$90.00	21.0%	6.0%	16.0%	28.5%	21.2%	3.1%	5.1%	1.2M	-1.6M	-127.0K	1.17	61.20	46	54	12,101	9,115
2024-09-16	$88.49	$87.50	21.8%	6.2%	16.6%	31.9%	22.1%	2.4%	3.0%	1.6M	-6.8M	-124.6K	0.24	63.02	219	52	12,111	9,116
2024-09-17	$88.55	$87.50	22.3%	6.4%	16.5%	34.0%	21.9%	2.4%	3.0%	1.6M	-7.0M	-124.9K	0.34	65.92	268	90	12,174	9,162
2024-09-18	$87.46	$87.50	23.4%	6.7%	16.9%	39.0%	24.1%	3.4%	3.7%	994.5K	-1.2M	-118.9K	12.63	67.81	75	947	12,308	9,216
2024-09-19	$88.97	$87.50	21.8%	6.3%	17.9%	32.0%	24.2%	2.7%	3.1%	797.1K	-3.3M	-127.8K	4.49	68.29	118	530	12,337	10,319
2024-09-20	$87.78	$87.50	22.6%	6.5%	18.3%	35.3%	22.7%	2.9%	2.9%	-529.5K	1.0M	-124.6K	0.53	68.60	316	167	12,352	10,528
2024-09-23	$87.00	$87.50	21.6%	6.2%	17.9%	30.9%	22.8%	2.4%	3.3%	-657.5K	10.4M	-119.9K	0.14	68.71	2,399	330	5,756	5,506
2024-09-24	$86.68	$87.50	20.5%	5.9%	17.9%	26.4%	22.7%	2.8%	4.8%	-168.7K	7.8M	-139.1K	0.43	70.26	1,188	509	8,076	5,677
2024-09-25	$85.47	$87.50	22.1%	6.3%	18.4%	33.1%	22.4%	2.9%	4.2%	-363.8K	12.0M	-143.3K	2.01	73.81	208	418	9,108	6,139
2024-09-26	$86.42	$87.50	21.2%	6.1%	18.9%	29.5%	21.2%	2.5%	5.6%	-244.2K	8.3M	-154.0K	0.16	71.38	474	77	9,144	6,395
2024-09-27	$87.74	$87.50	22.0%	6.3%	19.8%	32.9%	22.2%	2.9%	4.9%	188.3K	-435.1K	-168.4K	0.59	72.11	261	155	9,537	6,434
2024-09-30	$88.30	$87.50	23.0%	6.6%	19.7%	37.3%	23.0%	2.4%	4.1%	358.3K	-3.8M	-169.0K	3.00	72.53	311	932	9,776	6,536