TXT Options History — October 2024

In October 2024, TXT traded between $80.91 and $90.00. ATM implied volatility averaged 28.4%, placing in the 60.0% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 6.6% (HV 20d: 21.8%). Max pain ranged from $87.50 to $90.00. Net GEX was positive for 5 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 1.82.

Notable Days

  • 2024-10-24: Highest Volume — 2,952 contracts
  • 2024-10-24: Largest IV drop — 20.6% change
  • 2024-10-23: Highest IV Rank — 84.1%
  • 2024-10-23: Largest Expected Move — 9.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$86.01$80.91$90.00$87.56$80.91
Max Pain$89.78$87.50$90.00$87.50$90.00
ATM IV28.4%22.3%34.0%23.8%29.7%
Expected Move8.4%6.7%9.8%6.8%8.5%
HV 20d21.8%17.0%32.1%17.8%32.1%
HV 60d22.4%21.0%25.3%23.3%23.2%
IV Rank60.0%34.0%84.1%40.3%65.7%
IV Percentile88.9%69.4%98.8%74.2%93.7%
Term Structure-3.0%-6.4%5.3%3.9%-3.8%
VWIV29.5%23.5%34.2%24.3%30.2%
Skew 25d3.0%1.8%4.4%1.9%3.1%
Skew 10d6.7%1.9%9.2%4.3%5.2%
Call IV 25d28.2%22.9%31.8%22.9%28.3%
Put IV 25d31.1%24.9%36.2%24.9%31.4%
Bid-Ask Spread %63.9656.5578.6265.5269.56
Gamma HHI0.190.150.250.160.22
Net GEX-450.6K-1.5M1.9M-78.3K-1.5M
Net DEX7.8M-17.5M33.0M196.5K32.6M
Net VEX-161.6K-183.3K-114.0K-177.0K-114.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.820.1010.890.131.52
Total Volume632.3911232,952960443
Total OI19,816.95717,50621,38317,50620,430

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$87.56$87.5023.8%6.8%17.8%40.3%24.3%1.9%3.9%-78.3K196.5K-177.0K0.1365.5285011010,0347,472
2024-10-02$86.86$87.5023.4%6.7%18.0%39.0%23.5%2.1%5.3%-68.5K279.9K-182.3K5.9068.7711567910,8127,545
2024-10-03$85.85$90.0025.0%8.4%17.7%45.5%29.3%3.4%-2.7%-470.6K7.6M-178.0K1.3563.49628410,8538,188
2024-10-04$86.81$90.0022.3%8.4%17.1%34.0%29.8%3.7%-3.0%-288.6K3.0M-179.4K10.8962.641031,12210,8888,227
2024-10-07$85.54$90.0025.3%8.7%17.0%46.9%31.6%3.3%-2.9%-953.6K12.1M-176.0K1.8563.9814025910,9319,063
2024-10-08$85.00$90.0025.3%8.7%17.0%46.9%31.1%2.9%-2.8%-1.2M15.8M-174.5K0.4661.5128513211,0319,268
2024-10-09$86.39$90.0029.6%8.5%18.1%65.3%30.2%3.0%-3.1%-842.8K6.8M-183.3K0.8563.4415012811,1239,293
2024-10-10$86.05$90.0030.4%8.7%17.9%68.8%28.9%3.3%-3.6%-1.0M9.1M-180.6K0.6064.8121212711,1669,303
2024-10-11$87.88$90.0029.7%8.5%19.3%65.5%28.8%2.7%-3.5%-277.2K-1.5M-180.3K0.2463.12992411,3269,293
2024-10-14$88.08$90.0031.5%9.0%18.9%73.2%31.4%3.0%-5.0%-157.0K-3.8M-176.3K1.1563.3012314211,3269,309
2024-10-15$88.06$90.0030.7%8.8%18.9%69.9%33.3%3.1%-4.3%-234.2K-3.4M-174.5K3.9258.507127811,3939,402
2024-10-16$87.79$90.0031.1%8.9%18.4%71.4%30.9%2.7%-5.0%-580.8K-1.7M-169.8K0.4064.601315311,4059,622
2024-10-17$90.00$90.0031.4%9.0%19.5%72.7%31.2%2.1%-4.9%1.8M-17.5M-174.3K0.7364.4536326611,4799,653
2024-10-18$89.59$90.0030.9%8.8%18.9%70.5%31.1%2.9%-4.6%1.9M-12.7M-173.6K2.6565.8921256111,5429,841
2024-10-21$89.16$90.0032.1%9.2%18.7%76.0%34.2%3.8%-5.7%645.1K-7.3M-174.2K2.9558.7719056010,2777,908
2024-10-22$87.74$90.0033.0%9.5%19.6%79.6%33.7%3.1%-5.7%184.4K1.2M-166.5K1.5156.5512218410,3178,226
2024-10-23$87.20$90.0034.0%9.8%19.0%84.1%33.5%4.4%-6.4%25.9K4.0M-164.7K1.2863.0456472310,3828,295
2024-10-24$81.33$90.0027.0%7.8%31.1%54.3%26.6%3.1%-2.8%-1.4M33.0M-118.0K1.5657.341,1541,79810,6898,676
2024-10-25$82.53$90.0027.0%7.7%31.1%54.0%26.1%3.0%-2.6%-1.4M26.4M-132.6K0.5366.3230215910,8858,843
2024-10-28$83.53$90.0026.4%7.6%31.3%51.6%25.6%3.2%-2.1%-1.4M22.0M-129.6K0.1078.625575310,8728,818
2024-10-29$82.06$90.0025.9%7.4%31.7%49.7%27.0%2.1%-2.0%-1.5M28.3M-116.5K1.0559.9420521611,2648,841
2024-10-30$82.42$90.0027.2%7.8%31.8%55.1%27.0%1.8%-2.5%-1.5M25.8M-121.6K0.1966.833656911,3868,893
2024-10-31$80.91$90.0029.7%8.5%32.1%65.7%30.2%3.1%-3.8%-1.5M32.6M-114.0K1.5269.5617626711,4758,955