TXT Options History — November 2024

In November 2024, TXT traded between $81.41 and $88.26. ATM implied volatility averaged 22.7%, placing in the 36.0% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded below realized volatility by 12.4% (HV 20d: 35.1%). Max pain ranged from $85.00 to $90.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.96.

Notable Days

2024-11-18: Highest Volume — 4,308 contracts
2024-11-11: Largest IV spike — 32.4% change
2024-11-05: Highest IV Rank — 73.3%
2024-11-01: Largest Expected Move — 8.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$85.12	$81.41	$88.26	$81.53	$85.60
Max Pain	$86.13	$85.00	$90.00	$90.00	$85.00
ATM IV	22.7%	19.4%	31.5%	28.3%	20.2%
Expected Move	6.2%	5.7%	8.1%	8.1%	5.8%
HV 20d	35.1%	29.7%	39.0%	32.0%	29.7%
HV 60d	26.1%	23.0%	27.6%	23.0%	27.0%
IV Rank	36.0%	21.7%	73.3%	59.6%	25.2%
IV Percentile	65.0%	43.3%	96.8%	91.3%	51.6%
Term Structure	0.8%	-3.7%	2.4%	-3.7%	1.2%
VWIV	22.1%	20.0%	29.0%	29.0%	22.9%
Skew 25d	2.4%	1.1%	3.5%	1.8%	1.9%
Skew 10d	5.0%	1.7%	10.5%	1.7%	8.9%
Call IV 25d	20.9%	19.2%	28.3%	28.3%	19.3%
Put IV 25d	23.3%	20.7%	30.1%	30.1%	21.2%
Bid-Ask Spread %	74.11	67.40	82.14	67.40	79.88
Gamma HHI	0.31	0.15	0.84	0.22	0.34
Net GEX	-690.5K	-8.2M	987.2K	-1.5M	672.5K
Net DEX	6.0M	-5.6M	29.1M	29.1M	-1.1M
Net VEX	-107.7K	-125.2K	-80.3K	-120.5K	-114.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.96	0.20	9.09	0.78	0.82
Total Volume	722.95	40	4,308	344	40
Total OI	18,298.15	11,243	20,935	20,483	16,988

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
2024-11-01	$81.53	$90.00	28.3%	8.1%	32.0%	59.6%	29.0%	1.8%	-3.7%	-1.5M	29.1M	-120.5K	0.78	67.40	193	151	11,512	8,971
2024-11-04	$82.18	$85.00	31.0%	7.3%	31.9%	71.1%	25.3%	3.1%	-0.4%	-1.5M	26.8M	-117.2K	0.25	67.99	135	34	11,673	9,044
2024-11-05	$82.90	$85.00	31.5%	7.1%	32.1%	73.3%	25.7%	2.5%	0.2%	-1.5M	23.7M	-119.9K	1.10	67.69	77	85	11,665	9,068
2024-11-06	$88.14	$85.00	22.9%	6.0%	38.6%	36.6%	20.8%	2.5%	1.9%	-151.4K	-3.7M	-125.2K	0.26	70.91	542	139	11,682	9,117
2024-11-07	$87.94	$85.00	21.0%	6.0%	38.6%	28.6%	20.6%	2.2%	1.7%	-267.4K	-3.4M	-116.5K	0.38	75.55	491	185	11,717	9,120
2024-11-08	$87.60	$87.50	19.4%	5.9%	37.9%	21.7%	20.8%	2.2%	2.4%	-519.6K	-1.6M	-113.7K	0.32	75.04	123	39	11,715	9,207
2024-11-11	$88.26	$87.50	25.7%	6.3%	38.0%	48.4%	22.4%	2.1%	1.4%	-270.2K	-3.0M	-109.1K	9.09	71.40	193	1,754	11,725	9,210
2024-11-12	$87.09	$87.50	25.2%	6.1%	38.3%	46.6%	21.8%	2.5%	1.6%	-700.0K	1.4M	-103.1K	0.43	73.09	127	54	11,703	8,601
2024-11-13	$87.72	$87.50	21.6%	6.2%	38.4%	31.3%	22.7%	2.4%	1.5%	-337.6K	-1.2M	-100.5K	0.84	74.68	125	105	11,692	8,627
2024-11-14	$86.37	$87.50	21.4%	6.1%	37.6%	30.2%	22.4%	2.5%	0.2%	-1.6M	5.7M	-93.8K	0.32	75.31	139	45	11,721	8,619
2024-11-15	$85.02	$87.50	22.2%	6.4%	37.9%	33.7%	21.7%	2.7%	-0.3%	-8.2M	13.6M	-86.4K	0.20	75.75	543	110	11,760	8,635
2024-11-18	$83.53	$87.50	20.7%	5.9%	38.3%	27.3%	20.4%	3.4%	1.2%	-115.5K	7.7M	-80.3K	0.55	77.90	2,783	1,525	6,781	4,462
2024-11-19	$81.41	$85.00	21.9%	6.3%	38.8%	32.6%	22.4%	2.4%	-0.0%	-271.9K	14.8M	-97.9K	0.43	73.08	523	227	9,383	5,739
2024-11-20	$81.83	$85.00	21.4%	6.2%	39.0%	30.5%	21.6%	3.5%	0.5%	-309.1K	13.3M	-97.8K	0.55	75.82	177	98	9,370	5,792
2024-11-21	$83.89	$85.00	20.0%	5.7%	31.2%	24.2%	20.9%	2.7%	0.9%	83.0K	5.4M	-107.8K	0.28	82.14	275	78	9,457	5,809
2024-11-22	$85.29	$85.00	20.2%	5.8%	31.3%	25.2%	20.0%	2.7%	1.6%	485.9K	-408.2K	-110.9K	0.44	76.72	1,272	555	9,645	5,783
2024-11-25	$85.88	$85.00	20.4%	5.8%	31.2%	26.0%	20.1%	1.4%	1.3%	987.2K	-5.6M	-115.4K	0.55	74.53	243	133	10,412	6,112
2024-11-26	$85.16	$85.00	19.9%	5.7%	30.6%	23.8%	20.6%	1.6%	0.9%	648.7K	-1.4M	-111.2K	0.75	72.29	228	171	10,510	6,148
2024-11-27	$85.12	$85.00	20.0%	5.7%	30.6%	24.1%	20.4%	1.1%	1.6%	554.4K	-780.3K	-111.7K	0.93	74.96	385	357	10,526	6,262
2024-11-29	$85.60	$85.00	20.2%	5.8%	29.7%	25.2%	22.9%	1.9%	1.2%	672.5K	-1.1M	-114.4K	0.82	79.88	22	18	10,571	6,417