TXT Options History — December 2024

In December 2024, TXT traded between $76.06 and $85.61. ATM implied volatility averaged 21.7%, placing in the 31.7% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded below realized volatility by 0.2% (HV 20d: 21.9%). Max pain ranged from $80.00 to $85.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.76.

Notable Days

  • 2024-12-24: Highest Volume — 4,327 contracts
  • 2024-12-18: Largest IV spike — 16.2% change
  • 2024-12-18: Highest IV Rank — 53.5%
  • 2024-12-18: Largest Expected Move — 7.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$80.07$76.06$85.61$85.61$76.08
Max Pain$82.98$80.00$85.00$85.00$80.00
ATM IV21.7%19.6%26.9%20.1%21.8%
Expected Move6.3%5.6%7.7%5.8%6.2%
HV 20d21.9%18.3%29.7%29.6%20.8%
HV 60d27.3%26.4%28.4%26.8%28.0%
IV Rank31.7%22.8%53.5%24.9%31.9%
IV Percentile61.1%42.9%84.5%50.8%62.3%
Term Structure3.2%1.0%4.9%1.0%4.8%
VWIV21.8%18.5%26.5%21.5%19.5%
Skew 25d2.6%1.1%3.7%2.3%3.1%
Skew 10d6.0%1.1%10.3%1.1%4.4%
Call IV 25d21.2%18.5%26.8%19.4%20.0%
Put IV 25d23.8%21.4%28.1%21.7%23.1%
Bid-Ask Spread %75.2366.6984.6768.4084.67
Gamma HHI0.360.140.600.340.18
Net GEX-369.8K-1.5M730.6K730.6K295.5K
Net DEX10.8M-2.9M29.0M-2.9M3.2M
Net VEX-82.7K-111.9K-55.5K-111.9K-84.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.760.012.270.930.04
Total Volume554.4291114,327185847
Total OI14,543.0956,31817,13216,98710,425

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-12-02$85.61$85.0020.1%5.8%29.6%24.9%21.5%2.3%1.0%730.6K-2.9M-111.9K0.9368.40968910,5716,416
2024-12-03$85.35$85.0020.2%5.8%29.6%25.1%18.5%1.9%1.0%549.3K-833.7K-107.1K1.1566.69627110,5756,441
2024-12-04$84.66$85.0020.0%5.7%29.7%24.4%21.2%1.1%1.2%111.3K3.3M-101.4K0.9270.651069810,5486,497
2024-12-05$83.19$85.0020.5%6.2%20.1%26.6%21.5%3.1%3.4%-538.2K10.3M-95.6K0.3272.051555010,5766,523
2024-12-06$82.70$85.0019.8%6.1%20.1%23.7%21.3%2.4%3.4%-765.5K12.8M-93.1K0.7573.211067910,6166,474
2024-12-09$82.78$85.0021.2%6.4%20.2%29.4%21.9%3.0%3.2%-843.2K12.1M-90.3K0.6176.43694210,6516,481
2024-12-10$82.18$85.0021.0%6.2%19.9%28.7%21.6%2.8%3.6%-1.1M15.1M-84.1K0.2572.991804510,6466,458
2024-12-11$82.22$85.0021.8%6.3%19.6%32.1%21.8%2.9%3.2%-1.1M14.6M-85.0K0.5173.841377010,6176,440
2024-12-12$81.39$85.0021.8%6.3%19.4%32.1%21.9%2.8%3.3%-1.3M19.7M-78.2K0.4177.2643817810,5946,386
2024-12-13$80.75$82.5022.1%6.3%18.9%33.2%22.0%2.0%3.5%-1.2M22.4M-75.4K0.4771.1022110310,6306,446
2024-12-16$81.22$82.5023.2%6.7%18.6%38.0%22.7%1.8%3.0%-1.5M19.8M-75.1K2.2772.387917910,6246,433
2024-12-17$80.04$82.5023.1%6.6%18.3%37.6%23.0%3.1%2.8%-922.3K21.8M-68.6K0.2074.931793510,6345,946
2024-12-18$76.06$82.5026.9%7.7%23.9%53.5%26.5%1.3%1.6%-533.3K29.0M-55.5K0.6079.7978347210,6815,695
2024-12-19$76.08$82.5026.5%7.6%23.8%52.1%25.5%3.1%1.9%-607.0K16.7M-61.6K2.2570.5524855910,9374,287
2024-12-20$77.06$82.5022.9%6.6%22.2%36.5%24.2%2.5%3.4%-316.8K13.2M-67.2K1.3672.0316222111,0534,305
2024-12-23$76.28$82.5021.8%6.2%20.9%31.8%21.4%3.2%4.4%-139.2K7.6M-66.2K0.1770.81295513,3213,035
2024-12-24$76.80$80.0019.6%5.6%20.8%22.8%19.0%3.7%4.5%-82.8K5.8M-62.6K0.0182.804,305223,5272,791
2024-12-26$77.40$80.0020.6%5.9%21.3%27.1%20.5%3.0%4.6%555.2K626.3K-93.1K1.2182.401271547,5182,765
2024-12-27$77.02$80.0020.6%5.9%21.3%27.0%21.0%2.9%4.9%538.6K736.4K-92.8K1.0183.871141157,5982,766
2024-12-30$76.57$80.0020.8%6.0%20.9%27.9%21.7%2.5%4.9%434.0K2.0M-87.4K0.4582.96207947,6332,845
2024-12-31$76.08$80.0021.8%6.2%20.8%31.9%19.5%3.1%4.8%295.5K3.2M-84.1K0.0484.67813347,5382,887