Industrials Industrial Reference Data Updated 2026-05-31

TXT Gamma Exposure, IV Rank & Implied Volatility

Textron Inc. (TXT) options data — GEX, IV rank, options chain & Greeks

TXT options trade with implied volatility typically in the 18% - 38% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.

IV Rank 54.5 /100
IV 59.1%
Simulated data for display · open live TXT on the platform →

An IV rank near 54.5 (the value shown here is illustrative) would mean implied volatility is in roughly the 54.5th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live TXT IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 39.41%85.38%

Chart shows simulated data for display purposes. View the real TXT IV history on the live platform →

Comprehensive options market data for Textron Inc.

TXT Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 18% - 38%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Good
IV Range
18% - 38%
Market Cap
$15B+
Weeklies
Yes

1 About Textron Inc. (TXT)

Textron is a diversified company operating in aviation (Cessna, Bell), defense, industrial, and finance segments, providing aircraft and defense systems.

Company Profile

Sector Industrials
Industry Aerospace & Defense
Market Cap $15B+
Exchange NYSE

Key Dates

Next Earnings See earnings calendar
Earnings Frequency Quarterly
Dividend Schedule See company page
Fiscal Year End December

Textron Inc. operates in the Industrials sector.

2 TXT Options Market Overview

TXT options provide good liquidity for options traders.

Average Daily Volume N/A
Total Open Interest N/A
Put/Call Ratio N/A
Typical ATM Spread N/A
Weekly Options Available
LEAPS Available Yes

Liquidity Assessment: Good

TXT options are available for trading across multiple expirations.

3 TXT Implied Volatility & IV Rank

TXT implied volatility is moderate, reflecting economic cycle exposure.

Low IV Environment
18% - 23%
Below average volatility
Typical IV Range
23% - 33%
Normal conditions
Elevated IV
33% - 38%
Above average volatility

Earnings Impact

IV typically expands before earnings and contracts after the announcement.

The post-earnings volatility drop is known as IV crush. Holders of short TXT options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

TXT IV generally trades near historical volatility, with premiums expanding around earnings.

Term Structure

Typically upward sloping under normal conditions.

View TXT Volatility Lab

TXT Gamma Exposure (GEX)

Gamma Exposure analysis for TXT reveals dealer hedging dynamics at key strike levels.

Typical GEX Profile: TXT tends to operate in a positive gamma environment during normal conditions.

Key Levels:

Dealer Hedging:

View Live TXT GEX

4 Common TXT Options Strategies

These are strategies commonly used by traders on TXT options, based on typical market characteristics. This is not investment advice.

Popular for TXT shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on TXT.

Range-bound strategy for TXT between events.

Key Considerations for TXT Options

  • TXT options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
  • Monitor earnings dates for IV expansion/contraction patterns
  • Consider the stock's beta when sizing positions

Frequently Asked Questions: TXT Options

What is TXT's typical implied volatility?

TXT implied volatility typically ranges from 18% - 38%.

Does TXT have weekly options?

TXT offers weekly options.

What is TXT's options trading profile?

TXT (Textron Inc.) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 18% - 38% range. The position sits in the Industrials category for portfolio diversification and options strategy design.

How does TXT implied volatility behave around earnings?

IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.

What options strategies work well on TXT?

Popular strategies on TXT options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 18% - 38% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.

What is TXT's gamma exposure (GEX)?

Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence TXT's intraday price action. TXT tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live TXT GEX levels and the gamma-flip point on ApexVol.

What is TXT's IV rank?

TXT's IV rank shows where TXT's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. TXT implied volatility typically ranges from 18% - 38%. Check TXT's live IV rank and percentile on ApexVol's IV analytics.

AV
Written by
ApexVol Research Team
Quantitative options research
All calculations use live ORATS institutional data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and ORATS data change. Last revised 2026-05-31. How we research →

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