TJX Options History — April 2013

In April 2013, TJX traded between $23.35 and $24.42. ATM implied volatility averaged 17.9%, placing in the 18.9% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 3.7% (HV 20d: 14.2%). Max pain ranged from $22.50 to $23.75. Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 0.83.

Notable Days

  • 2013-04-09: Highest Volume — 127,746 contracts
  • 2013-04-09: Largest IV spike — 29.6% change
  • 2013-04-09: Highest IV Rank — 27.4%
  • 2013-04-15: Largest Expected Move — 5.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.82$23.35$24.42$23.45$24.39
Max Pain$23.30$22.50$23.75$22.50$23.75
ATM IV17.9%14.4%21.1%14.4%16.8%
Expected Move5.1%4.1%5.8%4.1%4.8%
HV 20d14.2%11.1%17.4%11.1%16.3%
HV 60d13.0%11.5%14.0%13.5%13.9%
IV Rank18.9%9.7%27.4%9.7%16.0%
IV Percentile25.3%5.2%48.4%5.2%18.3%
Term Structure1.0%0.0%2.1%2.0%1.6%
VWIV18.2%14.8%20.8%14.9%19.4%
Skew 25d2.9%-0.8%4.6%2.6%3.4%
Skew 10d7.6%-0.9%12.2%4.5%10.0%
Call IV 25d16.7%12.7%18.8%12.7%16.7%
Put IV 25d19.7%12.2%22.7%15.3%20.1%
Bid-Ask Spread %16.189.5625.9016.6614.30
Gamma HHI0.400.240.540.540.33
Net GEX133.0K-5.8M7.9M7.9M-913.2K
Net DEX-98.6M-172.7M23.9M-150.6M-9.3M
Net VEX-484.9K-601.5K-339.0K-391.4K-510.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.830.092.671.082.67
Total Volume9,724.0911,752127,7461,8621,752
Total OI177,381122,932235,040160,726136,666

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2013-04-01$23.45$22.5014.4%4.1%11.1%9.7%14.9%2.6%2.0%7.9M-150.6M-391.4K1.0816.66N/AN/A894968100,78259,944
2013-04-02$23.68$22.5014.4%4.1%11.4%9.8%14.8%-0.1%2.1%7.1M-166.8M-360.5K0.5214.95N/AN/A1,9341,010101,05259,320
2013-04-03$23.55$22.5015.4%4.4%11.8%12.4%15.1%2.6%1.4%7.6M-156.3M-374.4K0.4615.44N/AN/A2,106978101,64259,854
2013-04-04$23.70$22.5016.0%4.6%11.5%13.9%15.5%-0.8%1.0%6.7M-167.0M-358.1K0.7114.77N/AN/A1,238882102,21060,320
2013-04-05$23.57$22.5014.8%4.9%11.3%10.8%18.5%2.4%1.0%7.4M-161.3M-371.6K0.3215.07N/AN/A1,506484102,60460,712
2013-04-08$23.73$22.5016.3%5.0%11.3%14.7%17.3%2.1%1.2%6.5M-172.7M-339.0K0.3316.02N/AN/A1,584530102,94660,790
2013-04-09$23.83$22.5021.1%5.6%11.2%27.4%20.7%3.4%0.1%6.3M-171.5M-351.2K1.5411.92N/AN/A50,25877,488103,34660,794
2013-04-10$23.75$22.5021.1%5.6%11.1%27.2%20.5%3.5%0.2%293.1K-122.2M-601.5K1.9914.87N/AN/A1,7763,536103,762122,084
2013-04-11$24.37$23.7519.4%5.6%13.5%22.9%18.5%3.5%0.3%-3.9M-171.1M-506.9K0.6716.42N/AN/A8,7225,878104,436124,414
2013-04-12$24.29$23.7519.2%5.5%13.7%22.3%18.9%3.3%0.5%-3.4M-168.0M-532.9K0.8011.17N/AN/A1,8021,446106,558127,590
2013-04-15$23.77$23.7520.1%5.8%16.0%24.6%19.9%4.0%0.3%-3.7M-131.1M-574.6K1.2518.23N/AN/A1,8822,348106,650128,380
2013-04-16$23.86$23.7519.5%5.6%16.0%23.0%19.6%4.0%0.0%-5.8M-140.9M-557.8K1.1414.34N/AN/A2,0942,382106,756128,284
2013-04-17$23.66$23.7519.6%5.6%16.5%23.2%20.8%3.8%0.7%-5.2M-125.8M-559.8K1.6712.80N/AN/A1,4162,366106,736127,380
2013-04-18$23.35$23.7519.2%5.5%17.3%22.4%20.0%4.6%1.1%-2.8M-100.9M-564.6K0.289.56N/AN/A4,1621,170106,722126,110
2013-04-19$23.50$23.7518.4%5.3%17.4%20.3%19.5%4.1%1.5%-5.0M-106.8M-551.0K0.3215.16N/AN/A2,662848106,680125,990
2013-04-22$23.57$23.7518.2%5.2%15.6%19.7%18.4%3.7%1.9%-3.5M23.9M-540.4K0.4525.90N/AN/A2,9301,32231,97290,960
2013-04-23$23.58$23.7518.1%5.2%15.2%19.3%19.1%3.6%1.4%-3.5M23.1M-539.1K1.1123.52N/AN/A1,9322,14633,17691,922
2013-04-24$23.71$23.7518.4%5.3%15.3%20.3%18.3%3.0%0.8%-3.4M17.5M-542.2K0.3820.90N/AN/A2,9401,10834,02293,302
2013-04-25$24.14$23.7518.6%5.3%16.5%20.6%17.8%2.8%0.7%-2.5M213.6K-519.2K0.0913.16N/AN/A3,66433035,62094,048
2013-04-26$24.20$23.7517.8%5.1%16.4%18.5%16.5%2.7%1.3%-2.0M-3.4M-517.3K0.0925.37N/AN/A4,50440837,71894,082
2013-04-29$24.42$23.7517.5%5.0%16.6%17.7%17.6%2.8%1.1%-1.2M-9.2M-503.5K0.4215.40N/AN/A3,2081,33639,77494,272
2013-04-30$24.39$23.7516.8%4.8%16.3%16.0%19.4%3.4%1.6%-913.2K-9.3M-510.3K2.6714.30N/AN/A4781,27442,00894,658