TJX Options History — June 2013

In June 2013, TJX traded between $24.43 and $25.59. ATM implied volatility averaged 19.4%, placing in the 25.9% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 1.2% (HV 20d: 18.2%). Max pain ranged from $23.75 to $25.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.99.

Notable Days

  • 2013-06-20: Highest Volume — 4,718 contracts
  • 2013-06-13: Largest IV spike — 11.1% change
  • 2013-06-05: Highest IV Rank — 29.0%
  • 2013-06-05: Largest Expected Move — 5.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.99$24.43$25.59$25.18$25.03
Max Pain$24.00$23.75$25.00$25.00$23.75
ATM IV19.4%17.9%20.6%20.0%18.3%
Expected Move5.6%5.1%5.9%5.7%5.2%
HV 20d18.2%16.5%19.7%18.0%18.3%
HV 60d16.6%15.5%17.6%15.5%17.6%
IV Rank25.9%22.2%29.0%27.5%23.2%
IV Percentile43.9%28.2%58.7%48.0%32.9%
Term Structure1.0%-0.7%2.3%-0.3%0.7%
VWIV20.2%18.3%21.5%19.8%18.3%
Skew 25d3.8%3.0%4.9%3.0%3.4%
Skew 10d8.3%2.2%14.9%9.0%3.7%
Call IV 25d18.5%17.3%19.8%19.2%17.5%
Put IV 25d22.3%20.9%24.4%22.2%20.9%
Bid-Ask Spread %15.329.8122.1222.1214.68
Gamma HHI0.360.260.460.360.28
Net GEX-2.4M-3.8M-1.3M-1.6M-1.4M
Net DEX-11.5M-28.3M11.5M-19.0M-20.1M
Net VEX-432.2K-470.1K-378.5K-462.2K-378.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.990.181.830.581.58
Total Volume1,891.15524,7189581,974
Total OI147,210.6139,842151,112146,270143,670

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2013-06-03$25.18$25.0020.0%5.7%18.0%27.5%19.8%3.0%-0.3%-1.6M-19.0M-462.2K0.5822.12N/AN/A60635241,202105,068
2013-06-04$25.25$25.0020.2%5.8%17.8%27.9%20.4%3.2%-0.5%-1.5M-21.5M-453.5K0.1817.69N/AN/A1,01818041,340105,146
2013-06-05$25.00$25.0020.6%5.9%17.5%29.0%20.2%3.1%-0.7%-2.0M-13.2M-463.4K0.2415.69N/AN/A58413841,560105,144
2013-06-06$24.96$25.0020.0%5.7%17.3%27.4%20.3%3.1%0.2%-2.1M-11.1M-470.1K1.8320.28N/AN/A1,3762,52441,578105,266
2013-06-07$25.23$23.7518.5%5.6%17.6%23.8%19.7%3.1%1.5%-1.8M-19.1M-446.1K1.2012.96N/AN/A83099241,564107,282
2013-06-10$25.15$23.7519.0%5.6%17.5%24.9%19.6%3.2%1.2%-1.9M-17.9M-435.5K0.9215.62N/AN/A29627241,806107,892
2013-06-11$24.95$23.7518.7%5.5%17.6%24.3%20.3%3.5%1.6%-2.2M-12.9M-436.9K0.2713.72N/AN/A2,50266841,854108,072
2013-06-12$24.99$23.7518.5%5.6%16.5%23.8%21.1%3.8%1.7%-2.7M-9.2M-452.5K0.9712.71N/AN/A55653841,240108,258
2013-06-13$25.59$23.7520.6%5.9%18.7%28.9%21.5%4.6%0.6%-1.3M-28.3M-416.4K1.3013.73N/AN/A72694441,260108,480
2013-06-14$25.21$23.7520.3%5.8%18.5%28.2%20.9%4.8%0.7%-2.2M-16.5M-432.6K0.8814.00N/AN/A29425841,198109,068
2013-06-17$24.89$23.7519.8%5.7%18.5%26.9%20.3%3.7%1.4%-3.0M-5.2M-442.8K1.1610.70N/AN/A1,2441,44841,288109,156
2013-06-18$25.27$23.7519.4%5.6%19.5%26.0%20.1%4.8%1.8%-2.3M-16.8M-426.7K1.1015.69N/AN/A56862641,580109,180
2013-06-19$24.92$23.7519.1%5.5%19.7%25.2%21.0%4.2%1.9%-2.7M-9.1M-427.0K1.509.81N/AN/A8221,23441,770109,324
2013-06-20$24.48$23.7520.2%5.8%18.0%27.9%20.5%4.7%2.0%-3.8M11.5M-451.9K1.1016.68N/AN/A2,2462,47240,576109,122
2013-06-21$24.75$23.7519.3%5.5%18.4%25.8%20.0%4.9%2.3%-3.3M1.7M-435.4K0.4317.53N/AN/A84236641,718109,394
2013-06-24$24.43$23.7519.5%5.6%18.4%26.1%20.0%4.1%0.4%-3.5M2.5M-420.0K0.6614.51N/AN/A1,34489036,022103,832
2013-06-25$24.63$23.7518.9%5.4%18.7%24.7%20.3%3.5%0.7%-3.3M-399.9K-416.5K1.0313.91N/AN/A58259835,722104,120
2013-06-26$24.77$23.7518.5%5.3%18.3%23.8%19.4%3.1%0.7%-2.8M-7.7M-395.0K1.7314.48N/AN/A1,2342,13436,086104,360
2013-06-27$25.06$23.7517.9%5.1%18.8%22.2%20.7%3.8%1.5%-1.8M-18.2M-381.4K1.1619.79N/AN/A71483036,988106,026
2013-06-28$25.03$23.7518.3%5.2%18.3%23.2%18.3%3.4%0.7%-1.4M-20.1M-378.5K1.5814.68N/AN/A7661,20837,350106,320