TJX Options History — July 2015 In July 2015, TJX traded between $33.41 and $34.91. ATM implied volatility averaged 20.2%, placing in the 34.4% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 2.8% (HV 20d: 17.3%). Max pain ranged from $32.50 to $33.75. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 1.09.
Notable Days 2015-07-29 : Highest Volume — 14,542 contracts2015-07-15 : Largest IV spike — 25.8% change2015-07-27 : Highest IV Rank — 46.8%2015-07-08 : Largest Expected Move — 6.7%Monthly Statistics Metric Avg Min Max Open Close Price $34.19 $33.41 $34.91 $33.70 $34.91 Max Pain $33.13 $32.50 $33.75 $32.50 $33.75 ATM IV 20.2% 16.6% 22.6% 17.3% 22.3% Expected Move 6.1% 5.0% 6.7% 5.0% 6.4% HV 20d 17.3% 14.6% 18.6% 17.0% 15.2% HV 60d 17.6% 17.1% 18.0% 17.6% 17.8% IV Rank 34.4% 16.1% 46.8% 19.5% 45.4% IV Percentile 63.7% 20.6% 82.1% 31.7% 80.6% Term Structure -1.4% -3.0% 4.1% 4.1% -3.0% VWIV 22.3% 17.9% 24.7% 17.9% 23.6% Skew 25d 3.0% 2.0% 3.5% 3.2% 2.5% Skew 10d 6.2% 3.8% 8.1% 8.1% 4.9% Call IV 25d 20.2% 16.4% 22.2% 16.4% 21.5% Put IV 25d 23.1% 19.6% 25.3% 19.6% 24.0% Bid-Ask Spread % 15.60 11.77 20.78 17.32 20.78 Gamma HHI 0.31 0.25 0.39 0.35 0.25 Net GEX 4.9M 2.4M 8.6M 4.9M 4.2M Net DEX -83.1M -124.5M -41.8M -65.7M -108.5M Net VEX -580.5K -618.6K -544.0K -589.5K -544.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.09 0.16 4.56 0.76 1.32 Total Volume 6,324.364 2,840 14,542 3,206 8,800 Total OI 126,963.545 117,194 140,526 118,656 132,710
Daily Data (22 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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2015-07-01 $33.70 $32.50 17.3% 5.0% 17.0% 19.5% 17.9% 3.2% 4.1% 4.9M -65.7M -589.5K 0.76 17.32 N/A N/A 1,820 1,386 69,420 49,236 2015-07-02 $33.41 $32.50 17.9% 5.1% 17.1% 22.9% 18.9% 2.0% 3.7% 4.4M -54.2M -592.5K 0.89 18.61 N/A N/A 1,502 1,338 69,706 49,406 2015-07-06 $33.47 $32.50 19.6% 6.4% 17.1% 31.3% 22.7% 3.3% -1.8% 4.7M -57.1M -578.3K 0.16 12.67 N/A N/A 8,916 1,394 70,060 49,646 2015-07-07 $34.11 $32.50 19.5% 6.5% 18.1% 30.9% 23.3% 3.1% -2.0% 6.4M -94.0M -595.5K 0.80 16.84 N/A N/A 2,008 1,608 75,578 49,924 2015-07-08 $33.74 $32.50 21.3% 6.7% 18.2% 40.1% 23.4% 3.3% -1.9% 5.9M -77.9M -607.5K 0.23 15.91 N/A N/A 6,846 1,598 75,710 50,022 2015-07-09 $33.92 $32.50 20.3% 6.6% 17.8% 35.2% 24.5% 3.3% -2.0% 7.3M -93.4M -618.6K 1.24 12.38 N/A N/A 3,710 4,584 79,992 50,210 2015-07-10 $34.06 $32.50 18.5% 6.4% 17.8% 25.7% 23.3% 3.5% -2.2% 7.4M -94.7M -609.7K 0.76 14.38 N/A N/A 2,182 1,668 79,012 53,648 2015-07-13 $34.59 $32.50 16.6% 6.0% 18.4% 16.1% 23.9% 3.5% -1.8% 7.8M -119.4M -572.5K 4.56 15.06 N/A N/A 2,036 9,284 78,306 53,624 2015-07-14 $34.55 $32.50 17.0% 5.9% 18.2% 18.3% 23.0% 3.1% -1.7% 6.7M -112.7M -577.0K 1.32 15.38 N/A N/A 1,774 2,334 76,520 61,320 2015-07-15 $34.36 $32.50 21.4% 6.1% 18.5% 40.9% 21.8% 2.9% -1.9% 7.2M -104.4M -588.1K 0.62 15.80 N/A N/A 2,210 1,360 78,564 61,216 2015-07-16 $34.69 $32.50 19.1% 5.5% 18.6% 29.1% 20.3% 3.0% -0.5% 8.6M -124.5M -561.3K 1.11 18.40 N/A N/A 6,040 6,722 78,200 61,334 2015-07-17 $34.41 $33.75 19.3% 5.5% 17.6% 29.9% 19.7% 2.8% -0.8% 3.3M -94.1M -582.9K 1.26 17.38 N/A N/A 1,894 2,388 74,978 65,548 2015-07-20 $34.55 $33.75 19.7% 5.6% 17.4% 32.0% 23.4% 3.0% -1.2% 3.5M -82.5M -567.0K 0.94 15.35 N/A N/A 2,556 2,392 61,988 55,206 2015-07-21 $34.27 $33.75 21.2% 6.1% 17.7% 39.9% 20.6% 2.8% -2.0% 3.1M -70.3M -580.1K 1.10 14.83 N/A N/A 1,980 2,170 62,776 55,970 2015-07-22 $34.32 $33.75 20.8% 6.0% 17.1% 38.0% 20.2% 2.6% -1.6% 3.0M -71.5M -575.5K 1.10 17.93 N/A N/A 1,608 1,766 62,990 56,746 2015-07-23 $34.11 $33.75 21.3% 6.1% 17.3% 40.5% 24.7% 2.9% -1.8% 2.9M -62.3M -580.3K 0.72 18.60 N/A N/A 1,726 1,242 63,106 56,958 2015-07-24 $33.74 $33.75 21.5% 6.2% 17.7% 41.5% 21.5% 2.7% -1.7% 2.4M -45.1M -582.2K 0.79 11.77 N/A N/A 2,302 1,814 63,550 57,088 2015-07-27 $33.65 $33.75 22.6% 6.5% 17.4% 46.8% 24.0% 2.4% -2.0% 2.6M -41.8M -575.4K 0.81 12.14 N/A N/A 1,592 1,282 64,732 57,066 2015-07-28 $33.93 $33.75 22.3% 6.4% 14.6% 45.6% 24.2% 3.4% -2.6% 3.1M -54.9M -562.4K 1.34 12.04 N/A N/A 3,390 4,554 64,966 57,056 2015-07-29 $34.74 $33.75 21.8% 6.3% 16.6% 42.9% 22.5% 3.1% -2.8% 3.6M -94.5M -559.5K 0.63 16.65 N/A N/A 8,906 5,636 66,510 60,778 2015-07-30 $34.83 $33.75 22.0% 6.3% 15.6% 43.6% 22.9% 2.8% -2.9% 4.1M -103.7M -572.0K 1.62 13.00 N/A N/A 3,370 5,448 69,956 61,866 2015-07-31 $34.91 $33.75 22.3% 6.4% 15.2% 45.4% 23.6% 2.5% -3.0% 4.2M -108.5M -544.0K 1.32 20.78 N/A N/A 3,796 5,004 69,964 62,746
« Jun 2015 | All History | Aug 2015 » Home TJX History July 2015