TJX Options History — July 2017

In July 2017, TJX traded between $33.49 and $35.78. ATM implied volatility averaged 22.7%, placing in the 36.8% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 3.2% (HV 20d: 19.5%). Max pain ranged from $35.00 to $37.50. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 1.21.

Notable Days

  • 2017-07-28: Highest Volume — 14,560 contracts
  • 2017-07-12: Largest IV spike — 25.7% change
  • 2017-07-27: Highest IV Rank — 53.9%
  • 2017-07-27: Largest Expected Move — 7.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.81$33.49$35.78$35.78$35.16
Max Pain$35.19$35.00$37.50$36.25$35.00
ATM IV22.7%16.9%27.1%16.9%27.0%
Expected Move6.8%4.8%7.8%4.8%7.7%
HV 20d19.5%17.1%21.8%19.5%20.9%
HV 60d20.3%19.4%21.7%19.5%21.7%
IV Rank36.8%14.3%53.9%14.3%53.2%
IV Percentile76.9%30.6%92.9%30.6%92.1%
Term Structure-2.3%-4.7%4.8%4.8%-4.5%
VWIV23.9%18.5%27.0%23.6%26.4%
Skew 25d2.8%1.7%3.4%2.3%3.1%
Skew 10d5.0%2.7%7.5%4.9%7.5%
Call IV 25d22.5%16.7%26.1%16.7%25.8%
Put IV 25d25.3%19.0%28.9%19.0%28.9%
Bid-Ask Spread %18.849.5057.4423.5012.55
Gamma HHI0.200.130.240.130.21
Net GEX-4.5M-5.5M-1.8M-4.4M-1.8M
Net DEX102.3M43.7M149.0M69.0M43.7M
Net VEX-773.5K-822.7K-696.1K-822.7K-792.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.210.231.881.541.35
Total Volume8,880.14,98814,5608,5909,340
Total OI168,584.4137,622185,278167,000153,220

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-07-03$35.78$36.2516.9%4.8%19.5%14.3%23.6%2.3%4.8%-4.4M69.0M-822.7K1.5423.50N/AN/A3,3805,21068,44898,552
2017-07-05$35.51$37.5019.0%5.5%19.0%22.5%18.5%2.5%3.8%-5.1M87.1M-814.0K0.7850.25N/AN/A3,7782,96468,638101,568
2017-07-06$35.17$35.0018.7%6.6%19.1%21.3%23.5%3.1%-2.2%-5.0M104.1M-800.1K1.8617.27N/AN/A1,7463,24269,630102,096
2017-07-07$35.22$35.0017.8%6.6%17.8%17.9%23.3%2.9%-2.2%-5.1M104.2M-792.5K1.8816.89N/AN/A2,5744,84669,838102,520
2017-07-10$34.35$35.0021.0%7.0%18.9%30.3%24.0%2.8%-2.7%-4.9M140.3M-733.5K0.8813.35N/AN/A5,5424,89670,504102,752
2017-07-11$34.40$35.0018.3%6.8%18.9%19.6%23.6%3.3%-3.0%-4.8M136.8M-741.2K1.4614.50N/AN/A4,3366,31072,346103,580
2017-07-12$34.51$35.0023.0%6.6%19.0%37.9%23.4%3.1%-2.6%-4.9M135.5M-760.2K1.7414.47N/AN/A3,9046,79273,552105,816
2017-07-13$34.95$35.0022.9%6.6%19.7%37.4%23.1%2.7%-2.2%-4.9M117.6M-802.6K1.0510.03N/AN/A4,7164,95873,852107,412
2017-07-14$34.94$35.0022.6%6.5%19.6%36.4%23.0%3.1%-2.5%-4.8M116.4M-789.3K1.0613.25N/AN/A2,8182,98074,728107,138
2017-07-17$35.18$35.0023.1%6.6%19.8%38.4%23.0%2.4%-2.6%-4.8M104.2M-780.8K1.299.91N/AN/A3,1484,07075,212107,500
2017-07-18$34.93$35.0023.6%6.8%19.9%40.1%23.0%3.3%-3.2%-5.2M118.7M-776.2K1.1414.08N/AN/A2,4682,80675,604108,844
2017-07-19$35.17$35.0022.8%6.5%17.4%37.2%22.0%2.6%-2.6%-5.1M104.2M-778.5K1.1612.05N/AN/A2,5862,99475,886108,480
2017-07-20$34.80$35.0022.3%6.4%17.1%35.4%22.4%3.0%-2.3%-5.5M127.6M-751.3K1.4011.10N/AN/A2,3943,36076,020108,504
2017-07-21$34.47$35.0023.4%6.7%17.3%39.4%23.3%3.4%-2.8%-4.7M149.0M-732.0K1.4135.93N/AN/A4,4426,26676,448108,830
2017-07-24$33.49$35.0026.5%7.6%19.9%51.5%26.2%2.1%-4.1%-4.9M108.0M-696.1K1.099.50N/AN/A6,9007,54650,54287,080
2017-07-25$34.39$35.0025.3%7.3%21.8%46.9%25.4%2.7%-3.1%-4.3M80.3M-768.6K0.9212.40N/AN/A6,8146,30054,18890,550
2017-07-26$34.22$35.0026.4%7.6%21.8%51.0%26.5%1.7%-3.6%-4.2M84.4M-764.4K1.6257.44N/AN/A2,2863,69856,47291,000
2017-07-27$34.80$35.0027.1%7.8%21.8%53.9%27.0%2.2%-4.7%-3.1M59.9M-781.7K0.3712.15N/AN/A7,7702,86256,81088,596
2017-07-28$34.83$35.0026.5%7.6%21.8%51.3%25.7%3.1%-4.6%-2.6M56.0M-791.8K0.2316.22N/AN/A11,8702,69060,19888,734
2017-07-31$35.16$35.0027.0%7.7%20.9%53.2%26.4%3.1%-4.5%-1.8M43.7M-792.8K1.3512.55N/AN/A3,9665,37464,31288,908