TJX Options History — June 2018

In June 2018, TJX traded between $45.24 and $48.34. ATM implied volatility averaged 19.0%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 2.7% (HV 20d: 16.2%). Max pain ranged from $41.25 to $42.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 1.12.

Notable Days

  • 2018-06-01: Highest Volume — 25,852 contracts
  • 2018-06-11: Largest IV spike — 16.6% change
  • 2018-06-25: Highest IV Rank — 22.7%
  • 2018-06-25: Largest Expected Move — 6.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.41$45.24$48.34$45.24$47.72
Max Pain$42.20$41.25$42.50$42.50$42.50
ATM IV19.0%16.7%21.1%17.5%20.8%
Expected Move5.3%4.8%6.0%5.0%5.9%
HV 20d16.2%12.6%20.0%18.9%13.5%
HV 60d18.8%17.4%19.5%18.8%17.4%
IV Rank14.1%4.8%22.7%8.4%21.3%
IV Percentile34.3%6.7%60.7%17.5%55.6%
Term Structure1.1%0.1%2.4%0.5%0.9%
VWIV18.8%16.9%21.3%17.9%21.0%
Skew 25d2.6%1.7%3.4%1.7%2.5%
Skew 10d5.5%4.5%9.1%5.1%9.1%
Call IV 25d17.6%16.0%20.1%17.1%19.4%
Put IV 25d20.2%18.2%23.3%18.8%21.9%
Bid-Ask Spread %12.257.5621.6312.7714.64
Gamma HHI0.280.190.380.300.31
Net GEX11.8M9.0M20.5M9.0M12.1M
Net DEX-280.3M-325.2M-195.9M-195.9M-257.2M
Net VEX-836.9K-922.3K-655.8K-655.8K-910.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.120.212.480.211.31
Total Volume10,837.4295,74025,85225,8525,740
Total OI153,945.81130,656172,042130,656158,286

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-06-01$45.24$42.5017.5%5.0%18.9%8.4%17.9%1.7%0.5%9.0M-195.9M-655.8K0.2112.77N/AN/A21,4124,44071,15059,506
2018-06-04$46.47$41.2518.4%5.0%20.0%11.9%16.9%2.3%1.8%11.1M-270.5M-770.5K0.3011.19N/AN/A13,4904,03089,32859,804
2018-06-05$46.97$41.2517.9%5.0%18.7%9.7%17.6%2.1%1.6%11.6M-294.8M-782.7K0.629.68N/AN/A10,9086,73693,93859,888
2018-06-06$47.12$41.2518.1%5.0%18.8%10.4%18.0%2.4%1.6%11.5M-296.9M-826.8K1.8310.07N/AN/A3,4206,25095,44462,690
2018-06-07$47.30$41.2518.3%5.1%18.5%11.4%18.0%2.7%1.4%11.1M-306.0M-813.6K2.2312.89N/AN/A3,0466,77895,80262,748
2018-06-08$47.38$41.2518.0%5.1%17.9%10.3%17.9%2.5%1.7%11.2M-309.5M-796.2K1.5512.17N/AN/A3,7325,78895,77663,224
2018-06-11$47.56$42.5021.0%5.2%17.9%22.4%19.6%2.3%1.2%10.6M-313.8M-799.7K1.4112.06N/AN/A2,7983,93695,95663,634
2018-06-12$47.65$42.5020.6%5.2%17.9%20.6%19.0%2.6%1.2%10.2M-321.0M-763.8K0.6711.28N/AN/A6,3684,25096,25663,388
2018-06-13$47.45$42.5017.8%5.1%18.2%9.2%17.4%2.1%1.6%10.4M-315.4M-785.5K0.2811.12N/AN/A15,3084,31497,10863,654
2018-06-14$47.34$42.5017.3%5.0%18.2%7.3%17.7%2.5%1.9%13.8M-321.7M-842.5K1.2310.29N/AN/A3,3344,088106,81664,232
2018-06-15$47.45$42.5016.7%4.8%17.8%4.8%17.0%2.2%2.4%20.5M-325.2M-856.5K1.2913.84N/AN/A4,3445,624107,22264,820
2018-06-18$48.00$42.5017.9%5.1%15.5%9.8%17.1%2.6%1.8%12.0M-280.1M-825.6K0.7510.67N/AN/A5,4684,12291,86046,760
2018-06-19$47.78$42.5018.5%5.3%15.7%12.2%18.6%2.2%0.1%12.2M-270.3M-861.8K0.467.56N/AN/A8,9824,13095,20847,932
2018-06-20$48.34$42.5017.8%5.1%12.6%9.4%18.8%2.5%0.3%11.9M-291.5M-860.6K1.0811.41N/AN/A3,2863,54296,25049,280
2018-06-21$48.06$42.5019.7%5.6%13.2%17.0%19.4%2.8%0.2%11.7M-278.3M-882.0K2.4815.42N/AN/A1,9444,81296,67049,872
2018-06-22$47.51$42.5019.4%5.5%14.0%15.7%20.1%3.0%0.1%11.6M-246.6M-887.4K1.1612.34N/AN/A4,0904,76097,00451,920
2018-06-25$47.70$42.5021.1%6.0%13.4%22.7%21.3%3.4%0.5%11.1M-255.5M-912.0K1.0411.98N/AN/A4,0524,23098,66453,790
2018-06-26$47.58$42.5020.2%5.8%13.6%19.1%19.8%3.2%0.9%11.7M-249.0M-910.6K1.4311.82N/AN/A3,5865,13699,29454,080
2018-06-27$47.27$42.5020.6%5.9%13.3%20.7%20.6%3.2%0.5%11.3M-231.0M-909.5K0.9012.32N/AN/A4,1583,72499,73256,300
2018-06-28$47.68$42.5021.0%6.0%13.4%22.4%20.8%2.9%0.9%11.7M-255.5M-922.3K1.3121.63N/AN/A3,2124,218101,01256,564
2018-06-29$47.72$42.5020.8%5.9%13.5%21.3%21.0%2.5%0.9%12.1M-257.2M-910.1K1.3114.64N/AN/A2,4903,250101,22457,062