TJX Options History — April 2019

In April 2019, TJX traded between $53.09 and $55.52. ATM implied volatility averaged 17.4%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 4.7% (HV 20d: 12.7%). Max pain ranged from $52.50 to $52.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.68.

Notable Days

  • 2019-04-26: Highest Volume — 6,427 contracts
  • 2019-04-04: Largest IV drop — 12.5% change
  • 2019-04-29: Highest IV Rank — 16.9%
  • 2019-04-02: Largest Expected Move — 5.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.40$53.09$55.52$53.19$54.84
Max Pain$52.50$52.50$52.50$52.50$52.50
ATM IV17.4%15.3%19.0%18.0%18.7%
Expected Move5.1%4.6%5.6%5.4%5.4%
HV 20d12.7%10.7%15.6%15.1%12.9%
HV 60d15.9%15.0%17.5%17.5%15.7%
IV Rank15.2%13.0%16.9%15.9%16.6%
IV Percentile18.0%1.2%42.1%23.0%38.5%
Term Structure2.6%0.8%3.4%0.8%3.2%
VWIV17.9%15.7%19.8%18.8%19.4%
Skew 25d3.0%1.9%3.8%1.9%3.1%
Skew 10d5.4%0.6%8.7%6.2%3.0%
Call IV 25d16.4%15.2%18.3%16.9%17.8%
Put IV 25d19.4%18.0%21.0%18.8%21.0%
Bid-Ask Spread %39.7410.4985.7283.0885.72
Gamma HHI0.500.370.860.370.51
Net GEX14.5M6.7M29.1M14.0M7.8M
Net DEX-166.7M-262.5M-95.3M-151.7M-103.4M
Net VEX-740.9K-802.2K-690.6K-802.2K-703.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.680.032.262.040.59
Total Volume2,505.7149506,4271,6371,977
Total OI106,364.95272,004126,549117,65779,835

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-04-01$53.19$52.5018.0%5.4%15.1%15.9%18.8%1.9%0.8%14.0M-151.7M-802.2K2.0483.08N/AN/A5381,09970,13747,520
2019-04-02$53.09$52.5017.8%5.6%15.1%15.7%18.7%2.8%2.0%14.3M-146.6M-802.0K2.2074.12N/AN/A6581,44670,26647,531
2019-04-03$53.30$52.5017.5%5.4%15.1%15.3%17.3%3.3%2.1%15.3M-157.8M-787.0K2.2641.77N/AN/A6091,37570,47147,762
2019-04-04$54.17$52.5015.3%4.7%15.6%13.0%16.2%2.6%3.0%15.9M-191.9M-772.3K0.0822.39N/AN/A5,22742570,84147,808
2019-04-05$54.11$52.5015.4%4.6%13.6%13.1%16.1%2.9%2.9%16.8M-196.2M-787.0K0.2813.25N/AN/A2,48769573,02047,812
2019-04-08$54.27$52.5016.1%4.8%11.6%13.8%17.3%3.3%2.4%16.8M-201.9M-766.4K0.0320.46N/AN/A4,22111573,25048,578
2019-04-09$53.84$52.5016.9%4.9%12.1%14.6%18.5%2.6%2.4%17.0M-181.3M-770.7K0.4639.77N/AN/A98144973,42848,648
2019-04-10$54.51$52.5016.8%4.8%12.2%14.6%16.8%3.6%2.9%17.6M-213.8M-771.9K0.3320.94N/AN/A71623474,76648,724
2019-04-11$54.00$52.5017.4%5.0%12.2%15.2%18.7%3.8%2.6%17.8M-189.8M-766.0K1.9565.22N/AN/A38274674,61648,808
2019-04-12$53.98$52.5017.3%5.0%11.7%15.1%17.6%3.0%2.2%17.7M-195.0M-743.5K0.4923.65N/AN/A1,10454574,67749,302
2019-04-15$54.33$52.5017.1%4.9%11.2%14.8%17.8%3.3%2.8%18.3M-205.4M-732.0K0.5431.19N/AN/A2,4541,31774,66249,491
2019-04-16$54.49$52.5017.1%4.9%10.7%14.9%18.0%2.5%2.3%16.6M-214.0M-729.3K1.0225.89N/AN/A1,3831,41175,47850,744
2019-04-17$55.09$52.5017.1%4.9%10.9%14.9%18.3%2.8%1.8%26.0M-244.5M-712.1K0.1929.03N/AN/A1,84435475,75250,797
2019-04-18$55.24$52.5016.7%4.8%10.9%14.5%15.7%2.7%2.3%29.1M-262.5M-694.6K0.0810.49N/AN/A4,06631675,54650,947
2019-04-22$54.41$52.5017.8%5.1%12.4%15.7%17.9%3.3%3.4%6.7M-95.3M-711.9K0.3173.81N/AN/A77723841,01430,990
2019-04-23$55.16$52.5018.0%5.2%12.7%15.8%17.4%2.6%3.4%7.1M-112.0M-702.6K0.3022.45N/AN/A1,11633041,46331,158
2019-04-24$55.52$52.5018.5%5.3%12.5%16.4%18.6%3.5%3.1%7.0M-120.8M-690.6K0.3121.41N/AN/A1,17936441,35431,297
2019-04-25$55.09$52.5018.6%5.3%12.8%16.5%18.7%3.5%2.9%7.2M-107.9M-703.5K0.5322.20N/AN/A92349341,65531,418
2019-04-26$54.95$52.5018.6%5.3%12.8%16.5%19.1%3.7%3.2%7.2M-105.3M-703.5K0.1934.10N/AN/A5,3841,04341,93431,541
2019-04-29$54.85$52.5019.0%5.4%12.9%16.9%19.8%2.4%3.0%7.6M-104.5M-705.4K0.0973.51N/AN/A1,46413546,50032,123
2019-04-30$54.84$52.5018.7%5.4%12.9%16.6%19.4%3.1%3.2%7.8M-103.4M-703.7K0.5985.72N/AN/A1,24673147,62632,209