TJX Options History — June 2019

In June 2019, TJX traded between $49.88 and $54.25. ATM implied volatility averaged 20.5%, placing in the 18.5% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 0.8% (HV 20d: 19.7%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.55.

Notable Days

  • 2019-06-21: Highest Volume — 20,084 contracts
  • 2019-06-19: Largest IV drop — 7.5% change
  • 2019-06-03: Highest IV Rank — 22.5%
  • 2019-06-03: Largest Expected Move — 6.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.47$49.88$54.25$49.88$52.90
Max Pain$50.00$50.00$50.00$50.00$50.00
ATM IV20.5%18.4%24.2%24.2%19.0%
Expected Move5.9%5.3%6.9%6.9%5.4%
HV 20d19.7%13.8%23.4%22.8%13.8%
HV 60d17.6%17.3%17.9%17.9%17.7%
IV Rank18.5%16.3%22.5%22.5%16.9%
IV Percentile48.9%29.0%68.7%68.7%36.5%
Term Structure1.0%-0.7%2.5%-0.7%1.2%
VWIV20.4%17.6%24.5%24.5%18.2%
Skew 25d2.5%1.4%4.1%1.9%3.2%
Skew 10d5.1%0.5%11.7%3.8%0.5%
Call IV 25d19.6%17.6%24.5%24.5%17.7%
Put IV 25d22.0%20.1%26.4%26.4%20.9%
Bid-Ask Spread %15.086.3734.9732.558.81
Gamma HHI0.320.190.620.270.44
Net GEX10.0M4.1M22.5M7.6M6.9M
Net DEX-120.0M-215.7M-44.7M-44.7M-67.6M
Net VEX-760.4K-870.6K-665.8K-870.6K-751.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.550.053.060.110.60
Total Volume4,426.451,61520,0842,7062,665
Total OI135,120.699,021151,336151,336108,196

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$49.88$50.0024.2%6.9%22.8%22.5%24.5%1.9%-0.7%7.6M-44.7M-870.6K0.1132.55N/AN/A2,430276105,29146,045
2019-06-04$50.52$50.0022.7%6.5%23.4%20.8%22.5%3.8%-0.3%8.6M-67.7M-861.8K0.3034.97N/AN/A1,732520104,68446,149
2019-06-05$51.12$50.0022.2%6.4%23.1%20.4%21.2%2.1%-0.2%9.6M-90.9M-857.3K0.0732.07N/AN/A4,494330104,41746,060
2019-06-06$50.91$50.0021.9%6.3%21.8%20.0%21.8%2.1%0.9%9.3M-80.1M-841.6K0.5615.20N/AN/A1,034581103,97546,075
2019-06-07$51.89$50.0020.6%5.9%23.2%18.6%21.8%2.8%1.4%10.8M-123.7M-854.8K0.1411.90N/AN/A4,772668103,62945,897
2019-06-10$51.59$50.0021.8%5.9%23.0%19.9%20.7%1.9%1.4%10.0M-106.3M-806.7K0.2116.20N/AN/A2,609549101,96745,569
2019-06-11$51.97$50.0020.8%5.9%20.3%18.8%20.8%2.2%1.3%9.8M-114.5M-782.2K0.5115.56N/AN/A1,389714100,53045,324
2019-06-12$52.08$50.0020.2%5.8%20.3%18.2%20.9%1.4%1.7%10.0M-120.1M-771.2K0.2612.20N/AN/A2,391615100,22645,057
2019-06-13$52.75$50.0020.1%5.8%20.8%18.1%20.4%2.1%1.8%11.5M-149.5M-755.2K0.3412.67N/AN/A3,0441,04099,79845,157
2019-06-14$53.40$50.0020.5%5.9%21.0%18.5%20.1%3.0%1.4%13.7M-177.0M-738.2K0.4812.23N/AN/A1,37766799,04844,833
2019-06-17$53.53$50.0020.6%5.9%21.0%18.6%19.8%1.6%1.5%14.3M-182.8M-692.2K1.099.33N/AN/A2,6412,86998,25444,658
2019-06-18$53.68$50.0020.4%5.8%21.0%18.4%19.9%2.5%1.2%14.3M-183.1M-686.9K0.3811.71N/AN/A3,7561,43897,68043,802
2019-06-19$54.25$50.0018.9%5.4%21.2%16.8%19.9%2.2%2.1%22.5M-215.7M-688.2K0.6114.07N/AN/A3,0851,88597,90743,915
2019-06-20$53.84$50.0018.4%5.3%18.1%16.3%19.6%2.3%2.5%4.8M-185.4M-665.8K0.7910.86N/AN/A1,5681,24596,33443,475
2019-06-21$53.27$50.0019.4%5.6%18.4%17.4%17.6%2.4%2.0%4.1M-170.8M-669.6K0.0514.17N/AN/A19,0411,04395,97444,078
2019-06-24$52.84$50.0019.2%5.5%18.2%17.1%18.8%2.5%1.0%7.2M-75.5M-711.1K0.3113.58N/AN/A3,3281,01763,64235,379
2019-06-25$53.17$50.0020.0%5.7%15.0%18.0%19.1%2.7%0.4%8.4M-87.7M-747.9K0.437.94N/AN/A1,59768366,45535,966
2019-06-26$52.93$50.0019.8%5.7%14.5%17.8%20.2%2.8%0.5%8.1M-81.9M-732.3K0.686.37N/AN/A1,7051,16666,75736,364
2019-06-27$52.90$50.0019.5%5.6%14.0%17.4%19.3%4.1%0.1%7.7M-74.4M-722.4K3.069.11N/AN/A1,6184,94766,92436,921
2019-06-28$52.90$50.0019.0%5.4%13.8%16.9%18.2%3.2%1.2%6.9M-67.6M-751.3K0.608.81N/AN/A1,6641,00166,96741,229