TJX Options History — July 2019 In July 2019, TJX traded between $52.64 and $56.66. ATM implied volatility averaged 17.6%, placing in the 15.4% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 2.7% (HV 20d: 14.9%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 0.52.
Notable Days 2019-07-15 : Highest Volume — 4,463 contracts2019-07-18 : Largest IV spike — 7.7% change2019-07-31 : Highest IV Rank — 17.0%2019-07-31 : Largest Expected Move — 5.5%Monthly Statistics Metric Avg Min Max Open Close Price $55.02 $52.64 $56.66 $52.83 $54.85 Max Pain $53.98 $50.00 $55.00 $50.00 $55.00 ATM IV 17.6% 15.6% 19.1% 17.8% 19.1% Expected Move 5.1% 4.5% 5.5% 5.1% 5.5% HV 20d 14.9% 13.0% 16.9% 13.4% 16.9% HV 60d 18.2% 17.4% 18.5% 17.4% 18.5% IV Rank 15.4% 13.3% 17.0% 15.6% 17.0% IV Percentile 21.6% 2.4% 42.9% 19.8% 42.9% Term Structure 2.3% 1.1% 3.3% 1.1% 2.8% VWIV 18.1% 16.0% 21.2% 17.4% 20.1% Skew 25d 2.7% 1.9% 4.3% 1.9% 4.3% Skew 10d 6.0% 0.9% 10.0% 5.2% 1.4% Call IV 25d 16.9% 15.2% 18.2% 17.5% 17.7% Put IV 25d 19.6% 17.2% 22.0% 19.4% 22.0% Bid-Ask Spread % 13.73 8.45 23.29 8.45 17.96 Gamma HHI 0.42 0.15 0.84 0.44 0.22 Net GEX 9.8M 757.1K 39.5M 6.9M 2.1M Net DEX -110.3M -197.4M -42.6M -66.9M -56.5M Net VEX -663.4K -735.7K -627.2K -716.4K -649.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.15 1.40 0.83 0.15 Total Volume 2,111.909 583 4,463 1,688 2,163 Total OI 96,227.864 67,215 112,987 108,741 72,991
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 2019-07-01 $52.83 $50.00 17.8% 5.1% 13.4% 15.6% 17.4% 1.9% 1.1% 6.9M -66.9M -716.4K 0.83 8.45 N/A N/A 921 767 67,325 41,416 2019-07-02 $52.64 $50.00 16.7% 4.8% 13.0% 14.4% 16.7% 1.9% 1.5% 6.1M -61.0M -703.0K 0.26 9.41 N/A N/A 1,544 399 67,901 42,113 2019-07-03 $53.89 $50.00 15.7% 4.5% 14.7% 13.4% 16.3% 2.0% 1.5% 10.9M -98.3M -735.7K 0.63 8.57 N/A N/A 939 592 67,854 42,221 2019-07-05 $54.47 $52.50 15.6% 5.1% 14.8% 13.3% 18.7% 2.9% 2.2% 13.2M -117.5M -724.5K 0.52 16.25 N/A N/A 1,641 851 68,311 42,295 2019-07-08 $55.00 $52.50 16.4% 5.2% 13.8% 14.1% 18.7% 3.2% 2.1% 14.5M -137.5M -711.0K 0.26 14.75 N/A N/A 1,416 374 68,248 42,448 2019-07-09 $54.86 $52.50 17.5% 5.4% 13.6% 15.3% 18.9% 3.1% 1.7% 13.6M -132.9M -696.2K 0.73 11.32 N/A N/A 790 573 67,573 42,542 2019-07-10 $55.09 $55.00 18.6% 5.3% 13.5% 16.5% 18.4% 2.2% 1.2% 14.7M -140.9M -694.1K 0.53 15.12 N/A N/A 1,048 554 67,640 42,727 2019-07-11 $55.80 $55.00 17.9% 5.1% 13.9% 15.7% 16.7% 2.8% 2.4% 14.4M -167.2M -669.9K 0.23 18.40 N/A N/A 3,325 750 67,682 42,844 2019-07-12 $56.66 $55.00 17.0% 4.9% 14.2% 14.8% 17.4% 2.7% 2.4% 12.5M -197.4M -656.5K 0.31 19.27 N/A N/A 3,030 931 67,577 43,067 2019-07-15 $56.52 $55.00 16.8% 4.8% 13.9% 14.5% 17.5% 3.2% 2.7% 12.0M -196.8M -637.9K 0.89 10.47 N/A N/A 2,363 2,100 67,921 43,192 2019-07-16 $56.28 $55.00 16.6% 4.8% 14.2% 14.4% 17.0% 3.1% 2.4% 12.8M -189.1M -638.8K 0.41 14.23 N/A N/A 1,076 442 68,323 43,052 2019-07-17 $56.33 $55.00 17.1% 4.9% 14.2% 14.9% 18.5% 2.8% 2.4% 3.0M -197.4M -630.1K 1.14 23.29 N/A N/A 758 865 68,743 43,156 2019-07-18 $55.34 $55.00 18.4% 5.3% 15.5% 16.3% 18.1% 3.2% 2.6% 25.3M -161.3M -639.8K 1.40 16.56 N/A N/A 990 1,390 68,936 43,500 2019-07-19 $54.78 $55.00 18.7% 5.4% 15.7% 16.6% 18.3% 2.2% 2.2% 39.5M -93.3M -639.0K 0.34 10.40 N/A N/A 2,665 915 68,990 43,997 2019-07-22 $54.15 $55.00 18.0% 5.1% 15.8% 15.8% 18.8% 2.4% 3.0% 757.1K -42.6M -632.9K 0.17 10.96 N/A N/A 1,936 327 30,332 36,883 2019-07-23 $54.67 $55.00 18.3% 5.3% 15.7% 16.2% 18.6% 2.8% 2.5% 1.5M -51.2M -638.5K 0.31 15.95 N/A N/A 1,326 406 31,891 37,050 2019-07-24 $55.05 $55.00 17.8% 5.1% 15.8% 15.6% 18.2% 3.4% 3.0% 2.0M -57.8M -647.3K 0.38 13.51 N/A N/A 1,146 430 32,709 37,141 2019-07-25 $55.01 $55.00 17.9% 5.1% 15.6% 15.8% 17.8% 2.6% 3.3% 2.0M -60.1M -634.1K 0.48 11.24 N/A N/A 742 356 33,298 37,290 2019-07-26 $55.81 $55.00 18.2% 5.2% 16.2% 16.0% 16.0% 3.3% 2.1% 2.8M -69.9M -644.9K 0.20 9.43 N/A N/A 1,850 371 33,486 37,514 2019-07-29 $55.50 $55.00 19.0% 5.4% 16.4% 16.9% 19.2% 2.2% 2.6% 2.8M -70.8M -627.4K 0.71 16.75 N/A N/A 341 242 34,682 37,597 2019-07-30 $55.00 $55.00 18.9% 5.4% 16.9% 16.7% 21.2% 1.9% 2.8% 2.3M -61.1M -627.2K 0.51 9.85 N/A N/A 540 277 34,805 37,750 2019-07-31 $54.85 $55.00 19.1% 5.5% 16.9% 17.0% 20.1% 4.3% 2.8% 2.1M -56.5M -649.2K 0.15 17.96 N/A N/A 1,885 278 35,135 37,856
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