TJX Options History — August 2019

In August 2019, TJX traded between $50.39 and $55.31. ATM implied volatility averaged 26.0%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded below realized volatility by 4.3% (HV 20d: 30.2%). Max pain ranged from $52.50 to $55.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 1.10.

Notable Days

  • 2019-08-22: Highest Volume — 14,118 contracts
  • 2019-08-05: Largest IV spike — 39.0% change
  • 2019-08-15: Highest IV Rank — 31.2%
  • 2019-08-15: Largest Expected Move — 9.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.86$50.39$55.31$52.75$55.15
Max Pain$53.41$52.50$55.00$55.00$52.50
ATM IV26.0%21.6%32.4%22.8%21.7%
Expected Move7.4%6.2%9.3%6.5%6.2%
HV 20d30.2%20.1%38.0%20.5%35.3%
HV 60d22.5%19.3%24.8%19.7%24.8%
IV Rank24.3%19.7%31.2%20.9%19.8%
IV Percentile72.9%53.6%95.2%63.1%53.6%
Term Structure-0.9%-3.4%2.4%2.2%0.9%
VWIV26.3%22.0%33.8%22.3%22.6%
Skew 25d4.2%2.8%5.0%4.5%3.4%
Skew 10d9.6%5.0%15.2%5.0%11.8%
Call IV 25d24.1%20.2%30.4%21.4%20.8%
Put IV 25d28.3%23.2%34.9%25.9%24.2%
Bid-Ask Spread %17.188.9526.1814.779.59
Gamma HHI0.160.120.220.150.21
Net GEX682.5K-536.1K3.0M415.3K2.4M
Net DEX-37.0M-91.0M5.6M-25.7M-82.7M
Net VEX-717.0K-811.5K-634.7K-648.3K-781.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.100.235.400.670.60
Total Volume4,560.22748414,1181,9561,334
Total OI86,789.81874,211101,59974,211101,599

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-08-01$52.75$55.0022.8%6.5%20.5%20.9%22.3%4.5%2.2%415.3K-25.7M-648.3K0.6714.77N/AN/A1,17278436,30837,903
2019-08-02$52.49$55.0022.9%6.6%20.1%21.1%23.2%4.2%2.4%207.2K-23.6M-652.1K0.5922.29N/AN/A47728136,77638,140
2019-08-05$50.91$55.0031.9%8.4%22.0%30.6%28.6%4.6%-2.7%-443.5K-1.8M-634.7K0.3318.77N/AN/A2,01766636,90438,111
2019-08-06$52.32$55.0026.7%7.7%24.6%25.1%27.0%4.7%-1.3%320.5K-24.1M-650.5K1.1825.31N/AN/A1,1021,29837,94538,306
2019-08-07$52.41$55.0027.1%7.9%24.6%25.5%29.1%3.9%-1.7%70.3K-23.1M-662.0K0.9124.11N/AN/A75268137,71939,248
2019-08-08$53.56$55.0026.3%7.7%25.5%24.6%25.5%4.4%-1.5%933.3K-40.7M-661.9K0.2320.21N/AN/A1,11425238,14539,651
2019-08-09$53.20$55.0025.3%7.8%24.7%23.6%25.4%4.8%-2.0%587.0K-36.1M-660.7K0.9419.91N/AN/A24923538,44439,754
2019-08-12$51.85$55.0028.7%8.2%25.9%27.2%30.4%3.6%-2.1%-441.1K-14.8M-644.3K0.8514.58N/AN/A3,1942,70538,54139,809
2019-08-13$53.38$52.5030.8%8.3%28.5%29.5%28.7%4.7%-1.9%954.7K-42.5M-686.3K0.2719.90N/AN/A1,48739640,30141,820
2019-08-14$51.67$52.5030.6%8.8%30.4%29.3%31.9%5.0%-3.4%-216.7K-13.7M-670.7K0.8826.18N/AN/A3,7343,28540,08141,867
2019-08-15$50.39$52.5032.4%9.3%30.9%31.2%33.8%4.5%-2.9%-536.1K5.6M-711.5K5.4018.90N/AN/A1,3207,12941,99544,029
2019-08-16$51.53$52.5029.2%8.4%32.3%27.8%30.1%5.0%-2.7%-160.7K-4.4M-730.6K0.8623.84N/AN/A3,7643,24242,36048,739
2019-08-19$51.78$52.5028.9%8.3%32.2%27.5%30.5%4.3%-3.2%-12.2K-23.6M-736.6K0.8212.08N/AN/A5,8364,80637,92145,479
2019-08-20$51.52$52.5022.1%6.3%31.9%20.2%23.7%3.1%0.1%-257.1K-21.9M-741.1K1.4211.10N/AN/A5,6588,04342,61848,920
2019-08-21$53.33$52.5021.9%6.3%34.5%20.0%23.5%4.4%0.2%1.6M-57.1M-758.2K0.9610.34N/AN/A3,6443,51543,77949,963
2019-08-22$54.86$52.5021.6%6.2%36.1%19.7%22.5%3.2%-0.1%2.9M-87.3M-766.7K1.7514.32N/AN/A5,1278,99143,61049,020
2019-08-23$53.17$52.5025.6%7.3%37.3%23.9%24.6%4.4%-0.4%494.6K-42.4M-811.5K0.8515.80N/AN/A1,6421,38843,57453,501
2019-08-26$53.24$52.5025.1%7.2%37.3%23.4%24.9%4.5%-0.9%482.2K-42.7M-796.0K1.5917.04N/AN/A36458043,93654,218
2019-08-27$53.52$52.5024.9%7.1%37.3%23.2%24.5%4.2%-0.1%814.4K-50.3M-795.5K0.4715.79N/AN/A1,17955044,23454,812
2019-08-28$54.60$52.5022.8%6.5%38.0%21.0%23.6%4.2%-0.1%1.9M-70.4M-794.5K1.1814.18N/AN/A78893044,52654,930
2019-08-29$55.31$52.5022.0%6.3%35.4%20.1%22.0%2.8%0.3%3.0M-91.0M-778.9K1.408.95N/AN/A1,9202,69444,79655,044
2019-08-30$55.15$52.5021.7%6.2%35.3%19.8%22.6%3.4%0.9%2.4M-82.7M-781.9K0.609.59N/AN/A83649844,72656,873