TJX Options History — October 2019 In October 2019, TJX traded between $53.78 and $60.58. ATM implied volatility averaged 21.9%, placing in the 20.0% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded below realized volatility by 0.2% (HV 20d: 22.1%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 23 of 23 days. Put/call ratio averaged 0.76.
Notable Days 2019-10-22 : Highest Volume — 8,495 contracts2019-10-28 : Largest IV spike — 11.0% change2019-10-08 : Highest IV Rank — 23.9%2019-10-09 : Largest Expected Move — 6.9%Monthly Statistics Metric Avg Min Max Open Close Price $57.81 $53.78 $60.58 $55.40 $57.66 Max Pain $55.98 $55.00 $60.00 $55.00 $57.50 ATM IV 21.9% 19.6% 25.5% 22.9% 20.3% Expected Move 6.3% 5.6% 6.9% 6.6% 5.8% HV 20d 22.1% 19.2% 24.6% 19.9% 21.6% HV 60d 26.8% 25.3% 27.5% 26.0% 25.5% IV Rank 20.0% 17.6% 23.9% 21.0% 18.3% IV Percentile 49.2% 31.7% 69.8% 58.3% 38.5% Term Structure 2.3% 0.1% 4.5% 0.3% 4.5% VWIV 21.5% 15.3% 25.5% 22.3% 19.8% Skew 25d 3.2% 1.5% 5.1% 3.2% 2.3% Skew 10d 8.5% 1.4% 12.5% 12.4% 10.5% Call IV 25d 20.1% 18.0% 23.2% 21.2% 19.0% Put IV 25d 23.3% 21.3% 26.6% 24.4% 21.3% Bid-Ask Spread % 15.13 8.86 27.23 11.67 12.78 Gamma HHI 0.31 0.21 0.48 0.32 0.21 Net GEX 4.4M 969.4K 7.8M 3.2M 3.3M Net DEX -131.6M -219.6M -54.2M -91.8M -100.5M Net VEX -785.9K -817.6K -721.8K -809.1K -800.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.05 2.30 1.57 0.89 Total Volume 2,651.261 715 8,495 1,025 1,914 Total OI 96,632.739 82,912 105,160 96,354 95,648
Daily Data (23 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 2019-10-01 $55.40 $55.00 22.9% 6.6% 19.9% 21.0% 22.3% 3.2% 0.3% 3.2M -91.8M -809.1K 1.57 11.67 N/A N/A 399 626 48,246 48,108 2019-10-02 $54.36 $55.00 23.5% 6.7% 21.1% 21.7% 23.4% 2.4% 0.1% 1.7M -67.5M -815.4K 0.53 13.09 N/A N/A 599 317 48,298 48,639 2019-10-03 $53.78 $55.00 22.6% 6.9% 19.2% 20.7% 25.5% 4.0% 1.1% 969.4K -54.2M -807.3K 1.55 21.45 N/A N/A 827 1,285 48,483 48,783 2019-10-04 $55.22 $55.00 22.5% 6.5% 21.5% 20.6% 22.4% 3.5% 2.4% 2.9M -86.6M -807.3K 0.13 26.57 N/A N/A 2,097 276 48,822 48,980 2019-10-07 $55.73 $55.00 23.6% 6.5% 21.4% 21.8% 23.5% 3.9% 1.6% 3.6M -98.9M -787.9K 0.68 16.98 N/A N/A 1,046 712 49,171 49,061 2019-10-08 $55.50 $55.00 25.5% 6.8% 21.4% 23.9% 23.5% 3.8% 1.3% 3.6M -98.6M -786.8K 0.96 16.82 N/A N/A 627 605 49,882 48,650 2019-10-09 $56.22 $55.00 24.1% 6.9% 22.0% 22.3% 22.9% 5.1% 0.6% 4.8M -114.9M -787.7K 1.74 19.84 N/A N/A 261 454 50,006 48,725 2019-10-10 $57.24 $55.00 23.2% 6.7% 22.9% 21.4% 22.5% 3.2% 1.2% 6.1M -139.6M -772.1K 0.35 14.02 N/A N/A 2,707 957 50,019 48,901 2019-10-11 $58.74 $55.00 23.3% 6.7% 24.6% 21.5% 22.2% 2.7% 1.1% 6.5M -177.8M -761.3K 0.05 27.23 N/A N/A 3,559 178 51,197 49,687 2019-10-14 $58.16 $55.00 22.2% 6.4% 23.5% 20.3% 22.4% 3.4% 1.6% 7.6M -168.1M -766.2K 0.10 24.42 N/A N/A 1,347 130 52,675 49,721 2019-10-15 $58.52 $55.00 22.2% 6.4% 23.5% 20.3% 22.1% 3.3% 1.4% 7.8M -178.0M -757.5K 0.30 13.80 N/A N/A 1,192 358 53,056 49,769 2019-10-16 $59.20 $55.00 20.1% 5.8% 23.7% 18.1% 20.4% 3.5% 2.6% 6.7M -193.7M -735.7K 0.13 14.79 N/A N/A 5,077 656 53,054 49,905 2019-10-17 $60.51 $55.00 19.9% 5.7% 24.6% 17.9% 20.4% 3.7% 2.6% 6.5M -217.3M -721.8K 0.19 8.94 N/A N/A 3,753 728 53,588 50,356 2019-10-18 $60.58 $55.00 21.3% 6.1% 21.0% 19.4% 20.7% 3.0% 2.1% 4.4M -219.6M -729.3K 0.71 15.53 N/A N/A 4,520 3,209 54,164 50,996 2019-10-21 $59.99 $55.00 20.5% 5.9% 21.5% 18.5% 20.8% 4.1% 4.0% 3.7M -145.5M -776.4K 1.24 8.86 N/A N/A 464 574 44,464 38,448 2019-10-22 $60.35 $55.00 20.4% 5.9% 21.5% 18.4% 15.3% 2.7% 3.1% 3.8M -151.6M -773.5K 0.35 10.25 N/A N/A 6,282 2,213 44,709 38,876 2019-10-23 $59.61 $57.50 20.6% 5.9% 22.3% 18.6% 20.5% 2.2% 3.5% 4.4M -136.3M -816.6K 0.58 11.28 N/A N/A 1,109 643 50,534 40,918 2019-10-24 $59.22 $57.50 20.5% 5.9% 22.5% 18.5% 20.8% 2.9% 3.8% 4.3M -129.5M -816.5K 0.77 11.19 N/A N/A 565 437 51,166 41,366 2019-10-25 $59.18 $60.00 19.6% 5.6% 21.9% 17.6% 20.6% 2.7% 4.3% 4.4M -129.5M -816.6K 1.47 12.74 N/A N/A 407 597 51,365 41,556 2019-10-28 $58.33 $57.50 21.8% 6.2% 22.0% 19.9% 20.0% 2.7% 2.8% 4.0M -112.9M -811.4K 2.30 10.33 N/A N/A 815 1,873 51,542 41,893 2019-10-29 $57.62 $60.00 21.4% 6.1% 22.4% 19.5% 21.6% 1.5% 3.8% 3.4M -98.8M -801.2K 0.58 10.28 N/A N/A 2,076 1,207 51,640 41,978 2019-10-30 $58.44 $57.50 21.3% 6.1% 21.4% 19.3% 19.9% 3.7% 3.6% 3.9M -115.6M -817.6K 0.25 15.07 N/A N/A 1,041 260 52,721 42,787 2019-10-31 $57.66 $57.50 20.3% 5.8% 21.6% 18.3% 19.8% 2.3% 4.5% 3.3M -100.5M -800.6K 0.89 12.78 N/A N/A 1,015 899 52,792 42,856
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