TJX Options History — April 2021

In April 2021, TJX traded between $65.85 and $71.27. ATM implied volatility averaged 26.9%, placing in the 10.6% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 6.4% (HV 20d: 20.5%). Max pain ranged from $61.50 to $67.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.58.

Notable Days

  • 2021-04-22: Highest Volume — 16,423 contracts
  • 2021-04-30: Largest IV spike — 16.8% change
  • 2021-04-30: Highest IV Rank — 35.7%
  • 2021-04-30: Largest Expected Move — 8.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$69.04$65.85$71.27$65.85$70.73
Max Pain$66.74$61.50$67.50$61.50$67.50
ATM IV26.9%22.9%34.4%24.9%34.4%
Expected Move8.0%6.7%8.9%6.7%8.9%
HV 20d20.5%18.1%24.6%22.9%20.6%
HV 60d26.5%24.7%28.2%28.2%24.7%
IV Rank10.6%0.0%35.7%0.0%35.7%
IV Percentile7.7%0.0%42.5%0.0%42.5%
Term Structure0.4%-3.9%2.7%0.8%-3.9%
VWIV28.8%24.3%31.9%24.3%29.9%
Skew 25d-0.6%-10.9%7.3%-5.0%3.6%
Skew 10d-1.3%-22.9%14.4%-22.9%14.4%
Call IV 25d29.5%23.3%40.5%31.9%33.5%
Put IV 25d28.8%23.9%37.1%26.9%37.1%
Bid-Ask Spread %66.6245.1375.3245.1366.99
Gamma HHI0.200.100.830.100.18
Net GEX15.9M5.1M99.4M6.2M15.8M
Net DEX-244.9M-372.6M-116.5M-183.8M-235.7M
Net VEX-1.3M-1.4M-1.3M-1.4M-1.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.580.121.860.930.32
Total Volume5,771.76278216,4235,9935,365
Total OI149,969.714110,394180,549172,243130,153

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$65.85$61.5024.9%6.7%22.9%0.0%24.3%-5.0%0.8%6.2M-183.8M-1.4M0.9345.13N/AN/A3,1102,88397,44074,803
2021-04-05$67.74$65.0026.9%8.6%24.6%3.8%30.1%-10.9%1.7%8.9M-260.3M-1.4M0.4770.60N/AN/A5,1112,40496,49974,949
2021-04-06$67.69$65.0025.3%7.9%20.8%0.8%28.5%0.3%0.3%9.7M-260.6M-1.4M0.5369.63N/AN/A3,9962,12399,42176,368
2021-04-07$67.90$65.0025.1%8.3%20.6%0.4%28.7%0.7%-0.1%11.1M-276.9M-1.4M1.8669.05N/AN/A2,3684,40499,88376,632
2021-04-08$69.08$65.0023.7%7.8%21.1%0.0%28.3%0.0%0.1%13.7M-330.3M-1.3M0.2567.66N/AN/A4,9321,235100,28078,722
2021-04-09$69.38$67.5022.9%7.7%21.1%0.0%26.7%0.6%2.4%14.8M-337.7M-1.4M0.4269.22N/AN/A2,4741,032101,20879,341
2021-04-12$69.48$67.5025.1%7.8%20.4%5.8%30.0%0.0%2.7%16.5M-340.6M-1.3M0.4967.31N/AN/A2,3831,163100,14671,900
2021-04-13$68.55$67.5025.0%7.8%20.8%5.6%28.5%-5.1%2.4%13.4M-296.5M-1.3M0.9371.56N/AN/A5,2294,888101,00772,653
2021-04-14$68.62$67.5023.7%7.8%20.0%2.1%28.5%0.1%2.2%15.4M-303.4M-1.3M0.1974.02N/AN/A3,635705103,19374,134
2021-04-15$69.33$67.5024.6%7.5%20.2%4.9%27.9%1.4%2.3%21.1M-340.9M-1.3M0.3773.94N/AN/A3,8981,433103,18974,748
2021-04-16$69.95$67.5026.6%7.9%19.7%10.8%28.4%7.3%-0.5%99.4M-372.6M-1.3M0.1274.42N/AN/A7,867945103,17375,810
2021-04-19$69.20$67.5025.9%7.7%20.1%8.7%28.5%1.7%2.6%7.3M-159.4M-1.3M0.2764.60N/AN/A2,08057161,34149,053
2021-04-20$67.67$67.5027.8%8.1%21.7%14.1%31.2%-0.3%-0.4%5.1M-116.5M-1.3M0.5660.26N/AN/A5,5673,14562,51049,478
2021-04-21$68.56$67.5029.6%8.5%18.1%19.5%28.4%2.2%-1.7%7.1M-140.1M-1.3M1.3760.34N/AN/A1,4211,94363,64451,935
2021-04-22$69.15$67.5028.4%8.1%18.2%16.9%28.7%0.7%0.7%8.4M-155.6M-1.3M1.0866.09N/AN/A7,8828,54164,86152,649
2021-04-23$70.42$67.5027.8%7.8%18.9%15.2%28.5%1.0%2.2%10.0M-210.8M-1.3M0.2557.79N/AN/A3,63690669,55556,762
2021-04-26$69.31$67.5028.8%8.0%20.0%18.2%29.1%0.3%-2.4%10.9M-167.3M-1.3M0.3164.27N/AN/A1,86257171,78351,494
2021-04-27$70.06$67.5029.0%8.2%20.2%18.8%29.0%-3.6%-0.6%12.4M-198.3M-1.3M0.1362.02N/AN/A3,34643472,45851,755
2021-04-28$69.98$67.5029.7%8.3%19.9%21.0%31.9%-8.7%-0.8%12.9M-203.7M-1.4M1.2275.32N/AN/A35243075,18951,948
2021-04-29$71.27$67.5029.5%8.1%20.6%20.4%28.8%0.6%-1.7%14.2M-252.6M-1.3M0.1768.72N/AN/A4,20773075,29951,998
2021-04-30$70.73$67.5034.4%8.9%20.6%35.7%29.9%3.6%-3.9%15.8M-235.7M-1.4M0.3266.99N/AN/A4,0691,29677,74352,410