TJX Options History — June 2021

In June 2021, TJX traded between $63.51 and $67.42. ATM implied volatility averaged 21.8%, placing in the 3.2% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded below realized volatility by 1.5% (HV 20d: 23.3%). Max pain ranged from $67.50 to $69.50. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.64.

Notable Days

  • 2021-06-23: Highest Volume — 13,772 contracts
  • 2021-06-18: Largest IV spike — 9.8% change
  • 2021-06-18: Highest IV Rank — 8.7%
  • 2021-06-03: Largest Expected Move — 6.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$65.76$63.51$67.42$67.22$67.34
Max Pain$67.64$67.50$69.50$69.50$67.50
ATM IV21.8%20.2%23.8%23.6%21.9%
Expected Move6.2%5.6%6.8%6.7%5.6%
HV 20d23.3%13.0%32.3%32.3%16.9%
HV 60d24.6%23.7%26.0%26.0%24.0%
IV Rank3.2%0.0%8.7%5.6%5.8%
IV Percentile1.8%0.0%5.6%2.4%5.2%
Term Structure0.6%-0.9%2.3%0.2%0.8%
VWIV21.5%19.7%23.7%23.7%19.7%
Skew 25d2.0%-0.7%4.3%1.5%2.6%
Skew 10d3.7%-13.0%13.2%5.6%4.2%
Call IV 25d21.7%19.9%24.5%24.5%20.6%
Put IV 25d23.7%21.9%26.6%26.0%23.2%
Bid-Ask Spread %35.8414.2472.4722.5918.11
Gamma HHI0.130.090.180.090.18
Net GEX169.6K-6.1M9.5M-1.9M9.5M
Net DEX-22.3M-130.0M67.5M-45.7M-121.0M
Net VEX-1.1M-1.2M-1.0M-1.1M-1.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.640.131.400.820.49
Total Volume7,698.2732,38813,7722,3886,217
Total OI135,353.955125,409143,489125,409142,122

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$67.22$69.5023.6%6.7%32.3%5.6%23.7%1.5%0.2%-1.9M-45.7M-1.1M0.8222.59N/AN/A1,3091,07961,25664,153
2021-06-02$65.99$68.5022.4%6.5%32.3%1.2%23.1%2.7%1.3%-4.6M-1.1M-1.1M0.5917.70N/AN/A4,4832,65961,76464,789
2021-06-03$65.83$67.5023.8%6.8%32.1%6.3%23.0%3.5%1.9%-4.6M4.1M-1.1M1.4020.01N/AN/A2,4123,36663,45965,680
2021-06-04$65.67$67.5022.4%6.4%31.9%1.1%22.0%3.6%-0.9%-4.3M16.5M-1.1M0.6166.92N/AN/A2,2741,38564,32967,244
2021-06-07$65.15$67.5021.4%6.4%29.0%0.0%21.9%1.7%2.3%-4.5M21.8M-1.1M0.2131.53N/AN/A5,0331,03363,50763,915
2021-06-08$65.74$67.5022.1%6.5%29.5%2.5%21.8%1.2%0.5%-2.3M-640.2K-1.1M0.5672.47N/AN/A2,5141,40465,49964,472
2021-06-09$65.05$67.5022.1%6.5%29.1%2.5%22.2%4.3%1.2%-4.4M25.2M-1.1M0.8552.49N/AN/A4,8234,08966,24765,327
2021-06-10$64.83$67.5020.5%6.1%27.6%0.0%21.2%-0.7%0.8%-5.7M35.4M-1.1M0.1717.27N/AN/A5,53493069,03368,009
2021-06-11$65.67$67.5020.7%6.1%26.7%0.5%21.3%2.3%2.1%593.7K-11.7M-1.1M0.5441.86N/AN/A5,7673,12071,95767,356
2021-06-14$65.13$67.5021.6%6.3%25.5%4.0%21.2%1.3%0.3%-3.1M10.8M-1.1M0.1325.72N/AN/A9,0591,18071,38367,296
2021-06-15$65.35$67.5021.3%6.1%25.7%2.6%21.0%1.7%-0.5%-2.2M3.2M-1.0M1.1455.07N/AN/A2,8353,24171,58067,883
2021-06-16$65.24$67.5021.6%6.2%25.7%3.9%21.7%2.0%-0.1%-2.4M11.2M-1.1M0.7714.24N/AN/A1,8691,44772,22568,816
2021-06-17$64.77$67.5021.0%6.0%13.0%1.6%21.1%1.5%-0.0%-4.5M30.1M-1.0M1.3355.14N/AN/A5,0396,72372,56769,219
2021-06-18$63.51$67.5023.0%6.7%13.8%8.7%23.3%1.9%-0.6%-6.1M67.5M-1.1M0.9655.19N/AN/A5,7945,56775,06468,425
2021-06-21$64.74$67.5022.0%6.3%15.6%5.2%21.6%2.2%0.4%1.3M-4.6M-1.1M0.4218.11N/AN/A4,8472,01469,28059,337
2021-06-22$65.90$67.5021.9%6.0%17.0%4.7%20.8%2.1%0.0%5.4M-56.2M-1.1M0.2924.82N/AN/A8,3432,42272,29560,507
2021-06-23$65.94$67.5021.3%6.0%16.6%2.8%20.5%1.9%1.0%5.9M-59.1M-1.1M0.7029.61N/AN/A8,0955,67774,42962,256
2021-06-24$66.92$67.5021.5%5.9%17.4%3.5%20.1%1.9%0.7%8.6M-100.5M-1.1M0.1629.93N/AN/A10,3051,65974,56863,078
2021-06-25$67.42$67.5020.2%5.7%17.6%0.0%19.8%1.9%0.6%9.1M-130.0M-1.1M0.2849.33N/AN/A6,1621,74475,73764,076
2021-06-28$66.55$67.5021.6%6.1%18.1%4.9%20.8%2.2%0.3%6.0M-85.3M-1.1M0.4420.63N/AN/A5,1962,29974,62961,686
2021-06-29$66.77$67.5021.0%5.8%18.0%3.0%21.2%0.7%0.6%8.1M-100.1M-1.2M1.3049.83N/AN/A3,6594,75577,69463,639
2021-06-30$67.34$67.5021.9%5.6%16.9%5.8%19.7%2.6%0.8%9.5M-121.0M-1.2M0.4918.11N/AN/A4,1842,03377,95564,167