TJX Options History — July 2021 In July 2021, TJX traded between $64.80 and $68.70. ATM implied volatility averaged 24.4%, placing in the 16.8% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 3.8% (HV 20d: 20.6%). Max pain ranged from $67.50 to $67.50. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.71.
Notable Days 2021-07-14 : Highest Volume — 24,549 contracts2021-07-19 : Largest IV spike — 34.9% change2021-07-19 : Highest IV Rank — 34.9%2021-07-19 : Largest Expected Move — 8.8%Monthly Statistics Metric Avg Min Max Open Close Price $67.81 $64.80 $68.70 $67.84 $68.66 Max Pain $67.50 $67.50 $67.50 $67.50 $67.50 ATM IV 24.4% 19.3% 29.9% 20.3% 27.3% Expected Move 7.6% 5.0% 8.8% 5.4% 8.6% HV 20d 20.6% 16.7% 24.4% 17.0% 23.2% HV 60d 24.6% 23.8% 25.6% 24.1% 24.7% IV Rank 16.8% 0.0% 34.9% 0.4% 26.5% IV Percentile 15.6% 0.0% 34.1% 0.4% 26.2% Term Structure 0.9% -4.4% 4.9% 0.2% -0.6% VWIV 26.4% 17.9% 30.7% 19.0% 29.1% Skew 25d 2.2% -0.4% 3.9% 1.5% 2.8% Skew 10d 6.1% -7.4% 22.0% 2.0% 10.3% Call IV 25d 24.2% 19.4% 30.9% 20.2% 25.5% Put IV 25d 26.4% 20.5% 31.8% 21.7% 28.3% Bid-Ask Spread % 57.27 23.88 79.90 23.88 58.04 Gamma HHI 0.16 0.07 0.59 0.16 0.12 Net GEX 8.3M -2.0M 33.3M 10.1M 4.6M Net DEX -111.3M -185.9M -1.4M -144.1M -121.4M Net VEX -1.1M -1.2M -1.0M -1.2M -1.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.03 3.22 0.43 0.36 Total Volume 7,231.381 2,608 24,549 3,440 7,184 Total OI 134,048.952 107,508 159,219 142,277 125,337
Daily Data (21 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 2021-07-01 $67.84 $67.50 20.3% 5.4% 17.0% 0.4% 19.0% 1.5% 0.2% 10.1M -144.1M -1.2M 0.43 23.88 N/A N/A 2,412 1,028 76,588 65,689 2021-07-02 $68.31 $67.50 19.3% 5.0% 17.0% 0.0% 17.9% 1.1% 0.7% 11.7M -173.8M -1.1M 0.67 29.55 N/A N/A 3,724 2,486 77,095 66,042 2021-07-06 $68.18 $67.50 20.8% 7.4% 16.7% 5.2% 27.1% 1.9% 0.8% 11.0M -158.0M -1.1M 1.41 45.34 N/A N/A 2,959 4,184 76,550 64,592 2021-07-07 $67.80 $67.50 20.8% 7.2% 16.7% 5.0% 25.7% 2.6% 0.6% 10.2M -132.6M -1.1M 1.09 61.80 N/A N/A 2,774 3,032 77,579 68,012 2021-07-08 $66.83 $67.50 23.1% 7.5% 17.1% 12.6% 27.3% 2.4% 0.3% 5.9M -69.8M -1.2M 0.32 63.84 N/A N/A 9,977 3,187 78,304 69,146 2021-07-09 $68.35 $67.50 21.4% 7.6% 18.6% 7.0% 26.0% -0.4% 0.5% 12.1M -163.4M -1.1M 0.57 66.31 N/A N/A 5,738 3,287 77,529 71,029 2021-07-12 $68.08 $67.50 21.7% 7.5% 18.3% 8.1% 25.6% 3.9% 4.0% 10.8M -139.9M -1.1M 0.52 71.53 N/A N/A 1,718 890 76,734 72,319 2021-07-13 $67.66 $67.50 22.4% 7.6% 18.2% 10.4% 26.9% 2.6% 4.5% 10.4M -110.1M -1.1M 0.16 72.61 N/A N/A 2,756 444 77,428 72,656 2021-07-14 $68.65 $67.50 21.8% 7.8% 18.7% 8.3% 25.5% 2.3% 4.2% 13.8M -185.9M -1.1M 0.03 78.71 N/A N/A 23,776 773 78,756 72,932 2021-07-15 $68.24 $67.50 24.5% 7.8% 18.9% 17.3% 26.2% 1.9% 4.7% 17.1M -162.5M -1.0M 0.20 68.80 N/A N/A 10,018 1,995 84,500 73,223 2021-07-16 $67.35 $67.50 22.1% 7.0% 19.4% 9.5% 24.9% 3.7% 4.9% 33.3M -68.4M -1.0M 0.74 79.90 N/A N/A 2,948 2,172 85,019 74,200 2021-07-19 $64.80 $67.50 29.9% 8.8% 23.0% 34.9% 30.7% 2.0% -4.4% -2.0M -1.4M -1.0M 1.30 54.82 N/A N/A 4,593 5,974 53,669 53,839 2021-07-20 $66.74 $67.50 26.7% 7.8% 24.4% 24.5% 27.2% 3.1% 0.6% 659.6K -48.1M -1.1M 0.40 50.55 N/A N/A 2,585 1,040 55,567 58,108 2021-07-21 $67.40 $67.50 27.1% 7.8% 23.8% 25.7% 27.0% 2.2% 1.5% 2.7M -76.4M -1.1M 1.30 48.94 N/A N/A 3,478 4,520 57,071 58,615 2021-07-22 $67.26 $67.50 27.5% 7.9% 23.9% 27.0% 27.9% 0.9% -2.5% 2.2M -69.8M -1.1M 3.22 56.30 N/A N/A 1,427 4,588 58,698 60,936 2021-07-23 $68.30 $67.50 26.5% 7.7% 23.9% 23.7% 26.9% 2.2% -0.4% 5.3M -100.8M -1.1M 0.39 51.69 N/A N/A 2,836 1,109 59,654 63,803 2021-07-26 $68.51 $67.50 27.0% 8.2% 23.8% 25.3% 27.7% 2.2% 0.9% 2.6M -98.2M -1.1M 0.26 54.36 N/A N/A 5,981 1,558 53,626 59,814 2021-07-27 $68.27 $67.50 27.5% 8.6% 23.3% 27.1% 29.7% 3.7% 0.4% 2.4M -94.2M -1.1M 0.49 44.75 N/A N/A 3,984 1,943 55,163 60,488 2021-07-28 $68.17 $67.50 27.4% 7.8% 23.3% 26.7% 28.3% 0.9% -1.8% 3.5M -100.5M -1.1M 0.85 58.75 N/A N/A 1,559 1,331 59,407 61,517 2021-07-29 $68.70 $67.50 27.6% 7.8% 23.3% 27.5% 27.9% 1.9% -0.9% 5.3M -117.4M -1.1M 0.25 62.18 N/A N/A 3,101 790 60,993 62,801 2021-07-30 $68.66 $67.50 27.3% 8.6% 23.2% 26.5% 29.1% 2.8% -0.6% 4.6M -121.4M -1.1M 0.36 58.04 N/A N/A 5,276 1,908 61,443 63,894
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