TJX Options History — August 2021

In August 2021, TJX traded between $67.48 and $76.05. ATM implied volatility averaged 25.7%, placing in the 21.2% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 0.3% (HV 20d: 25.4%). Max pain ranged from $67.50 to $71.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.91.

Notable Days

  • 2021-08-17: Highest Volume — 71,812 contracts
  • 2021-08-18: Largest IV drop — 9.2% change
  • 2021-08-03: Highest IV Rank — 30.5%
  • 2021-08-02: Largest Expected Move — 8.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$71.63$67.48$76.05$68.10$72.59
Max Pain$68.34$67.50$71.00$67.50$71.00
ATM IV25.7%22.2%28.5%27.4%22.5%
Expected Move7.2%6.0%8.9%8.9%6.3%
HV 20d25.4%18.8%29.2%23.2%29.2%
HV 60d22.9%19.7%24.7%24.7%23.3%
IV Rank21.2%9.6%30.5%26.8%10.8%
IV Percentile22.1%10.3%35.7%27.0%12.7%
Term Structure-0.5%-2.1%1.9%-0.3%-1.2%
VWIV25.7%20.8%31.1%30.4%21.5%
Skew 25d3.2%1.6%9.1%1.6%3.4%
Skew 10d7.6%2.2%14.6%4.9%8.2%
Call IV 25d25.2%20.1%29.2%29.2%21.4%
Put IV 25d28.4%23.7%32.2%30.8%24.8%
Bid-Ask Spread %44.8318.4270.2351.2243.10
Gamma HHI0.190.120.520.120.18
Net GEX16.0M3.5M58.8M3.9M15.7M
Net DEX-257.2M-496.1M-73.5M-92.3M-240.0M
Net VEX-1.3M-1.6M-1.1M-1.1M-1.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.910.135.091.005.09
Total Volume19,603.5915,38071,8126,75117,575
Total OI163,248.682121,484220,067121,484193,803

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$68.10$67.5027.4%8.9%23.2%26.8%30.4%1.6%-0.3%3.9M-92.3M-1.1M1.0051.22N/AN/A3,3823,36961,10960,375
2021-08-03$68.88$67.5028.5%8.2%23.6%30.5%29.7%2.1%-1.7%6.6M-125.6M-1.1M0.2147.31N/AN/A4,69399263,91161,491
2021-08-04$67.48$67.5028.3%8.7%24.7%29.9%31.1%3.3%-2.1%3.5M-73.5M-1.1M1.2151.27N/AN/A3,1433,80766,19164,261
2021-08-05$68.49$67.5027.6%7.7%24.6%27.3%26.9%2.5%-1.6%6.0M-116.8M-1.1M2.3228.73N/AN/A1,6923,92966,39364,858
2021-08-06$69.28$67.5027.1%7.5%23.6%25.9%26.3%2.0%1.9%9.6M-152.6M-1.1M0.2664.34N/AN/A5,2281,35068,18265,897
2021-08-09$69.06$67.5028.5%7.3%23.6%30.3%26.1%2.1%-1.4%7.2M-139.2M-1.1M1.7722.87N/AN/A2,8154,98765,88062,890
2021-08-10$71.09$67.5027.0%7.9%25.5%25.4%27.3%1.8%0.9%10.6M-229.1M-1.1M0.4443.84N/AN/A16,1607,05769,28763,353
2021-08-11$71.60$67.5027.6%7.5%25.2%27.6%26.9%2.2%-1.7%11.1M-254.1M-1.1M0.6343.34N/AN/A14,2168,94071,28467,522
2021-08-12$71.55$67.5027.3%7.4%25.0%26.4%26.7%4.3%-1.7%13.2M-250.4M-1.2M0.1445.99N/AN/A15,5642,15777,62673,164
2021-08-13$70.49$67.5027.3%7.4%25.2%26.4%26.3%3.3%-1.2%15.9M-206.0M-1.4M0.2858.48N/AN/A5,5171,51987,32579,506
2021-08-16$70.17$67.5027.2%7.8%20.2%26.2%26.9%2.1%-1.0%14.7M-203.2M-1.3M1.1439.62N/AN/A3,8624,41691,70278,380
2021-08-17$69.22$67.5028.4%8.0%18.8%30.2%29.4%2.8%-0.2%11.1M-152.2M-1.3M2.0166.77N/AN/A23,83847,97492,38878,945
2021-08-18$73.19$67.5025.8%7.4%26.8%21.6%25.7%2.9%-1.3%21.5M-402.8M-1.2M0.3962.33N/AN/A45,49817,55994,82582,111
2021-08-19$73.51$67.5025.7%7.3%26.7%21.0%26.2%3.9%0.6%19.3M-419.5M-1.2M0.1970.23N/AN/A25,5994,89896,728106,746
2021-08-20$74.06$67.5023.4%6.4%26.4%13.5%24.4%3.9%1.6%58.8M-496.1M-1.2M0.3364.49N/AN/A14,2664,773109,156110,911
2021-08-23$75.12$70.0023.2%6.6%26.6%13.0%23.4%3.5%0.5%16.5M-364.8M-1.3M0.1724.44N/AN/A21,4093,74588,81071,666
2021-08-24$75.31$70.0022.9%6.2%26.5%12.0%22.1%2.6%0.3%19.3M-391.9M-1.3M0.1318.42N/AN/A29,6653,84591,88774,298
2021-08-25$76.05$70.0022.6%6.1%26.4%11.1%21.7%3.8%-1.0%25.4M-430.9M-1.4M0.4936.77N/AN/A3,6011,77999,95576,614
2021-08-26$73.95$70.0022.5%6.6%28.9%10.8%23.6%4.0%1.2%21.8M-330.3M-1.6M0.4345.35N/AN/A9,3144,039121,02979,051
2021-08-27$73.78$70.0022.2%6.0%29.0%9.6%20.8%3.7%-2.0%21.8M-331.0M-1.5M1.0919.13N/AN/A5,4285,929122,46780,210
2021-08-30$72.84$70.0022.2%6.0%29.2%9.6%21.1%9.1%-0.5%17.3M-255.4M-1.5M0.2238.16N/AN/A17,8463,904113,20576,079
2021-08-31$72.59$71.0022.5%6.3%29.2%10.8%21.5%3.4%-1.2%15.7M-240.0M-1.5M5.0943.10N/AN/A2,88414,691115,64078,163