TJX Options History — July 2022

In July 2022, TJX traded between $56.06 and $63.56. ATM implied volatility averaged 35.1%, placing in the 53.8% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 4.3% (HV 20d: 30.7%). Max pain ranged from $57.50 to $62.50. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.77.

Notable Days

  • 2022-07-22: Highest Volume — 15,765 contracts
  • 2022-07-18: Largest IV spike — 6.7% change
  • 2022-07-26: Highest IV Rank — 65.4%
  • 2022-07-26: Largest Expected Move — 11.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$60.36$56.06$63.56$56.06$61.12
Max Pain$59.50$57.50$62.50$62.50$60.00
ATM IV35.1%33.0%38.2%35.0%35.7%
Expected Move10.6%9.7%11.2%9.7%10.7%
HV 20d30.7%26.2%33.5%30.2%26.2%
HV 60d41.0%39.9%42.0%41.5%40.0%
IV Rank53.8%45.6%65.4%56.4%55.9%
IV Percentile76.3%67.5%86.5%79.0%78.2%
Term Structure0.4%-1.6%5.8%-0.3%-1.0%
VWIV37.5%34.8%40.0%34.8%39.2%
Skew 25d5.7%4.8%7.1%6.5%4.8%
Skew 10d13.4%10.2%23.2%13.6%10.2%
Call IV 25d32.8%29.7%35.6%32.3%34.1%
Put IV 25d38.5%34.4%41.7%38.7%38.9%
Bid-Ask Spread %13.055.6528.118.3415.50
Gamma HHI0.100.080.190.140.08
Net GEX235.3K-5.4M6.5M-5.4M1.3M
Net DEX-59.1K-100.7M127.5M127.5M-17.6M
Net VEX-1.2M-1.3M-1.1M-1.1M-1.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.770.222.340.441.13
Total Volume9,524.355,10215,7659,35712,346
Total OI160,080.45130,484184,350175,189155,018

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$56.06$62.5035.0%9.7%30.2%56.4%34.8%6.5%-0.3%-5.4M127.5M-1.1M0.448.34N/AN/A6,4802,87797,49177,698
2022-07-05$57.64$57.5035.1%11.1%31.6%56.5%39.5%6.9%0.6%-4.4M86.2M-1.2M1.7221.10N/AN/A3,0625,25295,18076,247
2022-07-06$58.13$57.5034.6%11.1%31.9%52.4%38.2%6.1%0.2%-3.3M69.2M-1.2M0.6323.79N/AN/A3,1231,97995,99175,816
2022-07-07$59.66$57.5033.2%10.6%33.4%46.9%36.0%6.0%-0.9%-1.8M25.2M-1.2M0.3027.79N/AN/A8,1832,48496,82876,361
2022-07-08$59.18$57.5033.0%10.4%33.4%45.6%35.9%5.1%-0.1%-1.5M36.9M-1.2M0.9328.11N/AN/A4,4044,075100,72776,859
2022-07-11$58.50$57.5034.8%11.1%33.5%52.3%38.6%5.9%3.6%-3.1M61.6M-1.1M0.6810.36N/AN/A3,7732,557100,42074,459
2022-07-12$58.88$60.0034.2%10.7%32.0%49.9%37.8%5.6%3.5%-2.8M53.5M-1.2M2.346.73N/AN/A2,0864,879101,00974,793
2022-07-13$59.22$60.0033.7%10.7%29.8%48.1%36.9%5.4%3.7%-2.8M43.4M-1.2M0.6612.13N/AN/A5,0243,291101,33975,893
2022-07-14$58.94$60.0035.0%10.7%29.9%53.1%38.7%6.2%3.1%-3.4M45.5M-1.2M0.715.65N/AN/A5,9764,223104,03976,927
2022-07-15$60.44$60.0033.6%10.7%31.1%47.9%37.3%4.8%5.8%-3.3M-18.3M-1.2M0.746.29N/AN/A6,0394,451106,12478,226
2022-07-18$60.57$60.0035.9%10.6%30.1%56.6%37.2%5.9%-0.9%2.0M-23.8M-1.2M0.648.22N/AN/A6,4644,15771,45959,025
2022-07-19$62.67$60.0035.9%10.5%32.0%56.6%36.3%5.2%-1.2%3.8M-69.5M-1.3M0.468.40N/AN/A5,9902,72673,40060,988
2022-07-20$63.06$60.0035.6%10.2%31.8%55.5%35.6%5.6%-0.8%4.6M-81.7M-1.3M0.227.22N/AN/A9,5742,07675,71561,602
2022-07-21$63.54$60.0034.7%10.0%31.3%52.0%36.9%5.1%-1.0%5.6M-95.6M-1.3M0.339.18N/AN/A8,1712,65978,63962,152
2022-07-22$63.56$60.0034.6%10.0%31.4%51.5%36.1%5.6%-1.2%6.5M-100.7M-1.3M0.457.58N/AN/A10,8854,88083,29062,787
2022-07-25$63.17$60.0036.0%10.5%27.2%56.8%37.5%5.3%-1.1%4.8M-83.7M-1.3M0.4912.61N/AN/A5,1602,52481,13264,296
2022-07-26$60.59$60.0038.2%11.2%31.3%65.4%40.0%6.0%-1.6%1.9M-13.3M-1.3M1.0811.74N/AN/A5,3985,83981,33264,790
2022-07-27$61.18$60.0036.9%10.9%28.4%60.4%39.5%5.1%-1.0%3.1M-26.0M-1.3M0.8813.77N/AN/A4,6754,10183,12967,610
2022-07-28$61.11$60.0035.8%11.0%28.0%56.0%37.7%7.1%-1.0%2.9M-19.8M-1.3M0.5116.55N/AN/A5,7282,91683,89668,922
2022-07-29$61.12$60.0035.7%10.7%26.2%55.9%39.2%4.8%-1.0%1.3M-17.6M-1.2M1.1315.50N/AN/A5,8056,54185,08869,930