TJX Options History — July 2023 In July 2023, TJX traded between $82.81 and $87.27. ATM implied volatility averaged 19.0%, placing in the 17.0% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 4.2% (HV 20d: 14.8%). Max pain ranged from $77.50 to $85.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.48.
Notable Days 2023-07-12 : Highest Volume — 29,169 contracts2023-07-17 : Largest IV spike — 15.3% change2023-07-19 : Highest IV Rank — 27.5%2023-07-31 : Largest Expected Move — 6.9%Monthly Statistics Metric Avg Min Max Open Close Price $85.33 $82.81 $87.27 $84.59 $86.31 Max Pain $83.25 $77.50 $85.00 $77.50 $85.00 ATM IV 19.0% 14.8% 21.7% 14.8% 21.6% Expected Move 5.9% 4.1% 6.9% 4.1% 6.9% HV 20d 14.8% 11.3% 17.0% 15.8% 11.3% HV 60d 16.0% 15.3% 16.7% 16.3% 15.4% IV Rank 17.0% 0.6% 27.5% 0.6% 27.1% IV Percentile 13.1% 0.4% 24.2% 0.4% 24.2% Term Structure 0.7% -1.3% 4.7% 0.6% -0.9% VWIV 20.3% 14.3% 23.7% 14.3% 23.7% Skew 25d 2.9% 2.5% 3.3% 2.9% 2.8% Skew 10d 6.3% 5.1% 7.6% 5.6% 6.6% Call IV 25d 17.8% 14.0% 20.4% 14.0% 20.2% Put IV 25d 20.7% 16.8% 23.5% 16.8% 23.0% Bid-Ask Spread % 7.12 2.70 12.51 5.84 3.09 Gamma HHI 0.17 0.15 0.20 0.19 0.18 Net GEX 23.6M 16.9M 36.4M 18.9M 18.4M Net DEX -284.0M -367.3M -196.1M -272.8M -219.2M Net VEX -2.0M -2.2M -1.7M -1.7M -2.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.48 0.09 1.93 0.35 0.58 Total Volume 6,744.15 2,217 29,169 2,504 2,217 Total OI 142,947 126,273 165,890 126,273 135,125
Daily Data (20 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 2023-07-03 $84.59 $77.50 14.8% 4.1% 15.8% 0.6% 14.3% 2.9% 0.6% 18.9M -272.8M -1.7M 0.35 5.84 N/A N/A 1,861 643 70,146 56,127 2023-07-05 $84.56 $77.50 15.2% 4.2% 15.9% 2.0% 14.7% 2.8% 0.4% 19.5M -274.9M -1.7M 0.22 5.68 N/A N/A 3,122 695 71,417 56,555 2023-07-06 $83.50 $82.50 17.2% 5.9% 16.8% 9.8% 20.1% 3.1% 0.3% 17.8M -224.0M -1.7M 0.45 11.78 N/A N/A 4,602 2,080 72,462 56,914 2023-07-07 $82.81 $82.50 16.8% 5.8% 17.0% 8.4% 19.8% 2.7% 0.4% 16.9M -196.1M -1.7M 1.93 11.53 N/A N/A 1,043 2,012 74,754 58,361 2023-07-10 $83.38 $82.50 17.5% 6.1% 16.8% 11.1% 21.0% 3.2% 3.6% 18.6M -217.6M -1.7M 0.68 7.31 N/A N/A 3,322 2,251 74,220 59,340 2023-07-11 $84.63 $82.50 16.8% 5.8% 16.3% 8.4% 20.4% 3.1% 3.5% 20.8M -266.4M -1.9M 0.45 7.82 N/A N/A 1,800 817 76,909 61,172 2023-07-12 $85.53 $82.50 16.0% 5.9% 16.4% 5.0% 19.6% 2.6% 4.7% 21.8M -317.2M -1.8M 0.12 12.24 N/A N/A 26,065 3,104 77,351 61,482 2023-07-13 $84.91 $85.00 17.1% 5.9% 16.6% 9.6% 19.8% 2.5% 3.9% 28.7M -313.1M -2.0M 0.18 9.46 N/A N/A 5,387 952 91,449 63,691 2023-07-14 $84.88 $85.00 17.5% 5.8% 15.8% 10.9% 19.4% 2.5% 4.4% 31.0M -309.1M -2.0M 0.40 10.77 N/A N/A 5,488 2,172 94,196 64,202 2023-07-17 $85.28 $85.00 20.2% 6.1% 14.4% 21.4% 20.9% 2.9% -0.8% 31.2M -338.7M -2.0M 0.09 12.51 N/A N/A 7,991 705 96,032 64,399 2023-07-18 $85.28 $82.50 20.7% 6.1% 14.3% 23.6% 21.1% 3.3% -0.5% 32.1M -330.6M -2.0M 0.40 7.60 N/A N/A 2,486 1,003 95,351 64,819 2023-07-19 $85.68 $82.50 21.7% 6.2% 13.7% 27.5% 21.1% 3.0% -1.2% 32.4M -358.1M -2.0M 0.13 8.61 N/A N/A 6,721 849 96,166 65,410 2023-07-20 $85.50 $82.50 21.1% 6.1% 13.8% 25.2% 20.4% 3.2% -0.5% 36.4M -348.9M -2.0M 0.82 6.20 N/A N/A 3,109 2,554 97,651 65,933 2023-07-21 $85.82 $85.00 20.9% 6.1% 13.7% 24.2% 20.9% 2.8% -1.3% 25.9M -367.3M -2.0M 0.35 5.86 N/A N/A 7,292 2,547 97,923 67,967 2023-07-24 $86.47 $85.00 21.3% 6.4% 13.7% 25.8% 21.9% 3.1% -0.8% 21.1M -254.7M -2.1M 0.50 2.70 N/A N/A 4,943 2,470 76,816 50,477 2023-07-25 $87.27 $85.00 21.2% 6.3% 13.8% 25.3% 21.7% 2.9% -0.8% 21.2M -297.0M -2.1M 0.91 3.58 N/A N/A 5,857 5,358 79,690 52,020 2023-07-26 $87.03 $85.00 20.8% 6.2% 13.5% 23.7% 21.3% 2.8% -0.7% 19.4M -274.8M -2.2M 0.41 3.45 N/A N/A 3,348 1,368 78,818 56,592 2023-07-27 $86.50 $85.00 21.4% 6.5% 13.5% 26.2% 22.3% 2.7% -0.7% 20.4M -247.1M -2.2M 0.27 3.27 N/A N/A 3,065 817 80,255 57,779 2023-07-28 $86.69 $85.00 20.7% 6.3% 12.7% 23.6% 21.9% 2.8% -0.6% 19.6M -252.0M -2.2M 0.37 3.07 N/A N/A 2,025 742 80,768 58,201 2023-07-31 $86.31 $85.00 21.6% 6.9% 11.3% 27.1% 23.7% 2.8% -0.9% 18.4M -219.2M -2.1M 0.58 3.09 N/A N/A 1,401 816 77,444 57,681
« Jun 2023 | All History | Aug 2023 » Home TJX History July 2023