TJX Options History — March 2021 In March 2021, TJX traded between $62.50 and $67.72. ATM implied volatility averaged 29.5%, placing in the 3.5% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded below realized volatility by 0.4% (HV 20d: 29.9%). Max pain ranged from $60.00 to $67.50. Net GEX was positive for 15 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 1.10.
Notable Days 2021-03-03 : Highest Volume — 16,024 contracts2021-03-16 : Largest IV drop — 9.9% change2021-03-04 : Highest IV Rank — 11.0%2021-03-04 : Largest Expected Move — 9.9%Monthly Statistics Metric Avg Min Max Open Close Price $65.81 $62.50 $67.72 $67.59 $66.41 Max Pain $61.26 $60.00 $67.50 $67.50 $61.50 ATM IV 29.5% 25.2% 36.1% 30.5% 25.2% Expected Move 8.4% 7.0% 9.9% 8.8% 7.0% HV 20d 29.9% 24.9% 32.3% 27.1% 24.9% HV 60d 27.8% 25.5% 28.7% 25.5% 28.1% IV Rank 3.5% 0.0% 11.0% 4.2% 0.0% IV Percentile 8.7% 0.0% 36.1% 8.7% 0.0% Term Structure -0.0% -1.7% 1.1% -1.7% 1.0% VWIV 30.0% 25.1% 35.4% 30.7% 25.1% Skew 25d 1.9% -7.7% 11.0% 3.9% 0.1% Skew 10d 2.0% -24.6% 25.4% 8.8% 5.3% Call IV 25d 30.4% 25.9% 49.7% 29.9% 27.1% Put IV 25d 32.3% 27.1% 42.0% 33.7% 27.1% Bid-Ask Spread % 51.14 25.34 65.84 46.14 50.79 Gamma HHI 0.13 0.08 0.19 0.19 0.12 Net GEX 2.1M -4.7M 12.0M 12.0M 6.1M Net DEX -111.2M -227.3M 17.8M -227.3M -209.4M Net VEX -1.2M -1.4M -1.1M -1.4M -1.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.10 0.03 2.74 2.25 0.77 Total Volume 7,044.783 2,103 16,024 6,456 9,732 Total OI 178,641.348 133,843 202,027 186,445 171,718
Daily Data (23 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 2021-03-01 $67.59 $67.50 30.5% 8.8% 27.1% 4.2% 30.7% 3.9% -1.7% 12.0M -227.3M -1.4M 2.25 46.14 N/A N/A 1,989 4,467 119,497 66,948 2021-03-02 $66.22 $67.50 31.3% 8.7% 28.3% 5.1% 31.3% 1.6% -0.5% 6.8M -164.4M -1.4M 0.39 45.56 N/A N/A 1,510 593 120,316 70,112 2021-03-03 $64.17 $67.50 33.1% 9.3% 28.9% 7.3% 35.4% 3.1% -1.0% 200.7K -72.7M -1.3M 0.73 55.56 N/A N/A 9,260 6,764 120,502 70,275 2021-03-04 $62.50 $60.00 36.1% 9.9% 29.6% 11.0% 35.3% -7.7% 0.1% -2.2M 17.8M -1.3M 1.75 65.70 N/A N/A 2,705 4,738 116,799 76,884 2021-03-05 $63.06 $60.00 34.3% 9.3% 28.5% 8.8% 32.6% 11.0% -0.6% -4.5M 16.2M -1.3M 0.82 62.28 N/A N/A 3,529 2,892 116,886 79,401 2021-03-08 $65.56 $60.00 33.9% 9.5% 32.3% 8.4% 33.3% 5.7% -0.6% 2.4M -92.1M -1.3M 0.29 53.00 N/A N/A 3,681 1,052 114,516 78,745 2021-03-09 $66.15 $60.00 32.4% 9.0% 31.3% 6.5% 32.3% 2.2% -0.7% 5.0M -126.7M -1.3M 0.74 54.62 N/A N/A 4,251 3,139 115,657 79,418 2021-03-10 $65.65 $60.00 30.9% 9.0% 31.3% 4.7% 33.4% 1.5% 0.5% 3.2M -102.5M -1.3M 0.99 57.98 N/A N/A 2,623 2,588 116,485 82,202 2021-03-11 $65.92 $60.00 30.8% 8.9% 31.3% 4.5% 32.2% -0.4% 0.9% 3.6M -103.1M -1.3M 0.81 54.79 N/A N/A 1,463 1,182 116,806 84,240 2021-03-12 $67.06 $60.00 29.9% 8.5% 31.9% 3.4% 30.7% 1.7% 0.3% 8.8M -154.6M -1.3M 0.38 47.33 N/A N/A 2,736 1,053 117,326 84,701 2021-03-15 $67.72 $60.00 30.9% 8.9% 31.6% 4.6% 30.8% 2.5% 0.2% 10.7M -177.2M -1.2M 0.94 57.83 N/A N/A 3,262 3,081 115,676 77,105 2021-03-16 $66.73 $60.00 27.8% 8.0% 32.0% 0.8% 28.8% 1.3% 1.1% 3.6M -131.5M -1.2M 0.39 53.93 N/A N/A 3,394 1,325 116,673 79,822 2021-03-17 $67.16 $60.00 28.3% 8.1% 32.0% 1.4% 29.1% 1.3% 0.4% 4.6M -144.0M -1.1M 1.49 63.06 N/A N/A 1,561 2,328 118,356 80,261 2021-03-18 $66.39 $60.00 29.8% 8.6% 31.0% 3.2% 30.7% 0.9% -0.0% -399.5K -117.4M -1.1M 1.59 53.17 N/A N/A 3,890 6,196 118,686 81,517 2021-03-19 $67.01 $60.00 27.9% 8.0% 31.0% 1.2% 28.5% 1.8% 0.2% 2.0M -135.2M -1.1M 1.87 65.84 N/A N/A 4,905 9,158 119,004 81,609 2021-03-22 $66.55 $60.00 26.4% 7.4% 29.3% 0.0% 27.1% 1.8% 0.3% 1.2M -128.0M -1.1M 0.71 27.15 N/A N/A 2,882 2,033 67,747 66,096 2021-03-23 $64.42 $60.00 26.7% 7.6% 30.6% 0.4% 27.6% 5.5% 0.4% -2.9M -59.2M -1.1M 2.53 64.35 N/A N/A 3,085 7,797 68,692 67,343 2021-03-24 $64.51 $60.00 26.9% 7.7% 30.3% 0.8% 27.3% 0.9% 0.9% -4.7M -55.9M -1.1M 2.74 44.45 N/A N/A 1,211 3,316 69,891 73,781 2021-03-25 $65.12 $61.00 25.8% 7.6% 29.5% 0.0% 27.5% 3.0% 0.7% -3.8M -73.0M -1.1M 2.27 30.49 N/A N/A 1,287 2,920 70,566 76,528 2021-03-26 $65.67 $61.00 26.7% 7.6% 28.9% 1.6% 26.8% 1.3% -1.4% -3.0M -93.8M -1.2M 0.63 48.67 N/A N/A 3,690 2,341 70,777 78,401 2021-03-29 $65.62 $61.50 27.1% 7.3% 28.1% 2.4% 26.9% 4.2% -0.8% -956.6K -93.1M -1.1M 0.24 25.34 N/A N/A 3,979 973 70,720 74,331 2021-03-30 $66.44 $61.50 26.5% 7.4% 27.5% 1.4% 26.6% -3.5% -0.6% 1.2M -130.4M -1.1M 0.03 48.26 N/A N/A 14,965 504 70,758 74,977 2021-03-31 $66.41 $61.50 25.2% 7.0% 24.9% 0.0% 25.1% 0.1% 1.0% 6.1M -209.4M -1.4M 0.77 50.79 N/A N/A 5,490 4,242 96,398 75,320
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