TJX Options History — October 2021 In October 2021, TJX traded between $62.99 and $66.69. ATM implied volatility averaged 25.5%, placing in the 20.6% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded below realized volatility by 0.3% (HV 20d: 25.8%). Max pain ranged from $65.00 to $72.50. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.59.
Notable Days 2021-10-26 : Highest Volume — 42,743 contracts2021-10-18 : Largest IV spike — 16.7% change2021-10-04 : Highest IV Rank — 26.2%2021-10-04 : Largest Expected Move — 8.6%Monthly Statistics Metric Avg Min Max Open Close Price $64.61 $62.99 $66.69 $66.69 $65.49 Max Pain $67.02 $65.00 $72.50 $67.50 $65.00 ATM IV 25.5% 22.4% 27.2% 25.3% 26.2% Expected Move 7.9% 7.3% 8.6% 7.3% 8.4% HV 20d 25.8% 18.1% 27.9% 26.1% 18.1% HV 60d 25.1% 24.3% 26.4% 26.1% 24.3% IV Rank 20.6% 10.1% 26.2% 20.0% 22.9% IV Percentile 32.5% 14.3% 42.5% 30.2% 38.5% Term Structure 0.4% -2.8% 5.7% 0.2% -1.2% VWIV 28.0% 25.9% 30.5% 26.3% 29.5% Skew 25d 4.1% 1.6% 6.6% 5.2% 2.9% Skew 10d 8.1% 0.4% 16.0% 11.8% 0.4% Call IV 25d 24.6% 21.1% 27.4% 24.1% 25.4% Put IV 25d 28.7% 24.3% 31.3% 29.3% 28.3% Bid-Ask Spread % 47.50 28.62 64.40 49.91 46.53 Gamma HHI 0.28 0.17 0.47 0.17 0.25 Net GEX 3.7M -17.6M 40.7M -8.9M 24.6M Net DEX 41.7M -159.9M 199.1M 93.3M -159.9M Net VEX -1.1M -1.2M -922.6K -1.1M -1.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.07 1.95 0.83 0.80 Total Volume 18,690.952 4,267 42,743 10,486 17,405 Total OI 192,499.333 141,461 239,303 201,006 192,927
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 2021-10-01 $66.69 $67.50 25.3% 7.3% 26.1% 20.0% 26.3% 5.2% 0.2% -8.9M 93.3M -1.1M 0.83 49.91 N/A N/A 5,722 4,764 109,832 91,174 2021-10-04 $65.85 $72.50 27.2% 8.6% 26.3% 26.2% 28.7% 5.5% 0.6% -8.8M 113.8M -1.1M 0.63 45.87 N/A N/A 4,059 2,547 114,239 93,779 2021-10-05 $65.13 $70.00 25.7% 8.1% 25.9% 21.1% 29.8% 6.6% -0.8% -11.3M 159.1M -1.0M 1.17 50.80 N/A N/A 7,634 8,906 116,910 95,570 2021-10-06 $64.34 $70.00 26.1% 8.2% 26.1% 22.6% 30.5% 5.6% -0.8% -15.5M 198.2M -1.0M 1.33 47.85 N/A N/A 4,431 5,911 118,287 96,420 2021-10-07 $65.14 $70.00 24.6% 7.9% 26.6% 17.6% 27.9% 5.3% 0.0% -13.4M 156.2M -1.0M 0.22 64.40 N/A N/A 6,214 1,370 118,379 96,732 2021-10-08 $64.80 $70.00 24.1% 8.0% 26.6% 15.8% 27.5% 5.1% 0.4% -17.1M 172.2M -980.5K 0.69 40.62 N/A N/A 2,519 1,748 120,643 98,844 2021-10-11 $63.08 $67.50 24.9% 8.3% 27.9% 18.6% 29.1% 5.2% 4.0% -12.4M 193.3M -933.4K 1.95 56.41 N/A N/A 5,602 10,897 118,148 86,009 2021-10-12 $62.99 $67.50 25.6% 8.3% 27.1% 20.8% 29.5% 6.1% 3.2% -12.3M 194.5M -922.6K 0.07 57.16 N/A N/A 29,427 1,967 119,175 86,905 2021-10-13 $63.50 $67.50 25.0% 8.1% 27.4% 18.8% 27.1% 2.2% 2.7% -17.6M 199.1M -931.6K 0.07 45.37 N/A N/A 26,450 1,964 119,815 94,018 2021-10-14 $63.99 $67.50 23.7% 7.4% 26.9% 14.7% 26.3% 3.3% 2.3% 14.1M 122.7M -972.0K 0.09 47.82 N/A N/A 28,128 2,468 138,653 95,517 2021-10-15 $64.48 $67.50 22.4% 7.3% 27.2% 10.1% 25.9% 3.2% 5.7% -1.7M 67.2M -944.1K 1.39 52.85 N/A N/A 7,910 10,994 142,671 96,632 2021-10-18 $64.69 $65.00 26.1% 7.8% 26.6% 22.5% 26.8% 4.7% -0.9% 10.7M -58.4M -983.7K 0.51 52.03 N/A N/A 6,874 3,496 84,266 57,195 2021-10-19 $63.75 $65.00 25.6% 7.4% 26.4% 20.7% 27.1% 4.2% -0.7% 9.0M -6.7M -1.0M 0.44 32.18 N/A N/A 17,545 7,702 85,384 62,454 2021-10-20 $63.83 $65.00 26.3% 7.5% 26.4% 23.1% 27.1% 2.2% -2.8% 16.9M -28.3M -1.1M 0.15 28.62 N/A N/A 23,396 3,397 92,192 67,168 2021-10-21 $64.63 $65.00 26.0% 7.5% 25.9% 22.3% 26.4% 3.7% -1.6% 20.2M -81.6M -1.1M 0.78 57.90 N/A N/A 8,309 6,440 99,039 67,688 2021-10-22 $64.07 $65.00 26.3% 7.7% 25.7% 23.1% 27.7% 3.6% -1.8% 40.7M -43.4M -1.1M 0.27 46.42 N/A N/A 11,921 3,213 103,576 69,693 2021-10-25 $65.15 $65.00 26.2% 8.0% 26.8% 22.7% 28.4% 1.6% 0.3% 8.4M -90.5M -1.2M 0.38 40.43 N/A N/A 11,519 4,324 95,553 67,088 2021-10-26 $65.47 $65.00 26.0% 8.0% 26.7% 22.2% 28.9% 3.0% 2.5% 14.5M -122.0M -1.2M 0.10 39.62 N/A N/A 38,997 3,746 101,071 68,409 2021-10-27 $64.70 $65.00 26.9% 8.1% 26.8% 25.3% 28.8% 2.9% -0.5% 16.2M -89.6M -1.2M 0.53 45.39 N/A N/A 7,342 3,864 110,271 68,812 2021-10-28 $65.14 $65.00 26.1% 8.3% 18.2% 22.5% 28.8% 3.3% -1.9% 20.5M -112.4M -1.2M 0.11 49.34 N/A N/A 28,215 3,173 111,660 69,688 2021-10-29 $65.49 $65.00 26.2% 8.4% 18.1% 22.9% 29.5% 2.9% -1.2% 24.6M -159.9M -1.2M 0.80 46.53 N/A N/A 9,651 7,754 123,043 69,884
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