TJX Options History — November 2021

In November 2021, TJX traded between $66.41 and $74.06. ATM implied volatility averaged 27.4%, placing in the 34.0% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 3.5% (HV 20d: 23.9%). Max pain ranged from $65.00 to $70.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.53.

Notable Days

  • 2021-11-17: Highest Volume — 102,773 contracts
  • 2021-11-17: Largest IV drop — 18.6% change
  • 2021-11-16: Highest IV Rank — 52.7%
  • 2021-11-03: Largest Expected Move — 9.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$69.98$66.41$74.06$66.41$69.71
Max Pain$69.29$65.00$70.00$65.00$70.00
ATM IV27.4%24.6%31.6%26.7%27.7%
Expected Move8.1%7.2%9.4%9.0%8.4%
HV 20d23.9%18.0%32.4%18.3%32.4%
HV 60d24.6%21.9%26.2%24.4%26.2%
IV Rank34.0%22.8%52.7%24.5%36.3%
IV Percentile49.2%27.8%78.6%41.7%57.1%
Term Structure-0.5%-1.9%1.5%0.1%-1.5%
VWIV29.3%26.5%32.5%31.7%28.8%
Skew 25d1.6%-6.2%6.1%2.6%4.9%
Skew 10d5.1%-1.0%15.0%2.7%15.0%
Call IV 25d28.6%25.0%36.0%27.5%27.8%
Put IV 25d30.2%26.5%35.2%30.2%32.8%
Bid-Ask Spread %44.0519.4756.8246.1536.13
Gamma HHI0.120.090.170.110.13
Net GEX20.4M8.1M35.2M19.1M8.1M
Net DEX-311.9M-665.5M-142.7M-198.5M-142.7M
Net VEX-1.4M-1.5M-1.2M-1.2M-1.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.530.111.890.560.37
Total Volume29,427.61912,685102,77325,05921,311
Total OI216,046183,416272,780183,416197,495

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$66.41$65.0026.7%9.0%18.3%24.5%31.7%2.6%0.1%19.1M-198.5M-1.2M0.5646.15N/AN/A16,0668,993115,14468,272
2021-11-02$67.37$65.0027.4%9.0%18.4%28.3%32.4%1.4%-0.3%21.2M-230.3M-1.4M0.1947.95N/AN/A20,3263,804123,00974,261
2021-11-03$68.24$65.0025.5%9.4%18.0%23.2%32.5%1.1%-0.7%24.4M-319.5M-1.4M0.2353.45N/AN/A16,9573,855130,62274,686
2021-11-04$69.61$70.0028.0%7.9%18.8%37.5%27.7%-6.2%-0.8%20.7M-400.7M-1.3M0.1155.60N/AN/A37,8894,098130,94675,196
2021-11-05$71.32$70.0029.4%8.0%19.9%43.5%28.2%1.0%-1.0%20.6M-479.4M-1.4M0.1956.54N/AN/A23,3894,344138,01275,716
2021-11-08$69.88$70.0028.2%8.1%18.6%38.3%28.7%1.6%1.5%19.9M-327.4M-1.3M0.3852.90N/AN/A16,4636,233129,46274,710
2021-11-09$69.66$70.0029.2%8.2%18.7%42.5%28.1%4.0%-0.7%19.5M-274.6M-1.4M0.1656.14N/AN/A41,7596,723129,60076,924
2021-11-10$69.12$70.0029.7%8.2%19.2%44.5%30.3%2.2%-0.7%21.3M-271.9M-1.5M0.6756.82N/AN/A8,5665,754147,96378,656
2021-11-11$68.44$70.0027.4%8.1%19.8%35.0%29.2%1.2%1.0%19.4M-229.0M-1.4M0.7855.61N/AN/A9,1807,135147,44579,478
2021-11-12$68.94$70.0028.6%8.1%19.7%39.9%28.5%-0.2%-0.8%24.1M-253.4M-1.5M0.5155.67N/AN/A12,2876,227149,80380,081
2021-11-15$69.24$70.0029.7%8.4%19.7%44.8%29.6%2.1%-0.9%22.5M-305.1M-1.4M0.2656.05N/AN/A19,8455,207148,01474,041
2021-11-16$69.60$70.0031.6%9.0%18.6%52.7%31.7%1.8%-1.5%22.1M-329.1M-1.3M0.6251.90N/AN/A27,23916,819144,24776,599
2021-11-17$74.06$70.0025.7%7.4%27.6%27.5%26.5%1.9%-1.9%35.2M-665.5M-1.3M0.2544.19N/AN/A82,01220,761155,39986,307
2021-11-18$73.28$70.0025.3%7.3%28.2%25.7%27.2%1.5%-1.3%28.0M-555.7M-1.4M0.2036.89N/AN/A38,4797,554164,01495,473
2021-11-19$71.19$70.0025.7%7.4%30.5%27.4%27.7%3.0%-0.4%18.5M-406.3M-1.4M0.3519.47N/AN/A25,8399,125176,44696,334
2021-11-22$70.38$70.0025.7%7.7%30.7%27.7%27.8%2.8%0.3%16.6M-228.2M-1.3M0.7524.42N/AN/A11,4898,638125,90072,498
2021-11-23$71.10$70.0024.6%7.5%30.8%22.8%28.4%-2.0%-1.5%18.5M-280.9M-1.4M0.6833.11N/AN/A7,5565,129129,14976,705
2021-11-24$71.33$70.0025.3%7.2%30.2%25.7%27.4%2.2%0.2%19.9M-283.1M-1.3M1.0224.00N/AN/A8,5988,790130,33278,767
2021-11-26$69.80$70.0027.4%8.8%31.6%34.8%32.0%6.1%-1.5%17.0M-160.0M-1.4M1.8933.00N/AN/A6,74412,764131,76082,568
2021-11-29$70.81$70.0026.7%7.8%31.9%31.9%30.0%1.1%0.6%12.4M-209.7M-1.3M0.9729.07N/AN/A7,1396,894118,73576,197
2021-11-30$69.71$70.0027.7%8.4%32.4%36.3%28.8%4.9%-1.5%8.1M-142.7M-1.3M0.3736.13N/AN/A15,5725,739119,41978,076