TJX Options History — December 2021 In December 2021, TJX traded between $68.56 and $76.28. ATM implied volatility averaged 25.7%, placing in the 27.4% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded below realized volatility by 3.1% (HV 20d: 28.8%). Max pain ranged from $62.50 to $70.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 1.20.
Notable Days 2021-12-29 : Highest Volume — 33,570 contracts2021-12-03 : Largest IV spike — 13.2% change2021-12-03 : Highest IV Rank — 60.4%2021-12-03 : Largest Expected Move — 10.1%Monthly Statistics Metric Avg Min Max Open Close Price $73.57 $68.56 $76.28 $68.56 $76.28 Max Pain $65.34 $62.50 $70.00 $70.00 $65.00 ATM IV 25.7% 21.4% 33.4% 29.3% 21.4% Expected Move 7.4% 5.9% 10.1% 9.3% 5.9% HV 20d 28.8% 20.2% 33.9% 32.7% 20.2% HV 60d 26.8% 24.6% 28.0% 26.1% 24.6% IV Rank 27.4% 9.0% 60.4% 43.1% 9.0% IV Percentile 38.1% 5.2% 89.3% 66.7% 5.6% Term Structure 0.1% -1.8% 1.8% 0.7% 0.3% VWIV 26.6% 21.6% 35.1% 32.0% 21.6% Skew 25d 3.6% -0.2% 6.6% 6.6% 3.1% Skew 10d 7.8% -1.2% 17.2% 17.2% 10.0% Call IV 25d 25.0% 20.4% 30.9% 29.2% 21.0% Put IV 25d 28.6% 23.2% 37.3% 35.8% 24.1% Bid-Ask Spread % 27.78 7.53 60.65 35.86 42.33 Gamma HHI 0.23 0.10 0.59 0.10 0.14 Net GEX 26.1M 6.3M 70.5M 6.3M 24.0M Net DEX -324.0M -500.1M -86.7M -86.7M -399.5M Net VEX -1.2M -1.4M -925.1K -1.3M -1.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.20 0.41 2.97 0.56 0.93 Total Volume 13,919.773 5,391 33,570 20,821 8,106 Total OI 191,381.136 146,873 219,342 206,650 180,366
Daily Data (22 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 2021-12-01 $68.56 $70.00 29.3% 9.3% 32.7% 43.1% 32.0% 6.6% 0.7% 6.3M -86.7M -1.3M 0.56 35.86 N/A N/A 13,334 7,487 127,372 79,278 2021-12-02 $70.37 $70.00 29.5% 9.2% 33.7% 43.7% 32.5% -0.2% -1.5% 14.1M -195.3M -1.4M 0.70 48.77 N/A N/A 6,899 4,854 133,956 83,699 2021-12-03 $70.49 $70.00 33.4% 10.1% 33.0% 60.4% 35.1% 6.3% 0.9% 14.8M -204.1M -1.4M 0.81 40.11 N/A N/A 8,875 7,206 134,256 83,644 2021-12-06 $72.80 $62.50 30.2% 8.6% 33.8% 46.7% 30.2% 6.3% -1.8% 22.2M -352.9M -1.3M 0.83 60.46 N/A N/A 7,178 5,952 130,508 81,344 2021-12-07 $74.00 $62.50 27.4% 7.7% 33.3% 34.7% 28.5% 4.1% 0.3% 27.3M -442.4M -1.2M 0.44 49.27 N/A N/A 9,811 4,344 131,182 82,377 2021-12-08 $74.64 $62.50 25.4% 7.4% 33.2% 26.1% 26.6% 0.2% 0.6% 30.8M -497.8M -1.2M 0.91 59.54 N/A N/A 4,055 3,677 133,903 83,436 2021-12-09 $74.06 $65.00 26.5% 7.4% 33.2% 30.9% 26.3% 3.8% 0.1% 30.0M -450.9M -1.2M 0.49 18.83 N/A N/A 4,669 2,295 134,561 84,781 2021-12-10 $74.76 $65.00 25.0% 7.0% 32.9% 24.7% 28.3% 3.9% -0.1% 32.7M -500.1M -1.2M 0.87 34.07 N/A N/A 14,117 12,242 134,251 84,995 2021-12-13 $73.56 $65.00 25.9% 7.4% 33.7% 28.2% 28.2% 4.0% -0.0% 28.1M -341.1M -1.1M 2.62 16.14 N/A N/A 3,013 7,884 128,670 83,330 2021-12-14 $73.13 $65.00 26.1% 7.5% 33.8% 29.1% 27.1% 4.7% 0.3% 29.1M -323.6M -1.2M 2.97 8.61 N/A N/A 2,498 7,427 128,728 84,005 2021-12-15 $72.93 $65.00 25.7% 7.4% 33.9% 27.5% 24.0% 1.4% -0.2% 31.9M -317.7M -1.1M 0.41 60.65 N/A N/A 18,089 7,506 128,785 84,261 2021-12-16 $73.68 $65.00 26.6% 7.6% 25.8% 31.2% 25.5% 3.6% 0.1% 40.8M -362.8M -1.1M 1.72 7.53 N/A N/A 4,561 7,824 133,662 84,337 2021-12-17 $74.17 $65.00 25.5% 7.1% 25.6% 26.7% 25.9% 3.3% -1.0% 70.5M -404.5M -1.1M 0.69 8.13 N/A N/A 11,063 7,636 134,116 85,139 2021-12-20 $72.40 $65.00 27.2% 7.8% 24.9% 34.2% 28.8% 4.1% 0.5% 12.7M -199.7M -1.0M 2.84 17.89 N/A N/A 3,128 8,886 88,602 58,271 2021-12-21 $74.19 $65.00 24.8% 7.1% 25.8% 23.8% 25.5% 3.9% 1.8% 18.0M -268.5M -1.0M 2.27 23.90 N/A N/A 4,861 11,042 89,031 58,466 2021-12-22 $73.90 $65.00 23.6% 6.8% 25.7% 18.4% 25.0% 4.3% 0.8% 15.5M -246.3M -1.0M 2.90 25.12 N/A N/A 2,556 7,417 91,225 61,940 2021-12-23 $74.09 $65.00 22.2% 6.3% 25.7% 12.5% 22.9% 4.0% 0.0% 11.2M -261.4M -1.0M 0.57 11.17 N/A N/A 4,254 2,429 91,763 62,501 2021-12-27 $74.39 $65.00 23.0% 6.4% 24.2% 15.9% 23.0% 3.4% 1.5% 23.6M -271.6M -933.9K 0.75 9.70 N/A N/A 3,078 2,313 91,231 58,895 2021-12-28 $74.94 $65.00 22.7% 6.2% 23.9% 14.8% 22.0% 2.8% 0.1% 27.8M -302.2M -930.3K 0.46 9.01 N/A N/A 4,670 2,159 92,194 59,391 2021-12-29 $75.55 $65.00 22.1% 6.0% 22.9% 12.0% 22.3% 2.1% -1.6% 29.0M -335.0M -925.1K 0.58 12.92 N/A N/A 21,200 12,370 93,178 59,941 2021-12-30 $75.65 $65.00 21.4% 5.9% 21.6% 9.0% 23.3% 2.9% 1.2% 34.2M -362.6M -1.3M 1.09 11.06 N/A N/A 6,360 6,910 105,596 69,218 2021-12-31 $76.28 $65.00 21.4% 5.9% 20.2% 9.0% 21.6% 3.1% 0.3% 24.0M -399.5M -1.3M 0.93 42.33 N/A N/A 4,199 3,907 107,420 72,946
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