TJX Options History — April 2022

In April 2022, TJX traded between $60.49 and $66.95. ATM implied volatility averaged 33.8%, placing in the 59.1% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 1.1% (HV 20d: 32.6%). Max pain ranged from $62.50 to $62.50. Net GEX was positive for 5 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 1.13.

Notable Days

2022-04-19: Highest Volume — 35,981 contracts
2022-04-18: Largest IV spike — 14.2% change
2022-04-26: Highest IV Rank — 93.9%
2022-04-29: Largest Expected Move — 12.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$62.74	$60.49	$66.95	$60.65	$61.55
Max Pain	$62.50	$62.50	$62.50	$62.50	$62.50
ATM IV	33.8%	26.2%	42.3%	26.9%	41.7%
Expected Move	10.5%	8.7%	12.6%	9.3%	12.6%
HV 20d	32.6%	29.2%	38.2%	38.2%	34.8%
HV 60d	35.0%	33.6%	37.2%	34.2%	37.2%
IV Rank	59.1%	28.4%	93.9%	31.1%	91.3%
IV Percentile	83.4%	49.2%	99.6%	55.6%	98.8%
Term Structure	0.4%	-2.4%	5.8%	0.9%	-1.5%
VWIV	37.0%	31.5%	45.0%	31.5%	42.2%
Skew 25d	6.0%	4.1%	8.6%	4.9%	8.6%
Skew 10d	14.0%	9.7%	19.2%	9.7%	19.2%
Call IV 25d	32.0%	25.0%	40.4%	25.5%	40.1%
Put IV 25d	37.9%	29.1%	48.7%	30.4%	48.7%
Bid-Ask Spread %	19.28	9.74	25.50	24.18	21.18
Gamma HHI	0.10	0.06	0.14	0.11	0.08
Net GEX	-898.7K	-4.7M	4.2M	-3.7M	-1.2M
Net DEX	54.1M	-73.9M	139.6M	131.2M	56.0M
Net VEX	-1.2M	-1.3M	-1.1M	-1.1M	-1.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.13	0.14	3.87	1.22	0.45
Total Volume	11,521.2	2,056	35,981	4,777	20,860
Total OI	137,383.85	108,101	155,218	153,275	133,257

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
2022-04-01	$60.65	$62.50	26.9%	9.3%	38.2%	31.1%	31.5%	4.9%	0.9%	-3.7M	131.2M	-1.1M	1.22	24.18	N/A	N/A	2,148	2,629	81,932	71,343
2022-04-04	$62.00	$62.50	26.2%	8.7%	31.0%	28.4%	32.0%	4.1%	0.7%	-2.0M	104.5M	-1.2M	1.23	9.74	N/A	N/A	1,670	2,058	78,956	70,191
2022-04-05	$61.75	$62.50	28.5%	9.4%	30.1%	37.6%	33.1%	5.1%	0.4%	-2.2M	109.1M	-1.2M	0.83	18.22	N/A	N/A	2,135	1,773	79,352	70,448
2022-04-06	$60.49	$62.50	30.0%	9.9%	29.2%	43.7%	34.7%	5.0%	0.2%	-4.7M	139.6M	-1.1M	0.53	25.50	N/A	N/A	4,628	2,434	80,115	70,756
2022-04-07	$61.62	$62.50	29.4%	9.6%	30.0%	41.5%	34.5%	5.1%	0.4%	-2.5M	109.2M	-1.2M	0.72	23.15	N/A	N/A	2,458	1,772	80,698	70,713
2022-04-08	$61.79	$62.50	29.5%	9.8%	29.8%	41.8%	34.9%	5.3%	0.7%	-2.2M	103.4M	-1.2M	2.40	18.24	N/A	N/A	3,692	8,872	80,927	70,988
2022-04-11	$62.02	$62.50	30.8%	10.2%	29.9%	47.0%	35.2%	5.8%	4.0%	-1.5M	86.8M	-1.2M	0.38	18.36	N/A	N/A	5,153	1,947	80,204	71,472
2022-04-12	$62.75	$62.50	30.9%	10.2%	29.9%	47.6%	35.1%	5.6%	4.4%	-14.7K	61.6M	-1.2M	0.24	19.92	N/A	N/A	8,327	1,969	80,753	70,703
2022-04-13	$63.61	$62.50	28.7%	9.8%	30.2%	38.3%	36.0%	5.3%	5.4%	4.2M	23.5M	-1.2M	0.64	24.24	N/A	N/A	6,533	4,149	83,765	68,857
2022-04-14	$62.81	$62.50	30.1%	9.9%	30.6%	44.0%	33.8%	5.5%	5.8%	-643.6K	40.4M	-1.2M	1.19	17.78	N/A	N/A	2,805	3,325	84,501	70,717
2022-04-18	$62.37	$62.50	34.4%	10.2%	30.7%	61.5%	35.7%	6.2%	-0.6%	-2.1M	47.0M	-1.2M	0.42	13.99	N/A	N/A	5,129	2,139	49,486	58,615
2022-04-19	$65.38	$62.50	34.2%	10.0%	32.9%	60.9%	36.3%	6.5%	-1.0%	693.9K	-13.1M	-1.2M	0.25	16.17	N/A	N/A	28,742	7,239	51,056	59,414
2022-04-20	$66.95	$62.50	34.9%	10.0%	33.6%	63.5%	36.8%	6.1%	-0.6%	3.7M	-73.9M	-1.3M	0.52	12.72	N/A	N/A	7,453	3,848	60,460	61,637
2022-04-21	$65.96	$62.50	36.1%	10.4%	32.7%	68.7%	34.8%	6.4%	-1.1%	3.1M	-47.5M	-1.3M	0.41	19.20	N/A	N/A	7,619	3,145	61,026	62,252
2022-04-22	$63.11	$62.50	38.8%	11.3%	37.0%	79.7%	40.0%	7.1%	-1.6%	227.4K	36.1M	-1.3M	1.58	20.70	N/A	N/A	5,444	8,594	63,522	63,556
2022-04-25	$63.29	$62.50	39.9%	11.8%	36.6%	84.2%	42.4%	5.9%	-1.7%	-1.1M	27.1M	-1.3M	3.83	20.89	N/A	N/A	2,585	9,902	59,769	64,171
2022-04-26	$61.74	$62.50	42.3%	12.5%	37.7%	93.9%	43.9%	6.9%	-2.1%	-3.6M	62.2M	-1.3M	3.87	17.59	N/A	N/A	2,867	11,086	60,799	69,488
2022-04-27	$61.53	$62.50	42.2%	12.4%	34.3%	93.3%	45.0%	7.0%	-2.2%	-1.7M	57.7M	-1.3M	1.83	25.21	N/A	N/A	727	1,329	61,904	63,597
2022-04-28	$63.35	$62.50	39.7%	12.0%	33.7%	83.4%	42.0%	7.2%	-2.4%	-480.0K	20.9M	-1.3M	0.14	18.58	N/A	N/A	27,422	3,817	62,198	64,079
2022-04-29	$61.55	$62.50	41.7%	12.6%	34.8%	91.3%	42.2%	8.6%	-1.5%	-1.2M	56.0M	-1.3M	0.45	21.18	N/A	N/A	14,425	6,435	67,834	65,423