TJX Options History — May 2022

In May 2022, TJX traded between $55.11 and $64.38. ATM implied volatility averaged 41.4%, placing in the 82.0% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded below realized volatility by 4.4% (HV 20d: 45.7%). Max pain ranged from $57.50 to $62.50. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.28.

Notable Days

  • 2022-05-18: Highest Volume — 62,154 contracts
  • 2022-05-05: Largest IV spike — 12.0% change
  • 2022-05-09: Highest IV Rank — 100.0%
  • 2022-05-02: Largest Expected Move — 13.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$59.88$55.11$64.38$61.92$63.79
Max Pain$60.83$57.50$62.50$62.50$60.00
ATM IV41.4%34.4%47.2%41.4%34.5%
Expected Move12.1%10.1%13.4%13.4%10.4%
HV 20d45.7%33.9%57.1%34.8%56.2%
HV 60d40.8%36.7%44.5%36.7%43.4%
IV Rank82.0%54.2%100.0%90.2%54.6%
IV Percentile94.0%79.4%100.0%98.4%79.8%
Term Structure-1.0%-3.3%0.3%-0.8%-0.3%
VWIV43.0%35.9%48.2%48.2%38.1%
Skew 25d7.5%5.1%9.0%7.4%5.1%
Skew 10d16.2%10.0%21.3%17.9%10.0%
Call IV 25d38.7%31.7%44.1%39.1%33.0%
Put IV 25d46.2%38.1%52.9%46.5%38.1%
Bid-Ask Spread %23.596.8737.0527.629.17
Gamma HHI0.090.070.260.070.08
Net GEX-1.7M-11.0M2.6M-103.2K1.1M
Net DEX50.7M-85.4M156.5M40.3M-35.7M
Net VEX-1.2M-1.4M-1.1M-1.3M-1.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.280.332.241.670.33
Total Volume16,316.1434,60262,1548,57415,018
Total OI153,440.476138,592191,020138,592148,073

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$61.92$62.5041.4%13.4%34.8%90.2%48.2%7.4%-0.8%-103.2K40.3M-1.3M1.6727.62N/AN/A3,2065,36873,35165,241
2022-05-03$61.81$62.5041.3%13.3%33.9%89.8%47.6%6.0%-1.2%-587.2K43.0M-1.3M0.6426.59N/AN/A4,6382,96274,06767,029
2022-05-04$64.00$62.5037.4%12.5%36.0%73.7%43.3%6.8%-1.3%2.6M-11.0M-1.4M0.6324.12N/AN/A5,1543,26576,04567,562
2022-05-05$61.57$62.5041.9%11.2%38.0%92.0%37.6%7.3%-1.4%-1.2M50.5M-1.3M0.8237.05N/AN/A4,5813,75676,74168,072
2022-05-06$60.34$62.5042.1%11.7%38.1%93.2%38.4%7.1%-1.9%-1.9M78.6M-1.3M0.5628.48N/AN/A4,5902,55576,87468,815
2022-05-09$59.20$62.5045.4%12.5%38.6%100.0%43.3%7.9%-1.6%-2.6M86.8M-1.2M0.8033.09N/AN/A2,5572,04574,52164,661
2022-05-10$56.01$62.5047.0%13.2%42.9%100.0%45.6%9.0%-0.6%-4.5M145.0M-1.1M1.0830.16N/AN/A4,3784,73474,88864,917
2022-05-11$55.11$62.5047.2%13.1%42.6%100.0%46.4%8.8%-1.2%-4.4M156.5M-1.1M1.5332.15N/AN/A6,2039,51777,07866,587
2022-05-12$55.65$60.0045.7%13.2%42.4%94.7%46.0%8.2%0.0%-4.9M149.2M-1.1M1.3429.46N/AN/A3,4194,57080,15272,263
2022-05-13$57.13$60.0044.1%12.3%43.9%88.7%44.4%8.4%-0.8%-11.0M125.6M-1.1M2.2435.32N/AN/A5,07611,37580,52673,158
2022-05-16$56.04$60.0044.9%12.6%44.2%91.5%48.0%7.4%-1.8%-4.5M135.2M-1.1M2.0225.68N/AN/A3,0516,16575,45570,810
2022-05-17$55.78$60.0045.2%12.9%39.6%92.6%43.7%7.6%-3.3%-5.0M142.3M-1.1M0.9429.99N/AN/A18,98017,80477,67174,390
2022-05-18$59.73$57.5041.4%11.9%46.8%79.1%43.0%8.1%-1.1%2.0M6.0M-1.3M2.0923.43N/AN/A20,10642,04893,68584,698
2022-05-19$62.06$60.0039.9%11.5%49.2%73.7%41.0%6.7%-0.6%1.3M-52.4M-1.3M1.5824.81N/AN/A13,04120,56793,04890,394
2022-05-20$57.67$60.0041.9%12.2%53.4%80.9%47.0%8.9%-2.8%-5.0M101.5M-1.2M2.1016.90N/AN/A10,53022,06794,22396,797
2022-05-23$60.09$60.0038.9%11.4%55.7%70.1%40.4%7.2%-0.2%-516.2K26.6M-1.3M1.0916.32N/AN/A9,96010,83371,26774,185
2022-05-24$59.79$60.0039.8%11.7%55.1%73.3%42.3%7.1%-0.7%-1.0M39.4M-1.3M2.1311.79N/AN/A3,2566,93375,05479,394
2022-05-25$61.31$60.0038.4%11.5%55.9%68.6%42.7%9.0%-0.0%299.0K-3.1M-1.3M1.266.87N/AN/A4,1375,21875,95581,280
2022-05-26$64.01$60.0036.1%10.6%57.1%60.4%40.5%6.2%-0.0%1.9M-73.8M-1.4M1.0613.22N/AN/A4,7345,03177,19083,311
2022-05-27$64.38$60.0034.4%10.1%56.1%54.2%35.9%6.6%0.3%2.2M-85.4M-1.4M0.8913.25N/AN/A4,8674,34478,39484,428
2022-05-31$63.79$60.0034.5%10.4%56.2%54.6%38.1%5.1%-0.3%1.1M-35.7M-1.3M0.339.17N/AN/A11,2863,73271,73476,339