TJX Options History — June 2022 In June 2022, TJX traded between $55.83 and $63.66. ATM implied volatility averaged 34.5%, placing in the 54.5% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded below realized volatility by 8.2% (HV 20d: 42.7%). Max pain ranged from $60.00 to $62.50. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.43.
Notable Days 2022-06-29 : Highest Volume — 20,004 contracts2022-06-13 : Largest IV spike — 13.4% change2022-06-13 : Highest IV Rank — 71.6%2022-06-13 : Largest Expected Move — 11.2%Monthly Statistics Metric Avg Min Max Open Close Price $59.12 $55.83 $63.66 $62.90 $55.83 Max Pain $62.38 $60.00 $62.50 $60.00 $62.50 ATM IV 34.5% 32.0% 39.3% 34.7% 34.6% Expected Move 9.9% 9.1% 11.2% 10.4% 9.9% HV 20d 42.7% 28.2% 56.4% 56.4% 30.7% HV 60d 41.4% 41.0% 41.9% 41.3% 41.5% IV Rank 54.5% 45.7% 71.6% 55.2% 54.9% IV Percentile 76.8% 67.9% 90.1% 79.8% 76.6% Term Structure -0.2% -1.5% 1.1% -0.8% 0.5% VWIV 35.1% 31.2% 41.7% 37.2% 33.8% Skew 25d 6.3% 5.4% 7.5% 5.4% 6.8% Skew 10d 13.8% 12.0% 17.3% 12.0% 13.3% Call IV 25d 32.1% 29.8% 36.7% 32.5% 32.2% Put IV 25d 38.4% 35.7% 44.1% 37.9% 39.0% Bid-Ask Spread % 15.72 6.52 29.32 7.38 8.31 Gamma HHI 0.11 0.08 0.14 0.08 0.14 Net GEX -3.0M -5.8M 2.1M 1.3M -5.5M Net DEX 67.9M -42.1M 137.3M -23.7M 132.1M Net VEX -1.2M -1.4M -1.1M -1.3M -1.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.43 0.34 3.78 1.23 1.10 Total Volume 10,476.81 5,939 20,004 5,939 13,700 Total OI 162,816.095 152,001 175,283 158,952 173,168
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 2022-06-01 $62.90 $60.00 34.7% 10.4% 56.4% 55.2% 37.2% 5.4% -0.8% 1.3M -23.7M -1.3M 1.23 7.38 N/A N/A 2,664 3,275 81,350 77,602 2022-06-02 $63.66 $62.50 32.0% 9.4% 55.2% 45.7% 31.2% 5.7% -0.4% 2.1M -42.1M -1.4M 2.34 15.67 N/A N/A 2,566 5,998 82,587 78,064 2022-06-03 $62.07 $62.50 32.8% 9.3% 54.1% 48.5% 34.3% 5.9% -0.4% 257.9K 6.0M -1.3M 2.39 21.34 N/A N/A 2,851 6,819 83,346 80,773 2022-06-06 $61.76 $62.50 32.6% 9.3% 53.6% 47.6% 36.6% 5.8% 0.2% -652.5K 13.6M -1.3M 1.99 22.54 N/A N/A 3,192 6,363 82,428 77,100 2022-06-07 $61.16 $62.50 32.8% 9.6% 53.3% 48.5% 34.3% 6.0% 1.1% -2.1M 32.7M -1.2M 1.64 19.95 N/A N/A 4,121 6,738 82,397 78,806 2022-06-08 $61.48 $62.50 32.8% 9.1% 48.8% 48.4% 37.2% 5.9% -0.9% -1.6M 23.1M -1.3M 3.78 17.70 N/A N/A 1,758 6,638 83,706 80,050 2022-06-09 $60.89 $62.50 32.8% 9.6% 48.5% 48.5% 33.4% 6.1% 0.9% -3.3M 39.6M -1.2M 1.85 17.42 N/A N/A 2,766 5,121 84,180 81,793 2022-06-10 $59.16 $62.50 34.7% 9.7% 49.9% 55.0% 35.5% 6.4% -1.5% -4.8M 90.5M -1.2M 2.94 20.08 N/A N/A 2,747 8,078 84,249 82,424 2022-06-13 $57.32 $62.50 39.3% 11.2% 50.6% 71.6% 41.7% 7.5% -0.4% -4.6M 114.9M -1.1M 1.42 20.36 N/A N/A 6,052 8,593 83,243 74,488 2022-06-14 $57.51 $62.50 38.2% 11.0% 50.1% 67.6% 36.4% 7.4% -0.9% -4.8M 115.9M -1.2M 0.79 27.54 N/A N/A 5,807 4,614 86,955 78,175 2022-06-15 $57.61 $62.50 36.2% 10.4% 50.0% 60.7% 33.1% 6.9% -0.3% -5.3M 110.4M -1.1M 0.51 29.32 N/A N/A 9,118 4,638 89,219 79,102 2022-06-16 $56.54 $62.50 37.5% 10.7% 43.8% 65.2% 36.1% 7.4% 0.5% -5.8M 137.3M -1.1M 0.45 9.23 N/A N/A 7,323 3,290 92,040 79,395 2022-06-17 $56.86 $62.50 36.0% 10.3% 41.2% 59.9% 37.4% 6.9% 0.0% -5.2M 128.1M -1.1M 1.06 21.15 N/A N/A 3,250 3,437 95,339 79,944 2022-06-21 $57.64 $62.50 34.4% 9.9% 32.5% 54.3% 34.8% 6.0% 0.5% -3.8M 91.6M -1.1M 0.78 9.43 N/A N/A 3,725 2,887 83,375 68,626 2022-06-22 $57.04 $62.50 34.9% 10.0% 28.8% 56.1% 34.1% 6.0% -1.0% -4.5M 105.7M -1.1M 0.78 11.67 N/A N/A 4,103 3,190 84,257 69,094 2022-06-23 $57.29 $62.50 34.6% 9.7% 28.9% 54.7% 32.3% 6.4% 0.1% -4.4M 101.4M -1.1M 0.40 9.34 N/A N/A 8,371 3,356 85,086 69,879 2022-06-24 $60.12 $62.50 32.6% 9.1% 32.7% 47.8% 33.6% 6.3% -0.4% -793.3K 24.7M -1.2M 1.00 11.97 N/A N/A 4,247 4,261 89,310 69,981 2022-06-27 $59.82 $62.50 32.6% 9.2% 28.2% 47.7% 36.5% 5.7% -0.4% -2.0M 38.4M -1.1M 2.07 12.25 N/A N/A 3,238 6,711 88,922 70,166 2022-06-28 $57.75 $62.50 34.0% 9.9% 30.1% 52.5% 34.7% 6.1% -0.2% -4.1M 89.0M -1.1M 0.34 11.00 N/A N/A 10,764 3,639 89,532 71,669 2022-06-29 $57.15 $62.50 34.3% 9.7% 30.2% 53.7% 32.8% 6.0% -0.4% -4.2M 96.2M -1.1M 1.22 6.52 N/A N/A 8,998 11,006 95,803 71,515 2022-06-30 $55.83 $62.50 34.6% 9.9% 30.7% 54.9% 33.8% 6.8% 0.5% -5.5M 132.1M -1.1M 1.10 8.31 N/A N/A 6,509 7,191 97,126 76,042
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