TJX Options History — October 2022

In October 2022, TJX traded between $63.16 and $72.79. ATM implied volatility averaged 36.8%, placing in the 59.5% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 7.2% (HV 20d: 29.5%). Max pain ranged from $62.50 to $65.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.74.

Notable Days

2022-10-21: Highest Volume — 26,674 contracts
2022-10-14: Largest IV spike — 5.5% change
2022-10-19: Highest IV Rank — 73.1%
2022-10-14: Largest Expected Move — 12.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$66.93	$63.16	$72.79	$63.16	$72.19
Max Pain	$63.10	$62.50	$65.00	$62.50	$65.00
ATM IV	36.8%	33.5%	40.3%	35.9%	36.1%
Expected Move	11.1%	9.5%	12.2%	10.5%	11.6%
HV 20d	29.5%	26.4%	32.8%	30.8%	28.6%
HV 60d	29.1%	28.1%	29.8%	28.4%	29.1%
IV Rank	59.5%	47.0%	73.1%	56.1%	56.8%
IV Percentile	77.9%	55.6%	92.1%	77.4%	74.2%
Term Structure	0.5%	-2.2%	6.2%	0.9%	-0.7%
VWIV	39.2%	35.2%	41.9%	36.6%	41.0%
Skew 25d	7.0%	5.7%	8.1%	7.4%	5.7%
Skew 10d	15.3%	12.6%	19.1%	16.8%	12.6%
Call IV 25d	33.8%	30.7%	37.3%	32.7%	33.3%
Put IV 25d	40.8%	38.0%	44.3%	40.1%	39.0%
Bid-Ask Spread %	11.87	5.12	19.76	15.27	7.65
Gamma HHI	0.11	0.09	0.15	0.09	0.12
Net GEX	8.8M	4.1M	12.8M	4.1M	12.6M
Net DEX	-165.1M	-313.7M	-49.3M	-49.3M	-293.3M
Net VEX	-1.2M	-1.4M	-1.1M	-1.3M	-1.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.74	0.23	1.37	0.65	0.64
Total Volume	11,036.714	5,085	26,674	5,189	19,227
Total OI	180,475.19	143,272	194,451	180,538	171,128

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
2022-10-03	$63.16	$62.50	35.9%	10.5%	30.8%	56.1%	36.6%	7.4%	0.9%	4.1M	-49.3M	-1.3M	0.65	15.27	N/A	N/A	3,152	2,037	101,744	78,794
2022-10-04	$65.26	$62.50	34.1%	9.7%	32.8%	49.3%	35.8%	6.9%	0.3%	7.4M	-131.0M	-1.3M	0.63	10.77	N/A	N/A	4,523	2,857	102,589	79,073
2022-10-05	$66.03	$62.50	33.5%	9.5%	28.7%	47.0%	35.2%	7.3%	0.8%	8.7M	-153.8M	-1.3M	0.91	10.86	N/A	N/A	3,277	2,968	104,286	80,010
2022-10-06	$65.06	$62.50	34.9%	10.9%	29.1%	52.2%	39.0%	7.4%	0.4%	6.9M	-124.0M	-1.3M	0.71	12.84	N/A	N/A	2,999	2,121	104,985	81,063
2022-10-07	$64.36	$62.50	35.4%	11.0%	29.2%	54.3%	38.4%	7.3%	0.5%	5.7M	-98.1M	-1.2M	0.76	19.01	N/A	N/A	2,892	2,193	105,613	81,234
2022-10-10	$64.50	$62.50	36.4%	11.4%	29.2%	58.0%	41.2%	7.9%	3.4%	6.2M	-91.6M	-1.2M	1.24	11.72	N/A	N/A	4,670	5,778	104,597	79,227
2022-10-11	$64.30	$62.50	37.2%	11.6%	26.4%	61.1%	40.2%	7.3%	3.4%	5.3M	-89.2M	-1.2M	0.47	19.76	N/A	N/A	6,624	3,090	105,836	82,664
2022-10-12	$64.09	$62.50	37.5%	11.4%	26.4%	62.3%	41.9%	8.1%	2.6%	5.2M	-82.3M	-1.2M	0.39	14.17	N/A	N/A	6,054	2,384	106,133	83,705
2022-10-13	$65.16	$62.50	36.7%	11.5%	27.1%	59.1%	39.4%	7.6%	4.2%	7.1M	-121.0M	-1.2M	0.50	14.71	N/A	N/A	5,505	2,726	106,287	83,953
2022-10-14	$63.63	$62.50	38.7%	12.2%	28.4%	66.9%	40.7%	7.8%	6.2%	4.4M	-62.3M	-1.2M	0.70	15.19	N/A	N/A	5,543	3,863	106,870	84,476
2022-10-17	$66.14	$62.50	39.2%	11.6%	31.4%	68.9%	41.1%	6.4%	-2.2%	9.4M	-160.5M	-1.1M	0.91	14.39	N/A	N/A	5,806	5,312	104,278	81,862
2022-10-18	$66.82	$62.50	38.6%	11.2%	30.1%	66.7%	39.6%	7.6%	-1.1%	11.3M	-191.4M	-1.1M	0.87	15.02	N/A	N/A	5,348	4,671	105,878	83,755
2022-10-19	$65.93	$62.50	40.3%	11.5%	30.2%	73.1%	39.3%	7.1%	-2.0%	10.5M	-157.9M	-1.1M	1.15	7.80	N/A	N/A	3,419	3,918	107,579	84,947
2022-10-20	$65.33	$62.50	39.5%	11.4%	30.1%	70.2%	38.2%	7.4%	-1.6%	9.5M	-130.6M	-1.1M	1.37	9.50	N/A	N/A	3,367	4,597	108,845	85,409
2022-10-21	$67.88	$62.50	38.0%	11.1%	31.6%	64.5%	38.4%	7.1%	-1.8%	12.8M	-256.5M	-1.1M	0.27	11.21	N/A	N/A	21,048	5,626	108,614	85,837
2022-10-24	$69.11	$62.50	37.1%	11.2%	31.2%	60.8%	40.3%	6.4%	-0.3%	9.2M	-180.4M	-1.2M	1.17	8.49	N/A	N/A	5,461	6,364	85,058	58,214
2022-10-25	$70.77	$65.00	36.3%	11.1%	31.7%	57.8%	39.1%	6.0%	-0.5%	10.4M	-232.1M	-1.2M	0.38	5.12	N/A	N/A	17,004	6,456	87,611	62,259
2022-10-26	$70.94	$65.00	35.9%	11.1%	30.2%	56.3%	38.5%	6.3%	-0.8%	11.9M	-254.0M	-1.3M	0.87	7.82	N/A	N/A	4,912	4,255	99,437	65,757
2022-10-27	$72.14	$65.00	35.8%	11.1%	28.4%	55.6%	39.3%	6.4%	0.0%	12.5M	-294.1M	-1.3M	0.23	6.28	N/A	N/A	15,236	3,531	101,601	67,057
2022-10-28	$72.79	$65.00	35.0%	10.8%	28.1%	52.9%	40.3%	5.8%	-0.3%	12.8M	-313.7M	-1.4M	0.67	11.82	N/A	N/A	6,562	4,395	103,661	68,053
2022-10-31	$72.19	$65.00	36.1%	11.6%	28.6%	56.8%	41.0%	5.7%	-0.7%	12.6M	-293.3M	-1.3M	0.64	7.65	N/A	N/A	11,724	7,503	103,685	67,443