TJX Options History — November 2022 In November 2022, TJX traded between $70.07 and $80.83. ATM implied volatility averaged 32.0%, placing in the 41.1% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 1.2% (HV 20d: 30.8%). Max pain ranged from $65.00 to $75.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 1.22.
Notable Days 2022-11-16 : Highest Volume — 82,703 contracts2022-11-16 : Largest IV drop — 19.3% change2022-11-09 : Highest IV Rank — 61.3%2022-11-02 : Largest Expected Move — 11.5%Monthly Statistics Metric Avg Min Max Open Close Price $75.73 $70.07 $80.83 $71.76 $79.85 Max Pain $71.36 $65.00 $75.00 $65.00 $75.00 ATM IV 32.0% 25.6% 37.2% 35.6% 25.6% Expected Move 9.2% 7.5% 11.5% 11.4% 7.5% HV 20d 30.8% 26.9% 34.5% 27.2% 31.7% HV 60d 29.8% 28.7% 31.0% 29.0% 30.2% IV Rank 41.1% 16.4% 61.3% 54.9% 16.4% IV Percentile 44.2% 7.1% 80.6% 68.3% 7.1% Term Structure -0.5% -1.6% 0.4% -0.9% 0.4% VWIV 32.8% 27.7% 43.1% 43.1% 27.7% Skew 25d 5.1% 4.1% 6.4% 6.4% 4.5% Skew 10d 10.8% 8.2% 14.8% 13.0% 14.8% Call IV 25d 29.9% 23.9% 34.4% 33.0% 23.9% Put IV 25d 35.0% 28.4% 40.6% 39.4% 28.4% Bid-Ask Spread % 12.40 5.01 20.89 11.73 18.42 Gamma HHI 0.14 0.11 0.22 0.12 0.12 Net GEX 16.9M 11.8M 27.5M 13.3M 12.9M Net DEX -406.8M -638.3M -204.1M -275.4M -435.0M Net VEX -1.3M -1.4M -1.2M -1.3M -1.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.22 0.30 4.83 0.87 1.67 Total Volume 18,493.667 6,181 82,703 10,438 7,777 Total OI 205,402 177,827 258,293 177,827 225,654
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 2022-11-01 $71.76 $65.00 35.6% 11.4% 27.2% 54.9% 43.1% 6.4% -0.9% 13.3M -275.4M -1.3M 0.87 11.73 N/A N/A 5,569 4,869 107,871 69,956 2022-11-02 $70.57 $66.00 35.5% 11.5% 28.1% 54.8% 41.6% 5.1% -0.9% 12.3M -237.0M -1.3M 0.95 10.86 N/A N/A 4,469 4,256 110,266 72,208 2022-11-03 $71.29 $70.00 35.2% 9.6% 27.3% 53.4% 32.8% 5.6% -0.7% 13.2M -268.1M -1.3M 0.98 12.56 N/A N/A 3,470 3,402 111,311 73,051 2022-11-04 $71.08 $70.00 35.1% 10.0% 26.9% 53.3% 34.2% 5.8% -1.1% 11.8M -265.1M -1.3M 0.73 15.70 N/A N/A 4,529 3,325 111,705 73,137 2022-11-07 $72.23 $70.00 35.5% 10.0% 27.1% 54.8% 35.5% 5.5% -0.6% 14.5M -303.9M -1.2M 0.94 8.27 N/A N/A 3,188 2,993 109,703 70,294 2022-11-08 $71.69 $70.00 36.1% 10.1% 27.4% 56.9% 35.3% 5.4% -0.6% 13.6M -267.3M -1.3M 0.76 10.78 N/A N/A 5,711 4,335 110,513 73,154 2022-11-09 $70.07 $70.00 37.2% 10.4% 29.0% 61.3% 35.8% 6.2% -0.6% 12.1M -204.1M -1.3M 0.93 10.75 N/A N/A 4,719 4,388 112,201 74,258 2022-11-10 $74.06 $70.00 34.0% 9.5% 34.0% 48.9% 34.4% 4.6% -1.1% 17.0M -385.9M -1.3M 0.71 15.19 N/A N/A 5,829 4,140 114,226 74,912 2022-11-11 $74.11 $70.00 34.5% 9.5% 32.2% 50.7% 33.4% 5.1% -1.6% 16.6M -381.9M -1.3M 0.80 14.88 N/A N/A 8,292 6,621 115,061 76,465 2022-11-14 $73.33 $70.00 36.0% 10.3% 30.6% 56.8% 35.1% 6.1% -1.4% 16.0M -343.3M -1.2M 0.75 5.84 N/A N/A 14,759 11,132 115,994 76,011 2022-11-15 $74.94 $70.00 35.9% 10.3% 31.1% 56.4% 38.4% 5.2% -1.1% 15.6M -408.0M -1.3M 0.99 15.55 N/A N/A 30,973 30,773 120,946 83,504 2022-11-16 $78.91 $72.50 29.0% 8.3% 34.2% 29.5% 29.3% 4.8% 0.3% 22.1M -638.3M -1.3M 0.30 8.76 N/A N/A 63,684 19,019 134,555 106,077 2022-11-17 $77.89 $72.50 30.5% 8.7% 34.5% 35.2% 29.9% 5.0% -0.1% 27.5M -583.9M -1.4M 0.68 20.89 N/A N/A 16,513 11,225 146,336 107,706 2022-11-18 $78.21 $72.50 29.6% 8.5% 32.7% 31.9% 29.2% 4.7% 0.1% 18.3M -620.5M -1.4M 0.60 5.01 N/A N/A 11,743 7,019 150,242 108,051 2022-11-21 $78.86 $72.50 28.2% 8.0% 32.5% 26.6% 28.1% 4.3% -0.3% 20.6M -441.7M -1.3M 1.24 12.82 N/A N/A 5,526 6,837 113,305 83,243 2022-11-22 $79.78 $72.50 28.0% 8.0% 31.9% 25.7% 29.4% 4.1% -0.2% 22.1M -490.6M -1.3M 1.46 9.81 N/A N/A 11,355 16,537 115,982 85,951 2022-11-23 $80.46 $75.00 27.5% 7.9% 31.9% 23.5% 28.7% 4.5% -0.3% 21.8M -525.3M -1.4M 1.34 18.51 N/A N/A 5,301 7,095 121,267 95,738 2022-11-25 $80.83 $75.00 27.1% 7.6% 31.7% 22.2% 28.2% 4.5% -0.3% 22.5M -538.4M -1.4M 4.83 11.42 N/A N/A 1,731 8,368 122,858 98,370 2022-11-28 $80.13 $75.00 28.1% 8.2% 32.0% 25.9% 29.1% 4.8% -0.0% 16.3M -472.5M -1.3M 3.15 12.69 N/A N/A 2,488 7,845 119,506 98,190 2022-11-29 $80.27 $75.00 27.5% 8.0% 31.7% 23.7% 28.8% 4.6% 0.1% 14.5M -455.8M -1.4M 0.83 10.00 N/A N/A 3,592 2,970 119,908 103,756 2022-11-30 $79.85 $75.00 25.6% 7.5% 31.7% 16.4% 27.7% 4.5% 0.4% 12.9M -435.0M -1.3M 1.67 18.42 N/A N/A 2,908 4,869 120,814 104,840
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