TJX Options History — December 2022

In December 2022, TJX traded between $77.81 and $80.38. ATM implied volatility averaged 25.8%, placing in the 17.0% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 6.5% (HV 20d: 19.3%). Max pain ranged from $67.50 to $75.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.99.

Notable Days

  • 2022-12-16: Highest Volume — 28,472 contracts
  • 2022-12-13: Largest IV drop — 6.6% change
  • 2022-12-12: Highest IV Rank — 24.6%
  • 2022-12-12: Largest Expected Move — 8.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$78.94$77.81$80.38$79.97$79.63
Max Pain$70.24$67.50$75.00$75.00$70.00
ATM IV25.8%24.0%27.7%25.5%25.7%
Expected Move7.4%6.9%8.0%7.4%7.3%
HV 20d19.3%10.9%31.1%30.6%12.5%
HV 60d27.4%25.0%29.1%28.9%25.0%
IV Rank17.0%10.0%24.6%15.9%16.6%
IV Percentile9.2%4.8%19.0%6.7%8.3%
Term Structure0.4%-0.9%1.4%0.2%0.7%
VWIV25.6%23.6%28.0%25.7%25.6%
Skew 25d4.0%3.7%4.4%4.0%4.2%
Skew 10d7.4%-7.9%11.4%-7.9%8.9%
Call IV 25d24.1%22.3%26.4%23.8%24.0%
Put IV 25d28.1%26.1%30.7%27.9%28.2%
Bid-Ask Spread %6.983.4512.3211.0112.32
Gamma HHI0.200.100.430.120.13
Net GEX13.0M-22.0M26.9M12.7M23.2M
Net DEX-365.5M-495.5M-245.2M-442.9M-387.8M
Net VEX-1.3M-1.4M-1.2M-1.4M-1.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.990.073.660.600.69
Total Volume8,761.193,23028,47214,2113,692
Total OI218,246.571191,691237,193228,621210,356

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$79.97$75.0025.5%7.4%30.6%15.9%25.7%4.0%0.2%12.7M-442.9M-1.4M0.6011.01N/AN/A8,8905,321122,137106,484
2022-12-02$80.38$75.0024.9%7.4%30.6%13.8%26.2%4.2%0.8%11.3M-495.5M-1.4M1.785.50N/AN/A5,5079,785127,048104,479
2022-12-05$79.44$67.5026.2%7.5%31.1%18.8%27.5%3.7%1.0%16.5M-420.3M-1.4M1.013.45N/AN/A2,4572,473124,448101,678
2022-12-06$79.62$67.5027.0%7.7%30.9%21.6%27.5%3.8%0.2%17.0M-433.2M-1.4M0.647.81N/AN/A4,3922,793125,751102,337
2022-12-07$79.19$70.0027.2%7.7%30.8%22.5%27.3%3.8%0.7%15.0M-405.2M-1.4M0.803.91N/AN/A2,2631,803124,954103,020
2022-12-08$78.59$70.0026.7%7.9%29.4%20.5%26.9%4.2%0.9%12.8M-363.5M-1.3M0.309.29N/AN/A6,8592,059126,007103,324
2022-12-09$78.00$70.0027.0%7.8%23.1%21.6%28.0%4.2%1.4%-22.0M-331.4M-1.4M3.663.95N/AN/A2,91110,667128,444103,885
2022-12-12$78.66$70.0027.7%8.0%23.2%24.6%27.8%4.4%-0.4%18.6M-382.6M-1.3M2.436.48N/AN/A2,5086,106127,232102,302
2022-12-13$79.27$70.0025.9%7.2%22.6%17.6%25.4%3.9%-0.8%21.4M-423.7M-1.3M0.594.69N/AN/A5,0242,985128,279103,841
2022-12-14$79.46$70.0025.5%7.0%21.6%16.0%24.9%4.4%-0.9%26.9M-451.7M-1.2M0.275.71N/AN/A4,2661,148130,258104,770
2022-12-15$78.70$70.0025.6%7.5%12.3%16.4%25.8%4.0%0.8%17.3M-380.3M-1.2M0.995.80N/AN/A2,5652,532132,514104,628
2022-12-16$77.81$70.0025.7%7.3%12.0%16.5%23.8%4.2%-0.6%-17.1M-323.3M-1.2M0.535.44N/AN/A18,5979,875132,800104,393
2022-12-19$78.05$70.0025.1%7.2%12.0%14.5%25.5%3.9%0.8%9.5M-256.7M-1.2M1.017.22N/AN/A2,3792,410107,97483,717
2022-12-20$77.81$70.0024.8%7.1%11.6%13.3%23.8%3.8%0.6%8.6M-245.2M-1.2M0.227.03N/AN/A6,3441,400108,91784,653
2022-12-21$78.53$70.0024.0%6.9%11.3%10.0%23.9%4.3%0.5%13.3M-289.4M-1.2M2.909.33N/AN/A1,8765,446113,70285,167
2022-12-22$78.06$70.0025.4%7.2%10.9%15.4%25.5%3.8%0.4%12.4M-274.0M-1.2M1.627.61N/AN/A1,7242,800114,34284,683
2022-12-23$79.31$70.0024.2%6.9%12.4%11.0%23.6%3.8%0.6%14.9M-332.9M-1.2M0.177.90N/AN/A8,5761,485115,21286,416
2022-12-27$79.13$70.0025.5%7.4%12.0%15.9%24.0%4.0%0.4%17.1M-332.2M-1.2M0.077.96N/AN/A11,796780115,47682,140
2022-12-28$78.70$70.0025.9%7.5%12.1%17.4%25.9%4.1%0.6%19.5M-330.4M-1.3M0.146.29N/AN/A5,469792123,96382,473
2022-12-29$79.38$70.0025.7%7.2%12.5%16.7%24.0%4.0%0.4%24.8M-374.2M-1.3M0.347.85N/AN/A2,408822126,54382,431
2022-12-30$79.63$70.0025.7%7.3%12.5%16.6%25.6%4.2%0.7%23.2M-387.8M-1.3M0.6912.32N/AN/A2,1871,505127,54882,808