TJX Options History — March 2023 In March 2023, TJX traded between $73.84 and $78.22. ATM implied volatility averaged 23.5%, placing in the 9.1% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 7.5% (HV 20d: 16.0%). Max pain ranged from $75.00 to $80.00. Net GEX was positive for 17 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.77.
Notable Days 2023-03-22 : Highest Volume — 21,180 contracts2023-03-10 : Largest IV spike — 8.9% change2023-03-15 : Highest IV Rank — 21.9%2023-03-15 : Largest Expected Move — 7.4%Monthly Statistics Metric Avg Min Max Open Close Price $75.80 $73.84 $78.22 $76.73 $78.22 Max Pain $75.76 $75.00 $80.00 $80.00 $75.00 ATM IV 23.5% 20.8% 26.8% 22.8% 20.8% Expected Move 6.7% 5.9% 7.4% 6.7% 5.9% HV 20d 16.0% 12.8% 18.6% 15.7% 18.6% HV 60d 17.2% 16.1% 18.1% 16.2% 18.1% IV Rank 9.1% 0.0% 21.9% 2.7% 0.0% IV Percentile 6.4% 0.0% 20.6% 0.8% 0.0% Term Structure -0.1% -1.0% 0.6% -0.0% 0.5% VWIV 23.7% 20.4% 26.2% 23.8% 20.4% Skew 25d 4.6% 3.8% 5.4% 4.3% 4.2% Skew 10d 9.3% 7.8% 11.7% 9.4% 8.1% Call IV 25d 21.6% 18.6% 25.0% 21.2% 18.6% Put IV 25d 26.2% 22.9% 29.9% 25.6% 22.9% Bid-Ask Spread % 10.76 5.78 21.30 7.30 8.11 Gamma HHI 0.11 0.09 0.26 0.11 0.15 Net GEX 6.6M -4.4M 35.3M 12.7M 18.8M Net DEX -46.1M -185.3M 49.1M -58.9M -185.3M Net VEX -1.3M -1.5M -1.2M -1.3M -1.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.05 2.61 0.20 1.06 Total Volume 6,726.217 2,146 21,180 17,349 2,146 Total OI 138,593.696 105,647 153,925 153,660 141,111
Daily Data (23 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 2023-03-01 $76.73 $80.00 22.8% 6.7% 15.7% 2.7% 23.8% 4.3% -0.0% 12.7M -58.9M -1.3M 0.20 7.30 N/A N/A 14,477 2,872 95,067 58,593 2023-03-02 $76.72 $80.00 22.6% 6.6% 14.7% 1.9% 23.9% 4.6% -0.2% 9.3M -54.6M -1.3M 0.42 6.53 N/A N/A 2,901 1,211 93,096 60,501 2023-03-03 $77.72 $80.00 21.1% 6.1% 12.8% 0.0% 21.2% 4.5% -0.3% 35.3M -118.2M -1.3M 0.19 6.84 N/A N/A 10,577 1,959 93,547 60,378 2023-03-06 $78.12 $75.00 21.5% 6.3% 13.0% 1.6% 21.2% 4.1% 0.0% 11.6M -111.6M -1.3M 0.41 7.15 N/A N/A 1,686 694 84,962 54,047 2023-03-07 $77.20 $77.50 22.0% 6.2% 13.5% 3.6% 21.6% 4.4% -0.4% 7.2M -75.4M -1.3M 0.37 5.78 N/A N/A 2,291 839 85,200 54,302 2023-03-08 $77.09 $75.00 22.0% 6.2% 13.3% 3.6% 25.0% 3.8% 0.2% 6.8M -65.1M -1.3M 0.90 10.79 N/A N/A 2,937 2,641 86,010 54,387 2023-03-09 $74.68 $75.00 23.9% 6.8% 16.5% 10.8% 25.1% 3.9% -0.3% -1.7M 20.0M -1.2M 2.11 11.76 N/A N/A 2,064 4,354 87,604 56,234 2023-03-10 $74.24 $75.00 26.1% 7.2% 15.7% 19.0% 25.4% 4.6% -0.8% -4.4M 39.8M -1.2M 0.43 7.04 N/A N/A 4,070 1,749 88,686 57,124 2023-03-13 $73.84 $75.00 26.6% 7.4% 15.4% 20.9% 26.2% 5.1% -0.8% -4.0M 49.1M -1.2M 1.42 17.16 N/A N/A 3,143 4,453 84,841 58,075 2023-03-14 $74.44 $75.00 25.0% 7.0% 15.6% 14.8% 25.0% 4.9% -0.6% -3.7M 35.0M -1.2M 0.65 12.63 N/A N/A 2,323 1,499 86,106 59,230 2023-03-15 $73.88 $75.00 26.8% 7.4% 15.6% 21.9% 26.0% 4.9% -0.9% -4.1M 44.8M -1.2M 2.30 12.49 N/A N/A 2,469 5,677 87,772 59,361 2023-03-16 $74.41 $75.00 25.6% 7.1% 16.1% 17.2% 25.3% 4.9% -1.0% -3.5M 28.7M -1.2M 2.61 12.39 N/A N/A 1,894 4,937 88,787 61,584 2023-03-17 $74.44 $75.00 26.3% 7.4% 16.1% 19.9% 24.6% 5.4% -0.7% 352.7K 32.9M -1.3M 0.97 7.51 N/A N/A 3,746 3,623 90,547 61,470 2023-03-20 $75.19 $75.00 24.9% 7.1% 16.7% 14.5% 24.3% 5.4% -0.2% 2.3M -39.8M -1.3M 0.56 11.48 N/A N/A 2,710 1,511 62,276 43,371 2023-03-21 $76.43 $75.00 23.3% 6.7% 17.5% 8.5% 24.1% 4.9% 0.2% 4.4M -73.5M -1.4M 0.37 12.60 N/A N/A 2,653 989 63,971 44,695 2023-03-22 $75.75 $75.00 22.6% 6.5% 16.6% 5.9% 20.8% 4.6% 0.6% 3.8M -61.6M -1.4M 0.05 16.76 N/A N/A 20,214 966 66,160 45,048 2023-03-23 $74.65 $75.00 24.1% 6.9% 17.2% 11.5% 24.2% 5.3% -0.2% 3.8M -32.5M -1.4M 0.92 11.28 N/A N/A 2,106 1,946 85,594 45,360 2023-03-24 $74.81 $75.00 24.1% 6.9% 17.3% 11.4% 24.4% 5.0% 0.3% 5.3M -41.3M -1.4M 0.30 12.15 N/A N/A 4,494 1,346 86,190 45,965 2023-03-27 $75.37 $75.00 23.3% 6.7% 17.5% 8.5% 23.2% 4.7% 0.4% 8.3M -66.2M -1.4M 0.18 12.78 N/A N/A 4,888 871 88,433 45,607 2023-03-28 $76.00 $75.00 22.9% 6.3% 17.8% 7.0% 22.2% 4.5% 0.2% 11.2M -92.3M -1.5M 0.17 21.30 N/A N/A 4,476 766 90,809 46,030 2023-03-29 $76.59 $75.00 21.5% 6.0% 18.0% 1.7% 23.5% 4.5% 0.4% 15.4M -113.7M -1.4M 0.43 9.13 N/A N/A 1,836 785 92,771 46,729 2023-03-30 $76.81 $75.00 21.7% 6.0% 18.0% 2.3% 24.3% 4.3% 0.4% 16.5M -120.2M -1.5M 0.76 6.55 N/A N/A 5,057 3,857 92,574 47,450 2023-03-31 $78.22 $75.00 20.8% 5.9% 18.6% 0.0% 20.4% 4.2% 0.5% 18.8M -185.3M -1.5M 1.06 8.11 N/A N/A 1,042 1,104 93,334 47,777
« Feb 2023 | All History | Apr 2023 » Home TJX History March 2023