TJX Options History — April 2023 In April 2023, TJX traded between $76.59 and $78.88. ATM implied volatility averaged 22.6%, placing in the 9.1% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 7.2% (HV 20d: 15.4%). Max pain ranged from $75.00 to $77.50. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 1.29.
Notable Days 2023-04-25 : Highest Volume — 14,592 contracts2023-04-17 : Largest IV spike — 9.2% change2023-04-26 : Highest IV Rank — 19.6%2023-04-26 : Largest Expected Move — 7.7%Monthly Statistics Metric Avg Min Max Open Close Price $77.95 $76.59 $78.88 $78.78 $78.72 Max Pain $77.11 $75.00 $77.50 $75.00 $77.50 ATM IV 22.6% 20.1% 25.4% 20.5% 23.4% Expected Move 7.0% 5.5% 7.7% 5.6% 7.2% HV 20d 15.4% 13.2% 18.7% 18.7% 16.2% HV 60d 16.7% 15.8% 17.9% 17.9% 16.4% IV Rank 9.1% 0.0% 19.6% 0.0% 12.5% IV Percentile 8.3% 0.0% 21.8% 0.0% 11.5% Term Structure 0.9% -1.4% 5.0% 0.8% -1.1% VWIV 24.7% 20.3% 27.8% 20.3% 25.2% Skew 25d 4.2% 3.7% 4.9% 4.3% 4.4% Skew 10d 8.5% 6.3% 10.2% 9.2% 8.9% Call IV 25d 20.8% 18.4% 23.7% 19.0% 22.1% Put IV 25d 25.0% 22.3% 27.7% 23.3% 26.5% Bid-Ask Spread % 7.11 3.82 14.17 7.48 14.17 Gamma HHI 0.17 0.09 0.52 0.14 0.10 Net GEX 12.0M -12.7M 58.7M 19.1M 7.8M Net DEX -115.6M -186.4M -34.6M -186.4M -105.0M Net VEX -1.4M -1.6M -1.3M -1.5M -1.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.29 0.17 5.84 0.91 0.49 Total Volume 5,956.632 1,498 14,592 3,506 2,357 Total OI 132,708.316 90,150 159,023 136,827 109,015
Daily Data (19 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 2023-04-03 $78.78 $75.00 20.5% 5.6% 18.7% 0.0% 20.3% 4.3% 0.8% 19.1M -186.4M -1.5M 0.91 7.48 N/A N/A 1,835 1,671 89,278 47,549 2023-04-04 $78.63 $75.00 20.1% 5.5% 18.1% 0.0% 21.2% 4.2% 0.4% 19.5M -180.0M -1.5M 0.87 7.64 N/A N/A 2,483 2,164 89,896 48,143 2023-04-05 $77.97 $75.00 20.8% 5.7% 18.4% 2.6% 21.3% 4.0% 0.2% 19.3M -147.3M -1.4M 0.72 6.61 N/A N/A 3,053 2,204 90,664 48,722 2023-04-06 $78.02 $77.50 20.1% 7.3% 13.9% 0.0% 24.6% 3.8% 0.8% 58.7M -144.8M -1.5M 0.17 7.82 N/A N/A 2,318 402 91,547 50,186 2023-04-10 $78.20 $77.50 21.5% 7.6% 13.6% 5.2% 25.7% 4.3% 5.0% 13.4M -140.7M -1.4M 1.04 3.82 N/A N/A 735 763 89,426 50,168 2023-04-11 $78.44 $77.50 21.0% 7.5% 13.2% 3.3% 26.3% 3.7% 4.9% 14.1M -147.7M -1.4M 0.56 4.86 N/A N/A 1,093 613 89,668 50,631 2023-04-12 $76.59 $77.50 21.4% 7.4% 16.2% 4.9% 26.0% 4.6% 4.3% 6.5M -68.4M -1.4M 2.45 6.17 N/A N/A 1,771 4,339 89,777 51,253 2023-04-13 $77.03 $77.50 21.5% 7.2% 15.9% 5.2% 26.4% 4.0% 4.4% 1.4M -70.8M -1.4M 2.75 4.71 N/A N/A 2,007 5,519 90,892 54,453 2023-04-14 $77.03 $77.50 21.6% 7.0% 15.8% 5.6% 27.8% 4.1% 4.3% -12.7M -82.4M -1.4M 5.84 5.61 N/A N/A 1,302 7,605 91,508 54,895 2023-04-17 $77.31 $77.50 23.6% 7.1% 15.8% 12.9% 27.0% 4.7% 0.0% 10.3M -96.2M -1.3M 0.50 4.65 N/A N/A 1,891 943 90,500 54,344 2023-04-18 $77.75 $77.50 24.0% 7.0% 15.5% 14.4% 26.6% 4.9% -0.8% 13.4M -111.5M -1.3M 3.02 7.06 N/A N/A 835 2,519 90,768 55,011 2023-04-19 $77.93 $77.50 23.2% 6.7% 14.6% 11.7% 22.7% 4.8% -0.3% 15.7M -124.3M -1.3M 0.34 6.83 N/A N/A 6,751 2,274 90,912 56,262 2023-04-20 $78.72 $77.50 23.9% 6.9% 14.4% 14.1% 23.4% 4.0% -1.1% 16.0M -168.2M -1.3M 0.69 6.16 N/A N/A 6,673 4,627 94,817 56,632 2023-04-21 $78.44 $77.50 23.9% 7.0% 13.2% 14.1% 23.0% 4.2% -1.4% 5.7M -164.1M -1.5M 0.51 5.56 N/A N/A 5,817 2,957 98,684 60,339 2023-04-24 $78.31 $77.50 23.8% 7.1% 13.3% 13.9% 25.6% 3.7% -1.1% 6.4M -78.3M -1.5M 1.33 8.14 N/A N/A 2,230 2,975 52,379 37,771 2023-04-25 $76.88 $77.50 25.3% 7.7% 15.0% 19.3% 25.1% 4.2% -0.9% 3.7M -34.6M -1.5M 1.49 7.26 N/A N/A 5,859 8,733 53,841 39,985 2023-04-26 $77.34 $77.50 25.4% 7.7% 14.9% 19.6% 26.4% 4.0% -1.0% 2.1M -42.4M -1.6M 0.31 11.87 N/A N/A 1,949 606 58,934 45,991 2023-04-27 $78.88 $77.50 23.7% 7.3% 16.2% 13.4% 24.4% 4.0% -0.9% 7.4M -102.5M -1.6M 0.50 8.66 N/A N/A 7,544 3,759 60,467 46,150 2023-04-28 $78.72 $77.50 23.4% 7.2% 16.2% 12.5% 25.2% 4.4% -1.1% 7.8M -105.0M -1.6M 0.49 14.17 N/A N/A 1,577 780 63,449 45,566
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