TJX Options History — May 2023 In May 2023, TJX traded between $75.98 and $79.41. ATM implied volatility averaged 23.5%, placing in the 15.8% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 7.7% (HV 20d: 15.8%). Max pain ranged from $75.00 to $77.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 1.00.
Notable Days 2023-05-17 : Highest Volume — 53,932 contracts2023-05-17 : Largest IV drop — 33.8% change2023-05-16 : Highest IV Rank — 32.9%2023-05-03 : Largest Expected Move — 8.7%Monthly Statistics Metric Avg Min Max Open Close Price $78.03 $75.98 $79.41 $78.20 $77.03 Max Pain $77.39 $75.00 $77.50 $77.50 $77.50 ATM IV 23.5% 18.5% 28.3% 23.6% 19.9% Expected Move 6.9% 5.3% 8.7% 7.6% 6.0% HV 20d 15.8% 14.6% 17.2% 15.1% 15.6% HV 60d 15.9% 15.5% 16.4% 15.5% 16.2% IV Rank 15.8% 0.0% 32.9% 12.9% 6.2% IV Percentile 18.1% 0.0% 42.9% 12.7% 2.0% Term Structure -0.2% -2.1% 0.7% 0.1% -0.1% VWIV 23.5% 17.3% 29.5% 26.6% 21.4% Skew 25d 4.6% 3.9% 5.3% 3.9% 3.9% Skew 10d 9.9% 7.3% 26.3% 7.3% 8.0% Call IV 25d 21.4% 16.5% 25.3% 21.4% 18.2% Put IV 25d 26.1% 21.5% 30.5% 25.3% 22.1% Bid-Ask Spread % 9.30 5.18 15.16 8.95 7.14 Gamma HHI 0.11 0.09 0.14 0.10 0.10 Net GEX 6.1M 1.4M 15.8M 5.5M 3.7M Net DEX -66.7M -117.4M 5.7M -77.1M -34.1M Net VEX -1.7M -1.7M -1.6M -1.6M -1.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.00 0.15 3.27 0.39 2.55 Total Volume 8,393.227 1,506 53,932 2,501 2,385 Total OI 132,935.864 106,303 178,320 106,303 147,847
Daily Data (22 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 2023-05-01 $78.20 $77.50 23.6% 7.6% 15.1% 12.9% 26.6% 3.9% 0.1% 5.5M -77.1M -1.6M 0.39 8.95 N/A N/A 1,802 699 62,124 44,179 2023-05-02 $78.05 $77.50 25.1% 8.2% 14.9% 18.6% 28.8% 5.0% -0.6% 5.3M -72.7M -1.6M 0.97 10.36 N/A N/A 1,553 1,500 63,580 44,652 2023-05-03 $77.91 $77.50 25.4% 8.7% 14.9% 19.6% 29.5% 4.0% -0.6% 4.7M -69.1M -1.6M 3.27 15.16 N/A N/A 842 2,754 64,089 45,437 2023-05-04 $76.93 $75.00 27.7% 7.5% 15.3% 28.0% 27.1% 4.8% -0.8% 1.4M -31.7M -1.6M 2.85 5.52 N/A N/A 1,151 3,282 64,591 47,855 2023-05-05 $78.59 $77.50 25.5% 7.3% 17.1% 19.9% 25.4% 4.9% -0.3% 6.2M -84.7M -1.7M 1.08 13.39 N/A N/A 1,217 1,313 65,192 50,590 2023-05-08 $78.37 $77.50 26.7% 7.5% 17.2% 24.6% 26.8% 5.2% -0.2% 5.6M -75.8M -1.7M 0.82 11.93 N/A N/A 3,664 3,005 64,215 48,336 2023-05-09 $78.57 $77.50 26.5% 7.7% 17.2% 23.7% 24.9% 5.1% 0.5% 6.1M -79.0M -1.7M 0.63 5.93 N/A N/A 924 582 66,899 50,863 2023-05-10 $77.82 $77.50 26.8% 7.5% 15.1% 24.8% 24.5% 5.3% -0.7% 5.0M -63.1M -1.7M 0.75 12.40 N/A N/A 1,051 790 67,142 51,085 2023-05-11 $77.88 $77.50 27.1% 7.7% 15.0% 25.8% 26.7% 5.0% -0.2% 4.5M -64.0M -1.7M 0.92 5.18 N/A N/A 1,796 1,645 67,339 51,266 2023-05-12 $79.10 $77.50 27.3% 7.4% 15.9% 26.6% 28.1% 5.3% -2.1% 10.9M -111.9M -1.7M 0.97 9.95 N/A N/A 2,408 2,331 68,423 52,113 2023-05-15 $79.28 $77.50 28.0% 7.9% 15.9% 30.8% 26.4% 5.3% -1.0% 7.0M -113.7M -1.7M 0.66 12.89 N/A N/A 5,149 3,402 67,159 51,969 2023-05-16 $78.50 $77.50 28.3% 8.0% 16.3% 32.9% 24.4% 5.0% -1.2% 6.5M -89.6M -1.7M 0.23 11.15 N/A N/A 37,426 8,793 70,920 54,126 2023-05-17 $78.84 $77.50 18.8% 5.4% 16.4% 0.0% 18.1% 4.2% 0.7% 9.3M -85.4M -1.7M 0.50 6.42 N/A N/A 35,971 17,961 102,139 67,434 2023-05-18 $79.12 $77.50 18.5% 5.3% 16.0% 0.0% 17.8% 4.5% 0.6% 15.8M -98.4M -1.7M 0.37 8.27 N/A N/A 7,507 2,763 109,422 68,898 2023-05-19 $79.41 $77.50 18.6% 5.3% 16.0% 0.1% 17.3% 5.1% 0.4% 12.0M -117.4M -1.7M 0.51 6.72 N/A N/A 4,893 2,481 109,020 69,255 2023-05-22 $78.66 $77.50 19.3% 5.6% 16.4% 3.2% 19.4% 4.0% 0.4% 8.6M -79.5M -1.7M 1.10 7.16 N/A N/A 1,761 1,940 91,461 48,938 2023-05-23 $77.70 $77.50 19.8% 5.9% 15.6% 5.4% 20.5% 4.5% 0.3% 4.9M -41.5M -1.7M 1.07 8.70 N/A N/A 1,196 1,282 92,152 49,652 2023-05-24 $77.04 $77.50 21.4% 6.3% 15.7% 13.0% 20.1% 4.8% 0.2% 3.5M -25.5M -1.6M 0.15 7.78 N/A N/A 3,037 454 92,951 49,553 2023-05-25 $75.98 $77.50 21.7% 6.4% 14.6% 14.5% 20.1% 4.5% 0.0% 1.6M 5.7M -1.6M 0.66 7.76 N/A N/A 1,975 1,313 97,155 49,721 2023-05-26 $77.03 $77.50 20.4% 6.0% 15.6% 8.7% 21.8% 3.9% 0.0% 2.0M -30.7M -1.7M 0.31 8.70 N/A N/A 3,940 1,209 98,952 50,445 2023-05-30 $76.70 $77.50 20.5% 6.2% 15.5% 8.9% 21.3% 4.1% -0.6% 3.5M -29.2M -1.6M 1.21 13.19 N/A N/A 1,582 1,922 96,819 48,631 2023-05-31 $77.03 $77.50 19.9% 6.0% 15.6% 6.2% 21.4% 3.9% -0.1% 3.7M -34.1M -1.6M 2.55 7.14 N/A N/A 672 1,713 97,820 50,027
« Apr 2023 | All History | Jun 2023 » Home TJX History May 2023