TJX Options History — June 2023 In June 2023, TJX traded between $76.43 and $85.16. ATM implied volatility averaged 16.4%, placing in the 1.0% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded below realized volatility by 0.9% (HV 20d: 17.3%). Max pain ranged from $77.50 to $77.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.71.
Notable Days 2023-06-27 : Highest Volume — 9,889 contracts2023-06-02 : Largest IV drop — 9.8% change2023-06-01 : Highest IV Rank — 5.4%2023-06-01 : Largest Expected Move — 6.0%Monthly Statistics Metric Avg Min Max Open Close Price $80.58 $76.43 $85.16 $76.43 $85.16 Max Pain $77.50 $77.50 $77.50 $77.50 $77.50 ATM IV 16.4% 14.7% 19.7% 19.7% 14.7% Expected Move 4.8% 4.1% 6.0% 6.0% 4.1% HV 20d 17.3% 15.8% 19.0% 15.8% 17.2% HV 60d 16.0% 15.6% 17.0% 16.1% 16.4% IV Rank 1.0% 0.0% 5.4% 5.4% 0.0% IV Percentile 0.6% 0.0% 3.6% 1.6% 0.0% Term Structure 0.2% -0.2% 1.2% -0.1% 0.4% VWIV 16.7% 14.5% 20.6% 20.6% 14.5% Skew 25d 3.0% 2.3% 3.5% 3.0% 2.3% Skew 10d 5.7% -2.9% 7.3% 5.9% 5.2% Call IV 25d 15.0% 13.6% 18.3% 18.3% 13.6% Put IV 25d 18.0% 15.9% 21.3% 21.3% 15.9% Bid-Ask Spread % 7.23 4.17 12.92 11.51 5.69 Gamma HHI 0.16 0.10 0.35 0.10 0.19 Net GEX 15.1M 1.6M 36.9M 1.6M 17.2M Net DEX -152.5M -306.1M -15.9M -15.9M -306.1M Net VEX -1.6M -1.7M -1.6M -1.6M -1.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.14 1.75 1.75 0.31 Total Volume 4,643.048 1,661 9,889 4,247 4,570 Total OI 137,712.619 110,714 158,703 148,930 127,636
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 2023-06-01 $76.43 $77.50 19.7% 6.0% 15.8% 5.4% 20.6% 3.0% -0.1% 1.6M -15.9M -1.6M 1.75 11.51 N/A N/A 1,546 2,701 98,141 50,789 2023-06-02 $78.45 $77.50 17.8% 5.5% 17.9% 0.0% 19.1% 2.7% -0.1% 8.9M -80.5M -1.6M 1.12 9.33 N/A N/A 1,614 1,801 98,066 51,840 2023-06-05 $78.84 $77.50 17.6% 4.8% 16.3% 0.0% 16.7% 3.5% 0.0% 11.2M -97.0M -1.6M 0.75 4.76 N/A N/A 2,468 1,857 98,504 49,848 2023-06-06 $78.72 $77.50 16.9% 5.1% 16.2% 0.0% 16.1% 3.0% -0.1% 10.9M -95.9M -1.6M 0.52 6.06 N/A N/A 2,159 1,114 100,093 50,586 2023-06-07 $78.25 $77.50 17.0% 5.0% 16.4% 0.6% 17.4% 3.5% -0.2% 8.2M -76.1M -1.6M 1.23 6.90 N/A N/A 1,264 1,558 100,772 51,148 2023-06-08 $77.85 $77.50 16.2% 4.9% 16.1% 0.0% 16.3% 3.2% 0.3% 4.8M -54.8M -1.6M 1.00 4.95 N/A N/A 832 829 100,503 51,594 2023-06-09 $79.40 $77.50 16.4% 4.7% 17.5% 0.6% 16.4% 3.2% 0.4% 13.9M -117.6M -1.6M 0.74 4.17 N/A N/A 1,737 1,288 100,832 51,954 2023-06-12 $80.02 $77.50 16.5% 4.8% 16.9% 1.2% 17.0% 3.0% 0.3% 18.6M -145.3M -1.6M 0.47 5.27 N/A N/A 2,322 1,083 100,421 51,227 2023-06-13 $80.78 $77.50 15.9% 4.8% 17.2% 0.0% 16.3% 3.0% 0.8% 25.2M -182.2M -1.6M 0.42 6.95 N/A N/A 3,510 1,465 101,044 51,519 2023-06-14 $79.84 $77.50 16.1% 4.7% 17.3% 1.0% 17.4% 3.4% 0.3% 15.8M -129.8M -1.6M 0.17 12.92 N/A N/A 7,234 1,223 101,468 51,967 2023-06-15 $81.50 $77.50 16.2% 4.6% 18.7% 1.4% 15.6% 2.9% -0.2% 36.9M -209.2M -1.6M 0.29 4.87 N/A N/A 5,761 1,672 103,312 52,512 2023-06-16 $81.15 $77.50 16.2% 4.9% 18.8% 1.3% 16.3% 3.2% 1.2% 31.6M -202.0M -1.6M 0.49 4.19 N/A N/A 1,965 958 105,583 53,120 2023-06-20 $80.50 $77.50 17.1% 4.9% 19.0% 4.9% 17.0% 2.8% 0.3% 10.1M -131.1M -1.6M 0.73 12.44 N/A N/A 3,141 2,300 62,228 48,486 2023-06-21 $80.82 $77.50 16.0% 4.6% 18.7% 0.5% 16.0% 2.5% 0.2% 11.3M -143.5M -1.6M 0.66 7.54 N/A N/A 1,761 1,157 63,657 49,776 2023-06-22 $81.41 $77.50 16.1% 4.6% 18.1% 0.9% 19.3% 2.8% 0.1% 12.6M -162.4M -1.6M 0.38 6.07 N/A N/A 4,179 1,580 64,718 50,493 2023-06-23 $82.13 $77.50 15.5% 4.4% 17.7% 0.0% 14.8% 3.0% 0.2% 16.6M -194.5M -1.6M 0.14 8.88 N/A N/A 4,624 648 66,343 50,904 2023-06-26 $81.97 $77.50 15.8% 4.5% 16.7% 1.1% 18.4% 2.9% -0.1% 14.2M -184.1M -1.6M 1.12 9.03 N/A N/A 1,599 1,785 65,309 50,288 2023-06-27 $82.91 $77.50 15.5% 4.3% 16.5% 0.0% 15.5% 3.1% 0.1% 15.3M -221.0M -1.6M 0.74 6.00 N/A N/A 5,691 4,198 66,283 51,493 2023-06-28 $82.41 $77.50 16.0% 4.4% 16.6% 1.9% 14.6% 2.9% 0.1% 15.4M -201.8M -1.7M 1.42 5.19 N/A N/A 2,418 3,434 69,064 52,941 2023-06-29 $83.63 $77.50 15.2% 4.3% 17.1% 0.0% 14.8% 2.8% 0.1% 17.9M -252.3M -1.7M 0.41 9.13 N/A N/A 3,158 1,300 70,415 55,088 2023-06-30 $85.16 $77.50 14.7% 4.1% 17.2% 0.0% 14.5% 2.3% 0.4% 17.2M -306.1M -1.7M 0.31 5.69 N/A N/A 3,500 1,070 71,658 55,978
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