TJX Options History — August 2023 In August 2023, TJX traded between $85.34 and $92.50. ATM implied volatility averaged 20.2%, placing in the 21.9% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 5.6% (HV 20d: 14.7%). Max pain ranged from $85.00 to $87.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.76.
Notable Days 2023-08-16 : Highest Volume — 42,279 contracts2023-08-16 : Largest IV drop — 30.4% change2023-08-08 : Highest IV Rank — 42.8%2023-08-02 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $88.05 $85.34 $92.50 $86.23 $92.50 Max Pain $85.87 $85.00 $87.50 $85.00 $87.50 ATM IV 20.2% 14.2% 25.6% 21.7% 14.9% Expected Move 5.6% 3.6% 7.9% 6.9% 3.6% HV 20d 14.7% 8.2% 20.4% 11.0% 20.4% HV 60d 15.6% 14.3% 16.7% 15.1% 16.2% IV Rank 21.9% 0.0% 42.8% 27.6% 2.8% IV Percentile 22.6% 0.0% 49.2% 25.8% 1.2% Term Structure -0.2% -1.9% 1.3% -0.8% 0.6% VWIV 19.6% 12.7% 27.4% 24.4% 13.1% Skew 25d 2.9% 2.4% 3.4% 2.4% 2.5% Skew 10d 6.0% 4.7% 7.0% 5.2% 5.1% Call IV 25d 19.0% 13.4% 24.4% 20.9% 13.5% Put IV 25d 21.9% 16.0% 27.3% 23.3% 16.0% Bid-Ask Spread % 5.23 2.24 10.87 3.15 2.24 Gamma HHI 0.18 0.10 0.27 0.20 0.21 Net GEX 23.1M 7.4M 43.9M 19.3M 39.6M Net DEX -297.8M -532.0M -164.8M -208.3M -532.0M Net VEX -2.4M -2.6M -2.2M -2.2M -2.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.23 2.20 0.61 0.59 Total Volume 10,814.696 2,394 42,279 2,394 6,632 Total OI 166,167.652 136,055 201,919 136,055 192,380
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 2023-08-01 $86.23 $85.00 21.7% 6.9% 11.0% 27.6% 24.4% 2.4% -0.8% 19.3M -208.3M -2.2M 0.61 3.15 N/A N/A 1,484 910 77,908 58,147 2023-08-02 $85.69 $85.00 24.0% 7.9% 11.3% 36.3% 27.4% 2.9% -1.3% 15.6M -184.7M -2.2M 0.51 3.57 N/A N/A 3,226 1,646 78,850 58,815 2023-08-03 $86.10 $85.00 25.2% 6.8% 10.2% 41.0% 24.2% 2.9% -1.5% 17.3M -205.9M -2.2M 0.39 4.22 N/A N/A 4,212 1,652 80,900 59,838 2023-08-04 $85.34 $85.00 25.0% 6.7% 10.3% 40.2% 23.5% 2.9% -1.5% 14.4M -164.8M -2.2M 1.00 7.37 N/A N/A 2,764 2,772 82,848 60,832 2023-08-07 $86.09 $85.00 24.8% 6.9% 10.5% 39.5% 23.0% 2.8% -0.2% 18.9M -197.9M -2.2M 0.23 8.36 N/A N/A 6,553 1,538 83,610 62,607 2023-08-08 $86.47 $85.00 25.6% 6.8% 9.3% 42.8% 24.6% 3.0% -1.9% 23.4M -228.4M -2.3M 0.79 10.47 N/A N/A 5,720 4,500 88,443 63,324 2023-08-09 $86.47 $85.00 24.8% 6.6% 8.6% 39.5% 23.1% 2.8% -1.6% 27.6M -248.1M -2.4M 0.70 9.71 N/A N/A 1,952 1,374 92,560 67,487 2023-08-10 $86.18 $85.00 25.3% 7.1% 8.2% 41.4% 24.3% 3.0% -0.5% 25.2M -216.8M -2.3M 0.58 7.00 N/A N/A 2,241 1,308 92,446 68,332 2023-08-11 $85.84 $85.00 24.6% 6.8% 8.4% 38.5% 22.9% 2.9% -0.9% 7.4M -171.8M -2.3M 0.82 10.14 N/A N/A 7,751 6,394 92,684 68,499 2023-08-14 $86.28 $85.00 23.9% 6.7% 8.4% 36.0% 23.8% 3.3% 0.1% 8.6M -206.0M -2.2M 0.84 10.87 N/A N/A 3,941 3,296 83,841 67,758 2023-08-15 $85.59 $85.00 24.6% 7.0% 9.0% 38.9% 23.8% 3.4% -1.1% 7.6M -175.7M -2.3M 1.20 8.04 N/A N/A 18,087 21,728 86,725 69,411 2023-08-16 $89.22 $85.00 17.1% 4.9% 17.2% 9.6% 16.7% 2.6% 0.7% 30.1M -422.4M -2.2M 0.48 2.70 N/A N/A 28,496 13,783 98,658 85,478 2023-08-17 $88.03 $85.00 18.3% 5.2% 18.0% 14.0% 17.7% 2.9% 0.2% 27.8M -334.1M -2.4M 0.57 3.50 N/A N/A 7,091 4,039 109,808 89,670 2023-08-18 $89.45 $85.00 16.7% 4.7% 18.7% 7.8% 16.9% 2.6% 0.9% 22.0M -439.2M -2.4M 0.49 2.38 N/A N/A 7,321 3,573 111,106 90,813 2023-08-21 $89.80 $85.00 16.8% 4.6% 18.6% 8.3% 17.1% 3.0% 0.0% 24.2M -357.0M -2.3M 0.74 3.12 N/A N/A 3,970 2,948 93,348 68,532 2023-08-22 $89.03 $87.50 17.3% 4.7% 18.8% 10.4% 16.8% 3.1% 0.1% 20.3M -311.8M -2.4M 0.68 3.20 N/A N/A 3,947 2,694 95,687 71,429 2023-08-23 $89.97 $87.50 16.4% 4.5% 19.0% 6.6% 16.7% 2.8% 0.4% 23.8M -368.2M -2.5M 0.68 2.57 N/A N/A 4,996 3,410 98,378 72,970 2023-08-24 $88.47 $87.50 17.4% 4.8% 19.9% 10.8% 16.0% 3.0% 0.4% 20.8M -275.9M -2.5M 2.20 3.26 N/A N/A 4,976 10,969 100,347 74,674 2023-08-25 $89.05 $87.50 16.0% 4.3% 20.0% 5.3% 15.0% 2.8% 0.6% 43.9M -310.8M -2.6M 0.70 3.20 N/A N/A 2,997 2,094 102,409 78,670 2023-08-28 $90.18 $87.50 16.3% 4.3% 20.3% 6.2% 15.4% 2.6% 0.7% 25.5M -369.9M -2.6M 1.35 3.53 N/A N/A 3,133 4,227 100,159 76,469 2023-08-29 $90.97 $87.50 14.9% 3.7% 20.4% 0.9% 13.1% 2.6% 1.0% 30.8M -417.0M -2.6M 0.71 2.97 N/A N/A 5,503 3,880 101,118 78,424 2023-08-30 $92.16 $87.50 14.2% 3.6% 20.4% 0.0% 12.7% 2.7% 1.3% 36.5M -502.7M -2.6M 0.53 4.68 N/A N/A 8,488 4,522 104,076 81,388 2023-08-31 $92.50 $87.50 14.9% 3.6% 20.4% 2.8% 13.1% 2.5% 0.6% 39.6M -532.0M -2.6M 0.59 2.24 N/A N/A 4,165 2,467 107,991 84,389
« Jul 2023 | All History | Sep 2023 » Home TJX History August 2023