TJX Options History — December 2023 In December 2023, TJX traded between $87.94 and $93.73. ATM implied volatility averaged 15.0%, placing in the 6.5% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded below realized volatility by 1.7% (HV 20d: 16.8%). Max pain ranged from $85.00 to $89.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.70.
Notable Days 2023-12-14 : Highest Volume — 13,302 contracts2023-12-04 : Largest IV spike — 9.0% change2023-12-21 : Highest IV Rank — 14.2%2023-12-21 : Largest Expected Move — 4.7%Monthly Statistics Metric Avg Min Max Open Close Price $90.56 $87.94 $93.73 $89.00 $93.73 Max Pain $85.42 $85.00 $89.00 $89.00 $87.50 ATM IV 15.0% 13.8% 16.5% 14.1% 15.0% Expected Move 4.3% 3.9% 4.7% 4.2% 4.2% HV 20d 16.8% 14.5% 19.4% 18.5% 15.0% HV 60d 16.5% 16.0% 17.0% 16.2% 16.7% IV Rank 6.5% 0.1% 14.2% 1.5% 6.1% IV Percentile 10.4% 0.4% 23.8% 1.2% 11.9% Term Structure 0.2% -0.6% 0.7% 0.0% 0.3% VWIV 15.5% 14.2% 16.7% 14.8% 15.0% Skew 25d 1.7% 1.1% 2.1% 1.7% 1.7% Skew 10d 3.8% 2.9% 5.2% 3.7% 3.9% Call IV 25d 14.4% 13.4% 15.6% 13.6% 14.4% Put IV 25d 16.2% 15.1% 17.4% 15.3% 16.2% Bid-Ask Spread % 22.29 2.31 59.25 34.26 9.75 Gamma HHI 0.11 0.09 0.16 0.11 0.14 Net GEX 19.8M 7.6M 31.2M 20.9M 27.8M Net DEX -278.2M -476.1M -127.7M -193.5M -476.1M Net VEX -2.9M -3.0M -2.8M -2.8M -2.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.70 0.15 1.29 1.00 0.40 Total Volume 7,420.2 2,523 13,302 9,632 5,864 Total OI 217,297.05 208,938 225,578 211,880 225,578
Daily Data (20 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 2023-12-01 $89.00 $89.00 14.1% 4.2% 18.5% 1.5% 14.8% 1.7% 0.0% 20.9M -193.5M -2.8M 1.00 34.26 N/A N/A 4,814 4,818 112,436 99,444 2023-12-04 $88.47 $85.00 15.4% 4.5% 18.0% 8.1% 14.8% 1.1% -0.6% 10.5M -153.6M -2.9M 0.94 57.80 N/A N/A 3,420 3,217 108,317 100,621 2023-12-05 $87.94 $85.00 14.6% 4.4% 18.0% 4.3% 14.7% 2.0% 0.4% 7.6M -127.7M -2.9M 0.52 56.08 N/A N/A 2,241 1,163 109,809 101,717 2023-12-06 $88.50 $85.00 15.2% 4.6% 18.2% 7.2% 15.5% 1.8% 0.3% 10.7M -159.7M -2.9M 0.93 20.62 N/A N/A 3,405 3,158 110,187 102,341 2023-12-07 $88.87 $85.00 14.6% 4.2% 18.2% 4.3% 15.3% 1.2% 0.2% 13.4M -186.3M -2.9M 0.78 12.10 N/A N/A 1,420 1,103 111,407 103,794 2023-12-08 $89.09 $85.00 14.4% 4.2% 18.0% 3.2% 15.9% 1.8% 0.4% 9.6M -197.0M -2.9M 1.29 23.63 N/A N/A 2,886 3,726 111,639 104,039 2023-12-11 $90.81 $85.00 14.5% 4.3% 19.4% 3.4% 15.0% 1.8% 0.5% 25.2M -308.8M -2.9M 0.67 2.31 N/A N/A 5,341 3,582 109,715 104,467 2023-12-12 $91.15 $85.00 14.1% 4.2% 19.4% 1.3% 14.2% 1.6% 0.4% 27.2M -328.2M -2.9M 0.74 7.78 N/A N/A 3,092 2,295 110,760 106,240 2023-12-13 $91.69 $85.00 13.8% 3.9% 18.8% 0.1% 15.0% 1.7% -0.2% 31.2M -380.5M -2.8M 1.15 53.93 N/A N/A 3,647 4,196 111,277 106,326 2023-12-14 $90.03 $85.00 14.8% 4.2% 15.7% 5.1% 14.7% 1.9% 0.3% 25.0M -246.5M -2.8M 0.56 4.35 N/A N/A 8,545 4,757 112,002 108,703 2023-12-15 $89.03 $85.00 14.5% 4.1% 14.9% 3.8% 15.9% 1.9% 0.1% 12.2M -145.2M -2.9M 1.18 59.25 N/A N/A 4,543 5,377 112,965 110,411 2023-12-18 $89.72 $85.00 15.1% 4.3% 14.5% 6.6% 15.2% 1.8% 0.0% 11.4M -197.0M -2.9M 0.66 32.97 N/A N/A 5,433 3,600 101,863 109,090 2023-12-19 $91.16 $85.00 15.3% 4.4% 15.4% 7.8% 15.9% 1.8% 0.1% 20.7M -301.7M -2.9M 0.53 9.48 N/A N/A 6,244 3,300 104,905 110,935 2023-12-20 $90.31 $85.00 16.4% 4.7% 15.7% 13.8% 16.6% 2.1% -0.2% 14.4M -241.7M -3.0M 0.83 7.64 N/A N/A 3,058 2,548 106,309 112,623 2023-12-21 $91.41 $85.00 16.5% 4.7% 15.8% 14.2% 16.7% 1.8% 0.2% 20.6M -320.0M -2.9M 0.18 11.48 N/A N/A 7,431 1,337 107,116 113,985 2023-12-22 $91.69 $85.00 15.7% 4.4% 15.7% 9.8% 15.9% 1.8% 0.7% 23.1M -343.9M -2.9M 0.35 5.20 N/A N/A 3,331 1,172 108,656 114,612 2023-12-26 $92.69 $85.00 15.9% 4.6% 15.8% 11.1% 16.0% 1.7% 0.2% 25.5M -398.7M -2.8M 0.15 14.75 N/A N/A 7,424 1,095 105,526 112,225 2023-12-27 $92.56 $85.00 15.4% 4.4% 15.8% 8.2% 16.7% 2.1% 0.0% 28.9M -395.7M -2.8M 0.57 6.17 N/A N/A 3,993 2,287 107,413 112,792 2023-12-28 $93.43 $87.00 15.7% 4.5% 15.0% 9.9% 15.3% 1.6% 0.3% 29.9M -461.7M -2.8M 0.47 16.23 N/A N/A 6,492 3,049 109,203 114,493 2023-12-29 $93.73 $87.50 15.0% 4.2% 15.0% 6.1% 15.0% 1.7% 0.3% 27.8M -476.1M -2.8M 0.40 9.75 N/A N/A 4,192 1,672 110,036 115,542
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