TJX Options History — February 2024 In February 2024, TJX traded between $96.56 and $101.20. ATM implied volatility averaged 23.5%, placing in the 54.3% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 9.7% (HV 20d: 13.8%). Max pain ranged from $97.50 to $97.50. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.58.
Notable Days 2024-02-27 : Highest Volume — 31,909 contracts2024-02-28 : Largest IV drop — 17.0% change2024-02-21 : Highest IV Rank — 69.9%2024-02-27 : Largest Expected Move — 8.1%Monthly Statistics Metric Avg Min Max Open Close Price $98.28 $96.56 $101.20 $96.81 $99.13 Max Pain $97.50 $97.50 $97.50 $97.50 $97.50 ATM IV 23.5% 16.5% 25.9% 22.4% 16.5% Expected Move 6.9% 4.9% 8.1% 6.1% 4.9% HV 20d 13.8% 12.9% 15.3% 14.4% 15.3% HV 60d 15.0% 13.9% 16.4% 16.1% 14.6% IV Rank 54.3% 17.1% 69.9% 45.4% 17.1% IV Percentile 73.1% 32.1% 90.5% 63.5% 32.1% Term Structure -1.2% -5.5% 1.3% -1.1% 1.3% VWIV 24.3% 17.6% 28.6% 21.5% 17.6% Skew 25d 2.5% 1.5% 3.3% 2.8% 1.5% Skew 10d 5.2% 3.1% 9.4% 5.4% 3.2% Call IV 25d 22.7% 16.3% 25.0% 21.6% 16.5% Put IV 25d 25.2% 18.0% 27.8% 24.4% 18.0% Bid-Ask Spread % 17.09 7.35 62.35 18.09 62.35 Gamma HHI 0.13 0.09 0.20 0.09 0.18 Net GEX 19.0M -574.7K 28.6M 23.8M 18.9M Net DEX -363.7M -488.7M -257.0M -338.1M -339.6M Net VEX -2.9M -3.0M -2.8M -3.0M -2.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.58 0.15 1.36 0.83 0.90 Total Volume 12,110.9 4,952 31,909 4,974 25,209 Total OI 185,736.2 166,582 202,509 182,335 202,509
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 2024-02-01 $96.81 $97.50 22.4% 6.1% 14.4% 45.4% 21.5% 2.8% -1.1% 23.8M -338.1M -3.0M 0.83 18.09 N/A N/A 2,725 2,249 94,527 87,808 2024-02-02 $97.63 $97.50 22.7% 6.1% 14.2% 46.5% 21.8% 2.5% -0.6% 24.4M -399.4M -2.9M 1.36 15.94 N/A N/A 4,870 6,614 95,062 88,622 2024-02-05 $96.56 $97.50 23.3% 6.2% 13.9% 49.7% 22.8% 2.9% -1.5% 17.9M -295.7M -3.0M 1.29 14.96 N/A N/A 3,527 4,560 92,873 89,898 2024-02-06 $96.84 $97.50 23.0% 6.3% 13.5% 48.2% 22.6% 2.7% -0.7% 19.0M -317.9M -2.9M 0.39 12.53 N/A N/A 4,801 1,870 94,151 91,759 2024-02-07 $97.82 $97.50 23.1% 6.4% 13.8% 49.0% 21.8% 2.3% -0.8% 25.2M -387.9M -3.0M 0.37 7.35 N/A N/A 5,803 2,168 96,210 92,070 2024-02-08 $98.23 $97.50 23.7% 6.6% 13.4% 52.0% 22.6% 2.5% -1.1% 26.6M -416.8M -3.0M 0.59 12.68 N/A N/A 4,712 2,800 97,496 92,400 2024-02-09 $98.77 $97.50 23.9% 6.6% 13.2% 53.2% 23.5% 2.5% -1.4% 24.0M -456.7M -2.9M 1.11 10.05 N/A N/A 3,954 4,401 98,434 93,409 2024-02-12 $98.07 $97.50 25.3% 7.2% 13.6% 60.6% 24.9% 3.1% -2.1% 20.5M -383.1M -2.9M 0.64 10.57 N/A N/A 4,788 3,080 96,310 93,964 2024-02-13 $97.84 $97.50 25.4% 7.2% 13.5% 61.3% 25.6% 3.3% -1.5% 22.6M -376.2M -3.0M 0.15 8.64 N/A N/A 12,130 1,843 98,593 94,447 2024-02-14 $97.22 $97.50 24.8% 7.1% 12.9% 58.0% 25.4% 3.1% -0.9% 11.7M -257.0M -3.0M 0.44 17.00 N/A N/A 3,581 1,585 90,091 95,730 2024-02-15 $98.19 $97.50 25.3% 7.3% 13.2% 64.5% 25.6% 3.0% -1.8% 19.5M -330.1M -3.0M 0.41 9.58 N/A N/A 8,390 3,468 92,224 96,381 2024-02-16 $98.03 $97.50 25.7% 7.5% 13.2% 68.5% 26.2% 2.8% -2.0% -574.7K -339.0M -3.0M 0.29 9.57 N/A N/A 5,042 1,484 95,279 99,118 2024-02-20 $97.35 $97.50 25.9% 7.8% 13.5% 69.9% 27.2% 2.8% -0.6% 11.9M -272.6M -3.0M 0.52 15.06 N/A N/A 3,266 1,686 84,972 81,610 2024-02-21 $98.02 $97.50 25.9% 8.1% 13.6% 69.9% 28.0% 2.3% -1.4% 14.1M -311.6M -2.9M 0.19 13.58 N/A N/A 13,890 2,598 86,767 82,568 2024-02-22 $98.97 $97.50 25.3% 8.0% 13.9% 66.4% 27.9% 2.2% -5.5% 22.3M -382.9M -2.9M 0.41 16.28 N/A N/A 5,923 2,426 94,777 84,475 2024-02-23 $99.34 $97.50 24.0% 7.5% 13.9% 65.5% 26.0% 2.1% -1.1% 17.2M -396.3M -3.0M 0.38 23.06 N/A N/A 9,199 3,500 95,954 86,201 2024-02-26 $99.06 $97.50 24.2% 8.1% 13.8% 67.1% 28.3% 2.2% -1.1% 14.1M -353.3M -2.9M 0.49 22.68 N/A N/A 7,156 3,485 90,309 85,844 2024-02-27 $100.60 $97.50 21.2% 8.1% 14.7% 47.7% 28.6% 1.9% 0.5% 17.7M -431.7M -3.0M 0.54 18.14 N/A N/A 20,778 11,131 95,342 88,053 2024-02-28 $101.20 $97.50 17.6% 5.1% 14.7% 24.5% 18.0% 2.1% -1.4% 28.6M -488.7M -2.8M 0.39 23.69 N/A N/A 22,672 8,854 104,510 93,977 2024-02-29 $99.13 $97.50 16.5% 4.9% 15.3% 17.1% 17.6% 1.5% 1.3% 18.9M -339.6M -2.8M 0.90 62.35 N/A N/A 13,291 11,918 107,203 95,306
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