TJX Options History — April 2024 In April 2024, TJX traded between $92.80 and $99.50. ATM implied volatility averaged 19.8%, placing in the 38.6% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 2.6% (HV 20d: 17.2%). Max pain ranged from $95.00 to $97.50. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 1.29.
Notable Days 2024-04-17 : Highest Volume — 23,863 contracts2024-04-12 : Largest IV spike — 22.7% change2024-04-29 : Highest IV Rank — 63.3%2024-04-15 : Largest Expected Move — 5.9%Monthly Statistics Metric Avg Min Max Open Close Price $95.46 $92.80 $99.50 $99.50 $94.15 Max Pain $96.57 $95.00 $97.50 $95.00 $95.00 ATM IV 19.8% 16.3% 23.6% 16.3% 23.5% Expected Move 5.2% 4.6% 5.9% 4.6% 5.4% HV 20d 17.2% 15.5% 18.3% 15.5% 16.4% HV 60d 15.1% 14.3% 15.8% 14.5% 15.1% IV Rank 38.6% 15.8% 63.3% 15.8% 62.4% IV Percentile 58.8% 34.9% 78.2% 34.9% 77.8% Term Structure 0.8% -5.7% 5.1% 0.9% 1.4% VWIV 18.0% 15.5% 22.6% 15.5% 18.7% Skew 25d 2.5% -3.5% 9.6% 1.8% 3.5% Skew 10d 5.3% 3.2% 8.1% 3.8% 3.2% Call IV 25d 19.1% 15.3% 27.4% 15.3% 22.3% Put IV 25d 21.6% 17.1% 32.9% 17.1% 25.9% Bid-Ask Spread % 20.54 6.39 67.10 29.80 16.15 Gamma HHI 0.10 0.07 0.14 0.14 0.07 Net GEX 6.9M -3.9M 19.6M 19.6M 1.9M Net DEX -142.4M -391.8M -2.5M -391.8M -84.8M Net VEX -2.8M -3.0M -2.7M -2.8M -2.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.29 0.33 10.42 0.71 0.71 Total Volume 7,650.318 2,283 23,863 5,309 2,283 Total OI 183,798.227 150,358 200,333 189,349 162,021
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 2024-04-01 $99.50 $95.00 16.3% 4.6% 15.5% 15.8% 15.5% 1.8% 0.9% 19.6M -391.8M -2.8M 0.71 29.80 N/A N/A 3,104 2,205 97,039 92,310 2024-04-02 $99.23 $95.00 16.6% 4.7% 15.5% 18.1% 16.9% 2.2% -0.2% 19.0M -355.9M -2.9M 0.34 53.20 N/A N/A 8,195 2,812 97,490 93,369 2024-04-03 $97.60 $95.00 17.4% 4.9% 16.4% 22.9% 16.8% 3.9% 0.3% 14.7M -256.4M -2.9M 0.51 11.21 N/A N/A 4,082 2,077 98,775 93,477 2024-04-04 $95.75 $97.50 16.8% 5.5% 17.4% 18.9% 18.6% 2.6% -0.4% 7.9M -141.4M -2.9M 0.68 29.15 N/A N/A 4,903 3,344 100,988 93,576 2024-04-05 $96.80 $97.50 18.7% 5.1% 17.7% 31.2% 17.9% 2.1% -0.0% 12.5M -197.9M -3.0M 0.81 9.19 N/A N/A 2,723 2,196 101,024 94,969 2024-04-08 $96.47 $97.50 17.6% 5.0% 17.7% 24.3% 17.1% 1.6% 0.3% 10.9M -154.3M -2.9M 0.73 67.10 N/A N/A 3,424 2,503 97,558 94,224 2024-04-09 $97.06 $97.50 17.2% 5.0% 17.8% 21.7% 17.7% 2.1% 0.2% 14.7M -226.1M -2.8M 0.54 13.21 N/A N/A 1,838 991 98,722 95,801 2024-04-10 $96.44 $97.50 17.5% 5.0% 17.7% 23.6% 17.4% 1.9% -0.3% 11.3M -179.6M -2.9M 1.06 21.70 N/A N/A 1,737 1,840 99,740 96,445 2024-04-11 $95.78 $97.50 17.0% 4.9% 17.7% 20.7% 17.1% 2.1% 0.4% 9.3M -135.9M -2.8M 0.56 7.85 N/A N/A 4,396 2,449 100,382 96,734 2024-04-12 $94.20 $97.50 20.9% 5.4% 18.2% 45.6% 18.2% 2.7% -5.7% 3.5M -30.0M -2.8M 0.68 8.32 N/A N/A 4,111 2,777 101,214 96,860 2024-04-15 $93.13 $97.50 20.4% 5.9% 18.2% 42.6% 22.6% 3.6% 4.2% 33.1K -2.5M -2.8M 2.60 6.94 N/A N/A 2,871 7,455 100,089 95,196 2024-04-16 $93.69 $97.50 20.0% 5.8% 18.3% 39.5% 19.5% 3.2% 4.5% 1.4M -54.1M -2.7M 0.88 6.73 N/A N/A 4,084 3,612 100,708 96,017 2024-04-17 $93.19 $97.50 19.7% 5.7% 17.3% 38.2% 19.3% 3.2% 4.2% -3.2M -20.2M -2.7M 10.42 13.16 N/A N/A 2,090 21,773 101,095 96,213 2024-04-18 $92.80 $97.50 20.6% 5.4% 17.2% 43.8% 18.3% 3.2% 4.6% -3.9M -5.8M -2.7M 2.09 6.39 N/A N/A 3,313 6,909 101,950 96,168 2024-04-19 $92.91 $97.50 20.8% 5.5% 16.8% 45.2% 18.1% 3.2% 5.1% -1.7M -30.5M -2.7M 0.33 13.34 N/A N/A 5,830 1,901 103,071 97,262 2024-04-22 $94.19 $97.50 22.1% 5.1% 17.7% 53.5% 18.0% 3.4% -1.3% 2.6M -89.7M -2.7M 0.68 29.31 N/A N/A 7,855 5,370 75,680 74,678 2024-04-23 $94.59 $96.00 19.5% 4.9% 17.6% 36.7% 17.7% -3.5% 5.0% 3.9M -110.1M -2.8M 1.37 24.59 N/A N/A 3,641 4,974 80,276 78,007 2024-04-24 $95.07 $95.00 23.0% 5.0% 17.3% 59.1% 17.8% -0.8% -1.4% 5.7M -134.7M -2.7M 0.51 19.34 N/A N/A 3,498 1,795 80,984 77,725 2024-04-25 $96.41 $95.00 23.3% 5.1% 16.6% 61.0% 18.1% 0.1% -0.8% 9.7M -211.7M -2.8M 0.87 15.69 N/A N/A 3,614 3,155 83,549 78,541 2024-04-26 $96.44 $95.00 23.4% 5.0% 16.5% 61.9% 17.5% 9.6% -2.2% 8.6M -210.2M -2.7M 0.61 21.07 N/A N/A 4,195 2,546 83,861 79,551 2024-04-29 $94.80 $96.00 23.6% 5.2% 16.3% 63.3% 18.1% 3.6% -1.0% 3.5M -108.5M -2.7M 0.77 28.53 N/A N/A 2,162 1,674 81,474 78,748 2024-04-30 $94.15 $95.00 23.5% 5.4% 16.4% 62.4% 18.7% 3.5% 1.4% 1.9M -84.8M -2.7M 0.71 16.15 N/A N/A 1,334 949 82,664 79,357
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