TJX Options History — May 2024 In May 2024, TJX traded between $94.02 and $103.62. ATM implied volatility averaged 20.3%, placing in the 41.9% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 4.3% (HV 20d: 16.0%). Max pain ranged from $95.00 to $95.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.80.
Notable Days 2024-05-22 : Highest Volume — 87,052 contracts2024-05-22 : Largest IV drop — 27.5% change2024-05-14 : Highest IV Rank — 66.9%2024-05-20 : Largest Expected Move — 6.4%Monthly Statistics Metric Avg Min Max Open Close Price $99.07 $94.02 $103.62 $94.02 $103.62 Max Pain $95.00 $95.00 $95.00 $95.00 $95.00 ATM IV 20.3% 14.0% 24.2% 23.6% 15.3% Expected Move 5.4% 3.9% 6.4% 5.4% 4.1% HV 20d 16.0% 12.9% 20.5% 15.5% 19.3% HV 60d 16.0% 15.0% 17.4% 15.0% 17.3% IV Rank 41.9% 1.2% 66.9% 63.2% 9.3% IV Percentile 58.0% 1.2% 85.7% 78.2% 20.2% Term Structure -0.3% -3.9% 6.0% -0.4% 0.9% VWIV 19.1% 14.1% 22.5% 18.5% 14.3% Skew 25d 1.3% -5.5% 5.8% 1.0% -5.5% Skew 10d 3.7% -4.0% 10.5% 1.6% -4.0% Call IV 25d 20.4% 13.1% 25.5% 24.5% 21.1% Put IV 25d 21.7% 14.5% 28.6% 25.5% 15.6% Bid-Ask Spread % 41.61 13.82 73.65 63.64 38.83 Gamma HHI 0.18 0.07 0.58 0.07 0.24 Net GEX 21.2M 1.3M 60.9M 1.3M 36.3M Net DEX -319.3M -499.3M -74.1M -74.1M -499.3M Net VEX -2.6M -2.7M -2.4M -2.7M -2.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.80 0.14 1.52 0.23 1.15 Total Volume 15,388.591 2,854 87,052 3,743 14,874 Total OI 176,810.818 159,557 226,490 162,830 191,554
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 2024-05-01 $94.02 $95.00 23.6% 5.4% 15.5% 63.2% 18.5% 1.0% -0.4% 1.3M -74.1M -2.7M 0.23 63.64 N/A N/A 3,039 704 83,230 79,600 2024-05-02 $94.59 $95.00 23.7% 5.3% 14.3% 63.6% 18.3% -0.3% 0.0% 3.3M -109.4M -2.7M 0.55 20.35 N/A N/A 3,923 2,147 84,868 79,930 2024-05-03 $95.37 $95.00 21.9% 4.9% 14.1% 52.3% 18.0% 0.4% -0.2% 7.2M -152.9M -2.7M 1.27 67.69 N/A N/A 2,946 3,740 86,748 80,914 2024-05-06 $97.15 $95.00 23.2% 6.2% 15.6% 60.5% 22.0% 1.5% -0.9% 12.9M -244.4M -2.7M 0.65 13.82 N/A N/A 2,592 1,691 84,640 77,902 2024-05-07 $97.87 $95.00 21.9% 6.2% 15.6% 51.8% 21.6% -0.4% -3.9% 14.6M -274.6M -2.6M 1.43 24.39 N/A N/A 2,765 3,954 84,971 78,865 2024-05-08 $98.45 $95.00 22.3% 6.3% 15.5% 54.6% 22.2% 2.1% -0.6% 16.1M -304.6M -2.6M 0.59 25.75 N/A N/A 3,319 1,956 85,624 79,865 2024-05-09 $99.06 $95.00 22.6% 6.1% 15.4% 56.5% 21.1% 0.7% 0.2% 19.8M -345.0M -2.6M 0.82 21.94 N/A N/A 2,010 1,639 87,169 80,237 2024-05-10 $98.68 $95.00 21.3% 6.2% 13.9% 48.2% 21.8% 0.9% 2.0% 17.9M -322.1M -2.6M 1.26 55.51 N/A N/A 1,596 2,010 87,365 81,145 2024-05-13 $98.80 $95.00 23.5% 6.2% 13.0% 62.5% 21.8% 1.8% -2.1% 18.0M -319.0M -2.6M 0.70 17.60 N/A N/A 1,681 1,173 86,120 80,064 2024-05-14 $99.07 $95.00 24.2% 6.2% 12.9% 66.9% 21.7% -2.3% -3.0% 19.0M -326.3M -2.6M 0.19 20.34 N/A N/A 13,360 2,598 86,605 80,616 2024-05-15 $98.25 $95.00 22.9% 6.4% 13.2% 58.4% 22.5% 5.8% -1.2% 13.3M -263.6M -2.6M 1.29 18.62 N/A N/A 1,408 1,823 84,549 81,685 2024-05-16 $99.03 $95.00 22.3% 6.1% 13.1% 54.9% 21.4% 2.6% -1.1% 18.7M -303.7M -2.5M 0.54 57.84 N/A N/A 4,785 2,561 85,335 82,582 2024-05-17 $100.13 $95.00 22.2% 6.1% 13.3% 54.1% 21.5% 3.5% -1.4% 60.9M -388.1M -2.5M 0.90 61.16 N/A N/A 4,885 4,393 88,348 84,303 2024-05-20 $97.91 $95.00 22.6% 6.4% 15.7% 56.8% 22.3% 2.3% -0.9% 10.7M -248.7M -2.6M 0.78 34.01 N/A N/A 6,349 4,956 82,955 76,602 2024-05-21 $97.69 $95.00 21.8% 6.3% 15.8% 51.7% 22.2% 3.4% 6.0% 11.2M -245.9M -2.6M 0.98 52.82 N/A N/A 26,912 26,337 85,405 78,936 2024-05-22 $101.05 $95.00 15.8% 4.5% 19.5% 13.0% 15.3% 1.7% -0.2% 39.2M -495.4M -2.4M 0.75 49.45 N/A N/A 49,620 37,432 106,254 97,994 2024-05-23 $100.03 $95.00 15.3% 4.3% 19.5% 9.9% 15.5% 1.9% 0.7% 14.0M -333.6M -2.6M 1.52 73.65 N/A N/A 11,457 17,398 109,890 108,031 2024-05-24 $101.95 $95.00 14.0% 3.9% 20.5% 1.2% 14.1% 1.5% 0.8% 57.1M -498.5M -2.5M 1.29 50.21 N/A N/A 8,205 10,576 112,931 113,559 2024-05-28 $101.62 $95.00 15.0% 4.1% 19.2% 7.7% 14.3% 1.8% 0.4% 15.4M -379.7M -2.5M 0.18 51.01 N/A N/A 13,384 2,462 93,016 90,011 2024-05-29 $101.78 $95.00 16.4% 4.2% 18.8% 17.0% 14.6% 2.6% -0.7% 19.0M -397.9M -2.4M 0.31 51.35 N/A N/A 5,157 1,581 98,502 90,905 2024-05-30 $103.47 $95.00 15.0% 4.3% 19.2% 7.9% 15.0% 1.6% -0.3% 41.6M -498.3M -2.5M 0.14 45.55 N/A N/A 20,318 2,833 98,467 91,546 2024-05-31 $103.62 $95.00 15.3% 4.1% 19.3% 9.3% 14.3% -5.5% 0.9% 36.3M -499.3M -2.4M 1.15 38.83 N/A N/A 6,927 7,947 99,282 92,272
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