TJX Options History — June 2024 In June 2024, TJX traded between $105.22 and $111.34. ATM implied volatility averaged 14.6%, placing in the 5.6% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded below realized volatility by 2.9% (HV 20d: 17.6%). Max pain ranged from $95.00 to $105.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 1.49.
Notable Days 2024-06-03 : Highest Volume — 36,490 contracts2024-06-17 : Largest IV spike — 7.2% change2024-06-27 : Highest IV Rank — 9.6%2024-06-06 : Largest Expected Move — 4.5%Monthly Statistics Metric Avg Min Max Open Close Price $108.80 $105.22 $111.34 $105.22 $110.47 Max Pain $100.79 $95.00 $105.00 $95.00 $105.00 ATM IV 14.6% 13.7% 15.2% 15.1% 14.9% Expected Move 4.2% 3.9% 4.5% 4.4% 4.3% HV 20d 17.6% 12.2% 20.4% 19.6% 12.2% HV 60d 17.4% 16.3% 17.9% 17.4% 16.3% IV Rank 5.6% 0.0% 9.6% 8.4% 7.9% IV Percentile 10.9% 0.0% 24.6% 17.9% 19.0% Term Structure 0.2% -1.3% 1.6% 0.9% -0.0% VWIV 15.2% 13.8% 17.4% 17.4% 15.7% Skew 25d 1.7% 0.2% 3.2% 0.2% 2.0% Skew 10d 4.1% 2.4% 8.4% 8.4% 6.0% Call IV 25d 14.0% 13.2% 16.1% 16.1% 14.2% Put IV 25d 15.7% 14.8% 16.7% 16.3% 16.1% Bid-Ask Spread % 39.10 7.65 78.47 56.41 61.72 Gamma HHI 0.28 0.14 0.39 0.28 0.39 Net GEX 43.1M 19.6M 66.0M 21.9M 44.4M Net DEX -736.6M -990.1M -537.2M -537.2M -605.8M Net VEX -2.5M -2.8M -2.4M -2.5M -2.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.49 0.23 3.76 1.98 0.81 Total Volume 17,341 5,997 36,490 36,490 11,381 Total OI 245,682.947 183,529 297,295 183,529 252,393
Daily Data (19 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 2024-06-03 $105.22 $95.00 15.1% 4.4% 19.6% 8.4% 17.4% 0.2% 0.9% 21.9M -537.2M -2.5M 1.98 56.41 N/A N/A 12,242 24,248 92,115 91,414 2024-06-04 $105.53 $100.00 14.8% 4.2% 19.0% 6.3% 16.1% 2.2% 0.1% 19.6M -561.3M -2.5M 0.99 54.46 N/A N/A 10,470 10,407 98,040 110,678 2024-06-05 $107.57 $100.00 14.4% 4.1% 19.7% 4.1% 14.7% 1.0% 0.0% 25.8M -693.8M -2.4M 0.65 65.56 N/A N/A 12,088 7,902 102,314 116,579 2024-06-06 $106.91 $95.00 15.0% 4.5% 20.0% 7.4% 15.0% 0.7% -0.2% 28.0M -670.9M -2.4M 0.73 17.72 N/A N/A 9,004 6,567 107,051 119,549 2024-06-07 $107.91 $97.50 15.2% 4.1% 20.1% 9.2% 14.9% 2.2% 0.8% 42.1M -739.0M -2.4M 1.14 7.65 N/A N/A 7,672 8,775 113,808 122,514 2024-06-10 $107.06 $97.50 14.8% 4.3% 20.4% 6.7% 15.6% 1.8% 0.3% 31.0M -653.5M -2.5M 0.23 14.14 N/A N/A 23,536 5,509 113,878 120,018 2024-06-11 $107.10 $100.00 14.4% 4.4% 20.4% 3.9% 15.1% 3.2% 1.6% 49.3M -706.1M -2.6M 1.22 12.97 N/A N/A 4,697 5,735 132,775 122,984 2024-06-12 $107.31 $100.00 14.4% 4.3% 20.4% 3.7% 14.4% 0.5% 0.8% 51.8M -732.2M -2.6M 1.41 78.10 N/A N/A 3,618 5,112 133,504 125,881 2024-06-13 $108.30 $100.00 13.9% 3.9% 19.9% 0.2% 13.8% 1.4% -0.2% 59.7M -813.1M -2.6M 0.42 22.07 N/A N/A 9,133 3,834 133,567 128,331 2024-06-14 $108.51 $100.00 13.7% 3.9% 19.9% 0.0% 13.8% 1.5% -0.0% 59.5M -828.0M -2.6M 1.64 78.47 N/A N/A 5,806 9,514 134,959 129,279 2024-06-17 $110.43 $100.00 14.7% 4.2% 20.3% 6.3% 15.3% 1.9% -0.2% 61.3M -968.9M -2.4M 0.87 34.52 N/A N/A 16,393 14,231 131,879 128,209 2024-06-18 $110.56 $100.00 14.3% 4.1% 17.7% 4.0% 14.3% 1.8% -0.1% 66.0M -983.9M -2.5M 0.89 39.35 N/A N/A 7,625 6,794 135,272 138,801 2024-06-20 $110.77 $100.00 15.0% 4.3% 17.5% 8.4% 17.1% 2.3% -0.2% 59.3M -990.1M -2.5M 3.76 51.83 N/A N/A 6,206 23,321 137,016 142,859 2024-06-21 $110.73 $105.00 14.0% 4.0% 14.3% 2.0% 14.2% 1.9% 0.2% 50.9M -952.5M -2.7M 1.54 38.15 N/A N/A 5,542 8,561 136,895 160,400 2024-06-24 $111.34 $105.00 14.8% 4.0% 13.2% 6.9% 14.1% 1.0% -1.3% 40.3M -707.3M -2.5M 1.58 22.78 N/A N/A 4,246 6,712 104,997 123,022 2024-06-25 $110.35 $105.00 14.6% 4.1% 13.1% 6.0% 14.6% 2.1% -0.0% 40.2M -620.2M -2.6M 3.29 16.81 N/A N/A 3,438 11,295 107,170 127,172 2024-06-26 $110.77 $105.00 14.6% 4.2% 12.8% 5.6% 16.5% 1.9% 0.7% 33.7M -634.0M -2.7M 2.93 47.24 N/A N/A 3,017 8,851 108,833 134,401 2024-06-27 $110.38 $105.00 15.2% 4.3% 13.0% 9.6% 16.0% 2.6% -0.3% 34.1M -598.6M -2.7M 2.18 23.02 N/A N/A 1,883 4,114 109,559 139,860 2024-06-28 $110.47 $105.00 14.9% 4.3% 12.2% 7.9% 15.7% 2.0% -0.0% 44.4M -605.8M -2.8M 0.81 61.72 N/A N/A 6,288 5,093 111,433 140,960
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