TJX Options History — July 2024 In July 2024, TJX traded between $110.31 and $114.93. ATM implied volatility averaged 18.6%, placing in the 31.4% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 7.3% (HV 20d: 11.3%). Max pain ranged from $105.00 to $112.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.90.
Notable Days 2024-07-16 : Highest Volume — 23,186 contracts2024-07-24 : Largest IV spike — 12.9% change2024-07-30 : Highest IV Rank — 74.2%2024-07-30 : Largest Expected Move — 5.4%Monthly Statistics Metric Avg Min Max Open Close Price $112.59 $110.31 $114.93 $110.50 $113.35 Max Pain $109.77 $105.00 $112.00 $105.00 $112.00 ATM IV 18.6% 14.5% 25.3% 15.1% 24.2% Expected Move 4.8% 4.1% 5.4% 4.3% 5.2% HV 20d 11.3% 8.6% 13.4% 12.3% 13.3% HV 60d 15.3% 14.6% 15.9% 15.7% 15.2% IV Rank 31.4% 5.2% 74.2% 9.0% 67.3% IV Percentile 50.5% 8.3% 92.5% 23.8% 86.5% Term Structure 0.4% -6.0% 5.1% -0.1% -1.3% VWIV 16.9% 14.1% 20.5% 15.3% 18.4% Skew 25d 1.8% -2.1% 3.3% 2.2% 1.4% Skew 10d 4.4% -6.6% 16.0% 3.4% 4.2% Call IV 25d 18.2% 14.2% 24.6% 14.3% 24.6% Put IV 25d 20.0% 15.7% 26.0% 16.6% 26.0% Bid-Ask Spread % 45.94 27.84 67.61 57.85 64.75 Gamma HHI 0.19 0.10 0.54 0.43 0.15 Net GEX 22.1M 5.3M 75.8M 54.8M 16.0M Net DEX -569.7M -773.0M -372.5M -622.2M -460.5M Net VEX -2.5M -2.7M -2.3M -2.6M -2.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.90 0.12 2.58 0.40 1.15 Total Volume 9,540.455 3,462 23,186 7,106 4,033 Total OI 207,495.682 176,306 235,901 231,129 189,286
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 2024-07-01 $110.50 $105.00 15.1% 4.3% 12.3% 9.0% 15.3% 2.2% -0.1% 54.8M -622.2M -2.6M 0.40 57.85 N/A N/A 5,066 2,040 108,742 122,387 2024-07-02 $110.31 $105.00 15.1% 4.1% 11.5% 9.0% 14.1% 2.1% 1.0% 67.6M -609.3M -2.7M 0.77 66.43 N/A N/A 2,378 1,828 109,306 123,093 2024-07-03 $110.48 $105.00 15.3% 4.2% 11.5% 10.4% 14.7% 1.4% -0.5% 75.8M -642.2M -2.6M 0.44 67.61 N/A N/A 2,403 1,059 110,465 123,458 2024-07-05 $111.60 $110.00 14.5% 4.5% 10.1% 5.2% 15.0% 1.0% 0.1% 17.7M -773.0M -2.5M 0.86 46.41 N/A N/A 4,050 3,500 112,110 123,791 2024-07-08 $112.10 $110.00 15.4% 4.7% 9.7% 10.9% 16.4% 2.2% 0.9% 12.7M -579.0M -2.5M 2.58 36.08 N/A N/A 2,715 7,012 89,648 112,680 2024-07-09 $112.30 $110.00 15.0% 4.7% 9.3% 8.6% 15.4% 1.7% 1.8% 12.9M -586.8M -2.5M 0.34 41.43 N/A N/A 6,519 2,188 90,757 115,791 2024-07-10 $112.72 $110.00 15.0% 4.4% 8.6% 8.5% 15.7% 1.9% 0.5% 18.4M -638.5M -2.4M 0.26 43.80 N/A N/A 8,033 2,122 94,359 117,161 2024-07-11 $113.88 $110.00 15.4% 4.4% 8.9% 10.9% 15.6% -2.1% -0.2% 21.1M -700.4M -2.3M 1.16 61.04 N/A N/A 3,488 4,033 96,929 117,590 2024-07-12 $114.80 $110.00 15.3% 4.5% 9.1% 10.7% 17.3% 1.9% 0.3% 19.0M -720.5M -2.5M 1.60 42.50 N/A N/A 4,941 7,898 97,579 119,176 2024-07-15 $113.34 $110.00 16.0% 4.6% 10.5% 14.6% 16.5% 2.2% 5.1% 15.6M -632.3M -2.5M 1.39 32.65 N/A N/A 1,609 2,234 95,593 112,788 2024-07-16 $114.93 $110.00 15.8% 4.5% 11.3% 13.4% 16.4% 1.9% 3.9% 18.7M -725.6M -2.3M 0.45 67.20 N/A N/A 15,964 7,222 96,226 112,931 2024-07-17 $114.09 $110.00 16.6% 4.8% 10.4% 18.7% 17.0% 2.2% 4.7% 17.8M -679.8M -2.4M 0.70 39.85 N/A N/A 3,954 2,779 106,089 117,087 2024-07-18 $113.20 $110.00 17.3% 4.7% 10.9% 23.3% 17.2% 2.0% 4.6% 14.7M -642.1M -2.6M 1.69 37.85 N/A N/A 5,404 9,113 107,492 117,827 2024-07-19 $112.12 $110.00 19.5% 5.2% 11.6% 37.1% 17.3% 2.2% 3.2% 12.6M -584.7M -2.5M 0.62 32.93 N/A N/A 7,225 4,513 107,906 118,317 2024-07-22 $112.95 $110.00 21.6% 5.0% 11.8% 50.2% 17.0% 3.3% -6.0% 13.3M -444.7M -2.5M 0.28 40.08 N/A N/A 11,412 3,177 91,628 84,678 2024-07-23 $113.47 $110.00 21.4% 4.9% 11.8% 49.3% 17.2% -0.3% -3.1% 22.4M -471.5M -2.5M 0.12 49.09 N/A N/A 19,412 2,279 95,424 85,946 2024-07-24 $111.35 $110.00 24.1% 5.3% 13.3% 66.9% 18.0% 2.3% -1.1% 10.8M -372.5M -2.6M 0.58 55.35 N/A N/A 7,129 4,108 98,838 86,584 2024-07-25 $111.60 $112.00 24.0% 5.3% 13.3% 66.0% 20.5% 2.8% -1.1% 10.6M -374.3M -2.7M 1.79 36.63 N/A N/A 4,150 7,417 101,060 88,010 2024-07-26 $112.09 $112.00 23.5% 5.2% 13.2% 62.5% 18.6% 2.3% -0.9% 5.3M -395.5M -2.6M 1.38 33.03 N/A N/A 2,560 3,544 101,719 92,558 2024-07-29 $112.74 $112.00 23.8% 5.4% 13.4% 64.7% 18.5% 2.8% -1.3% 13.2M -427.3M -2.6M 0.50 30.26 N/A N/A 2,566 1,273 95,732 89,142 2024-07-30 $113.10 $112.00 25.3% 5.4% 13.4% 74.2% 19.2% 2.1% -1.3% 15.0M -449.4M -2.6M 0.76 27.84 N/A N/A 3,152 2,388 97,041 89,981 2024-07-31 $113.35 $112.00 24.2% 5.2% 13.3% 67.3% 18.4% 1.4% -1.3% 16.0M -460.5M -2.5M 1.15 64.75 N/A N/A 1,875 2,158 98,118 91,168
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