TJX Options History — August 2024 In August 2024, TJX traded between $108.23 and $120.12. ATM implied volatility averaged 22.5%, placing in the 48.2% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded below realized volatility by 1.3% (HV 20d: 23.7%). Max pain ranged from $110.00 to $112.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 1.14.
Notable Days 2024-08-21 : Highest Volume — 68,628 contracts2024-08-21 : Largest IV drop — 31.2% change2024-08-05 : Highest IV Rank — 100.0%2024-08-05 : Largest Expected Move — 8.5%Monthly Statistics Metric Avg Min Max Open Close Price $113.89 $108.23 $120.12 $113.53 $116.95 Max Pain $110.23 $110.00 $112.00 $112.00 $111.00 ATM IV 22.5% 14.1% 32.4% 25.8% 14.1% Expected Move 6.1% 3.8% 8.5% 5.6% 3.8% HV 20d 23.7% 13.3% 31.0% 13.3% 30.9% HV 60d 18.2% 14.8% 20.2% 14.8% 19.9% IV Rank 48.2% 2.0% 100.0% 77.2% 2.0% IV Percentile 66.4% 2.8% 100.0% 94.8% 2.8% Term Structure -0.2% -4.6% 4.3% -2.1% 0.3% VWIV 21.5% 13.3% 30.4% 19.8% 13.3% Skew 25d 3.3% 0.9% 9.8% 2.8% 1.7% Skew 10d 8.2% 2.6% 22.3% 6.7% 3.8% Call IV 25d 21.7% 12.9% 34.4% 24.9% 12.9% Put IV 25d 24.9% 14.7% 37.6% 27.7% 14.7% Bid-Ask Spread % 36.96 9.22 68.98 56.95 11.46 Gamma HHI 0.23 0.12 0.93 0.15 0.93 Net GEX 37.4M -5.9M 460.8M 16.2M 460.8M Net DEX -521.3M -1.06B -181.3M -453.4M -604.7M Net VEX -2.6M -3.0M -2.1M -2.7M -2.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.14 0.41 3.43 1.23 1.65 Total Volume 15,872.273 3,159 68,628 7,297 14,196 Total OI 200,146.864 168,732 229,609 190,330 220,722
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 2024-08-01 $113.53 $112.00 25.8% 5.6% 13.3% 77.2% 19.8% 2.8% -2.1% 16.2M -453.4M -2.7M 1.23 56.95 N/A N/A 3,278 4,019 98,817 91,513 2024-08-02 $112.72 $112.00 27.3% 6.3% 13.3% 87.0% 22.3% 3.2% -4.6% 9.7M -413.3M -2.7M 0.71 32.20 N/A N/A 7,806 5,538 99,761 93,108 2024-08-05 $108.23 $110.00 32.4% 8.5% 19.6% 100.0% 30.4% 3.2% 0.3% -401.1K -181.3M -3.0M 1.70 68.98 N/A N/A 5,371 9,128 95,677 89,002 2024-08-06 $110.08 $110.00 28.5% 7.7% 20.7% 79.4% 26.3% 8.5% -0.7% 1.7M -260.6M -2.9M 0.97 67.27 N/A N/A 3,480 3,388 97,451 89,391 2024-08-07 $108.34 $110.00 29.9% 7.8% 21.3% 86.7% 28.9% 5.0% -0.7% -1.4M -199.4M -2.8M 1.02 62.55 N/A N/A 4,129 4,199 98,658 90,450 2024-08-08 $109.72 $110.00 27.9% 7.6% 21.5% 76.2% 27.1% 9.8% 0.3% -1.4M -254.9M -2.8M 1.19 59.33 N/A N/A 2,022 2,410 100,298 91,964 2024-08-09 $110.57 $110.00 27.3% 7.5% 21.4% 72.7% 26.0% 4.2% -1.1% -2.6M -296.4M -2.7M 1.82 43.87 N/A N/A 2,801 5,096 100,334 92,835 2024-08-12 $110.84 $110.00 25.0% 7.4% 21.1% 60.4% 25.5% 4.0% 4.3% -324.3K -317.8M -2.6M 0.54 44.41 N/A N/A 5,846 3,131 98,200 90,985 2024-08-13 $111.18 $110.00 25.8% 7.4% 20.4% 64.7% 26.0% 1.1% 1.3% -1.5M -338.7M -2.6M 1.12 37.39 N/A N/A 1,491 1,668 100,706 92,527 2024-08-14 $109.49 $110.00 25.1% 7.0% 20.9% 60.9% 25.2% 2.8% 0.4% -5.9M -242.6M -2.7M 0.71 37.38 N/A N/A 6,637 4,684 101,156 93,109 2024-08-15 $111.56 $110.00 24.2% 6.8% 22.0% 56.4% 23.7% 3.8% -0.4% -927.8K -397.6M -2.6M 0.83 29.74 N/A N/A 3,699 3,085 103,486 95,056 2024-08-16 $111.62 $110.00 25.1% 7.0% 21.8% 61.3% 24.0% 2.3% -0.6% 1.7M -414.8M -2.5M 0.71 37.99 N/A N/A 7,604 5,387 105,072 94,222 2024-08-19 $112.47 $110.00 25.6% 7.3% 21.8% 63.5% 24.2% 3.2% -0.9% 11.7M -460.5M -2.4M 0.44 34.13 N/A N/A 7,192 3,152 84,769 83,963 2024-08-20 $112.78 $110.00 24.4% 6.9% 21.7% 57.5% 24.2% 3.0% -1.2% 12.8M -473.2M -2.6M 0.41 9.85 N/A N/A 41,160 17,076 88,981 88,406 2024-08-21 $119.91 $110.00 16.8% 4.8% 29.8% 16.7% 17.2% 2.2% -0.4% 52.1M -1.06B -2.1M 0.47 54.58 N/A N/A 46,662 21,966 121,047 100,917 2024-08-22 $119.53 $110.00 15.8% 4.5% 29.9% 11.3% 16.0% 1.8% 0.5% 48.0M -939.4M -2.2M 1.06 32.35 N/A N/A 13,062 13,894 116,402 103,888 2024-08-23 $119.32 $110.00 14.6% 4.2% 29.9% 5.0% 14.9% 1.7% 0.6% 41.0M -927.0M -2.3M 1.21 28.52 N/A N/A 6,294 7,619 119,178 110,431 2024-08-26 $120.03 $110.00 14.9% 4.1% 29.9% 6.6% 14.3% 0.9% -0.4% 35.4M -886.9M -2.3M 3.43 21.05 N/A N/A 3,480 11,949 107,764 98,623 2024-08-27 $120.12 $110.00 14.8% 4.0% 30.0% 6.0% 14.4% 2.3% -0.1% 17.9M -877.8M -2.3M 1.04 20.25 N/A N/A 5,691 5,927 109,181 105,314 2024-08-28 $119.41 $110.00 14.7% 4.2% 30.1% 5.4% 14.5% 2.1% 0.7% 26.0M -817.7M -2.4M 1.81 13.58 N/A N/A 3,361 6,100 110,952 107,773 2024-08-29 $117.28 $110.00 14.4% 4.1% 31.0% 3.8% 13.8% 2.2% 0.8% 103.1M -651.5M -2.5M 1.10 9.22 N/A N/A 6,923 7,589 111,536 109,606 2024-08-30 $116.95 $111.00 14.1% 3.8% 30.9% 2.0% 13.3% 1.7% 0.3% 460.8M -604.7M -2.5M 1.65 11.46 N/A N/A 5,347 8,849 113,196 107,526
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