TJX Options History — September 2024

In September 2024, TJX traded between $115.80 and $119.79. ATM implied volatility averaged 16.4%, placing in the 14.6% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded below realized volatility by 4.7% (HV 20d: 21.1%). Max pain ranged from $105.00 to $112.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 1.44.

Notable Days

  • 2024-09-13: Highest Volume — 11,864 contracts
  • 2024-09-19: Largest IV drop — 13.6% change
  • 2024-09-04: Highest IV Rank — 25.6%
  • 2024-09-06: Largest Expected Move — 5.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$117.68$115.80$119.79$116.86$117.40
Max Pain$105.70$105.00$112.00$112.00$105.00
ATM IV16.4%14.8%18.5%16.7%17.3%
Expected Move4.7%4.2%5.1%4.7%5.0%
HV 20d21.1%12.8%26.5%26.5%12.8%
HV 60d20.3%19.7%20.5%19.9%20.4%
IV Rank14.6%5.9%25.6%16.3%19.4%
IV Percentile41.6%13.5%56.3%48.8%53.6%
Term Structure0.3%-3.6%3.1%-0.3%2.3%
VWIV16.4%14.9%18.3%18.3%17.7%
Skew 25d2.7%1.7%4.7%4.4%4.4%
Skew 10d5.7%3.7%9.6%4.6%7.8%
Call IV 25d15.3%14.1%16.7%15.5%14.8%
Put IV 25d18.0%16.6%20.0%19.9%19.2%
Bid-Ask Spread %33.2413.2072.3755.0417.42
Gamma HHI0.150.110.380.130.11
Net GEX11.2M5.7M30.5M7.9M6.4M
Net DEX-543.5M-686.4M-462.7M-528.2M-470.7M
Net VEX-2.5M-2.6M-2.4M-2.6M-2.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.440.493.832.460.65
Total Volume6,680.352,75811,86410,7186,201
Total OI199,027.5183,064205,571198,615195,010

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$116.86$112.0016.7%4.7%26.5%16.3%18.3%4.4%-0.3%7.9M-528.2M-2.6M2.4655.04N/AN/A3,1027,61693,952104,663
2024-09-04$117.09$112.0018.5%4.7%26.1%25.6%16.3%4.7%-3.6%7.3M-543.1M-2.5M0.9461.60N/AN/A2,6512,50195,227106,729
2024-09-05$117.81$105.0016.1%4.6%25.1%12.7%17.0%3.0%1.1%8.3M-567.4M-2.5M2.3549.95N/AN/A1,9354,55695,550107,494
2024-09-06$115.80$105.0017.3%5.1%26.0%19.6%17.2%2.6%-0.5%5.7M-462.7M-2.6M1.6939.95N/AN/A2,5564,32596,233109,338
2024-09-09$117.06$105.0016.9%5.0%26.1%17.2%17.3%2.2%0.9%10.5M-542.9M-2.5M1.6638.26N/AN/A2,2673,75394,263104,518
2024-09-10$118.12$105.0017.1%4.7%26.2%18.4%16.1%3.0%-0.6%12.1M-593.3M-2.5M0.4927.79N/AN/A5,3362,62494,976105,482
2024-09-11$117.44$105.0016.8%5.0%26.4%16.7%18.1%1.7%1.1%11.5M-561.6M-2.5M1.0128.96N/AN/A1,3731,38595,788106,175
2024-09-12$118.41$105.0015.9%4.4%25.5%11.9%15.9%2.5%-0.3%14.1M-613.4M-2.4M1.4830.90N/AN/A1,2991,91896,146106,647
2024-09-13$119.79$105.0015.8%4.6%25.1%11.4%15.9%2.1%0.0%30.5M-686.4M-2.4M2.1024.24N/AN/A3,8298,03596,873106,836
2024-09-16$119.62$105.0016.0%4.6%25.2%12.3%15.8%2.3%0.6%14.0M-646.7M-2.5M0.7924.20N/AN/A2,0961,65593,961105,765
2024-09-17$117.65$105.0016.2%4.6%26.1%13.4%17.0%2.5%0.5%12.4M-539.8M-2.5M0.7124.71N/AN/A2,9202,07294,632106,225
2024-09-18$117.17$105.0017.1%4.9%26.2%18.4%16.0%2.4%-1.2%10.9M-516.4M-2.5M1.4472.37N/AN/A2,9204,21794,983107,574
2024-09-19$118.20$105.0014.8%4.2%14.3%6.0%15.0%2.0%0.6%13.3M-579.3M-2.4M0.5934.62N/AN/A3,5132,08195,968108,271
2024-09-20$117.77$105.0014.8%4.2%14.3%5.9%14.9%2.1%0.4%13.7M-548.3M-2.5M1.3025.67N/AN/A3,3494,34797,301108,185
2024-09-23$116.93$105.0015.6%4.5%14.5%10.4%15.6%2.1%0.3%9.1M-471.8M-2.4M1.0027.94N/AN/A4,0834,09688,47794,587
2024-09-24$117.27$105.0016.1%4.5%14.4%12.7%15.5%2.9%3.1%8.5M-481.3M-2.5M0.7836.14N/AN/A4,6333,63291,06998,992
2024-09-25$117.69$105.0016.1%4.6%14.5%13.0%16.1%2.0%0.1%9.3M-505.7M-2.4M2.1116.53N/AN/A1,6313,44692,480100,129
2024-09-26$117.88$105.0016.5%4.8%14.4%15.0%16.4%3.1%0.8%9.2M-506.9M-2.5M1.4513.20N/AN/A2,5293,65893,193101,119
2024-09-27$117.69$105.0016.7%4.7%12.8%16.1%16.2%2.8%0.6%9.2M-503.8M-2.5M3.8315.25N/AN/A1,9617,50694,005101,734
2024-09-30$117.40$105.0017.3%5.0%12.8%19.4%17.7%4.4%2.3%6.4M-470.7M-2.6M0.6517.42N/AN/A3,7582,44392,250102,760