TJX Options History — October 2024 In October 2024, TJX traded between $111.81 and $117.50. ATM implied volatility averaged 23.0%, placing in the 49.7% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 7.1% (HV 20d: 15.9%). Max pain ranged from $105.00 to $120.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 1.20.
Notable Days 2024-10-10 : Highest Volume — 14,657 contracts2024-10-07 : Largest IV spike — 12.6% change2024-10-31 : Highest IV Rank — 79.1%2024-10-31 : Largest Expected Move — 7.5%Monthly Statistics Metric Avg Min Max Open Close Price $114.77 $111.81 $117.50 $116.90 $113.43 Max Pain $115.39 $105.00 $120.00 $105.00 $115.00 ATM IV 23.0% 18.3% 28.5% 18.3% 28.5% Expected Move 6.1% 5.3% 7.5% 5.3% 7.5% HV 20d 15.9% 12.5% 18.0% 12.9% 17.5% HV 60d 21.0% 19.5% 21.5% 20.5% 19.5% IV Rank 49.7% 24.9% 79.1% 24.9% 79.1% IV Percentile 76.4% 57.5% 98.8% 57.5% 98.8% Term Structure 0.5% -1.6% 4.1% 0.8% -1.2% VWIV 21.4% 18.9% 25.9% 18.9% 25.9% Skew 25d 3.2% 2.4% 4.2% 4.2% 4.0% Skew 10d 7.7% 3.0% 12.4% 10.7% 9.3% Call IV 25d 21.4% 16.3% 27.1% 16.3% 27.1% Put IV 25d 24.7% 19.7% 31.1% 20.5% 31.1% Bid-Ask Spread % 23.71 9.62 59.18 43.83 12.22 Gamma HHI 0.10 0.07 0.16 0.11 0.08 Net GEX 5.5M -1.3M 15.8M 7.0M -48.8K Net DEX -365.4M -603.9M -218.6M -460.2M -259.6M Net VEX -2.7M -2.8M -2.6M -2.6M -2.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.20 0.33 3.29 0.93 0.90 Total Volume 6,816.435 2,780 14,657 5,323 4,320 Total OI 201,701.565 176,213 223,062 198,081 196,839
Daily Data (23 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 2024-10-01 $116.90 $105.00 18.3% 5.3% 12.9% 24.9% 18.9% 4.2% 0.8% 7.0M -460.2M -2.6M 0.93 43.83 N/A N/A 2,763 2,560 94,386 103,695 2024-10-02 $116.20 $109.00 18.9% 5.4% 13.1% 27.8% 19.2% 2.8% 1.2% 6.5M -425.5M -2.6M 0.46 37.76 N/A N/A 4,222 1,947 95,490 104,917 2024-10-03 $114.47 $120.00 19.8% 6.0% 13.8% 32.6% 20.8% 2.4% 1.3% 6.0M -352.0M -2.7M 0.83 59.18 N/A N/A 2,894 2,398 98,318 105,657 2024-10-04 $114.77 $120.00 18.6% 5.7% 12.5% 26.1% 21.0% 2.9% 1.7% 6.3M -372.6M -2.7M 2.76 26.39 N/A N/A 2,099 5,785 99,438 104,999 2024-10-07 $111.81 $120.00 20.9% 6.4% 14.8% 38.5% 22.8% 3.2% 1.4% 2.1M -241.0M -2.7M 1.09 31.43 N/A N/A 4,520 4,945 97,485 104,160 2024-10-08 $113.23 $120.00 20.6% 5.8% 15.2% 36.9% 20.7% 3.4% -0.6% 4.9M -325.6M -2.6M 0.72 29.27 N/A N/A 2,827 2,036 98,721 104,891 2024-10-09 $113.90 $120.00 20.2% 5.8% 15.4% 34.7% 20.2% 3.1% -0.1% 6.5M -354.7M -2.7M 1.41 24.42 N/A N/A 2,193 3,083 99,493 105,733 2024-10-10 $112.41 $115.00 20.8% 6.1% 15.5% 38.2% 19.3% 3.2% 0.6% 3.6M -275.7M -2.6M 1.07 16.55 N/A N/A 7,072 7,585 100,103 107,703 2024-10-11 $113.72 $115.00 19.8% 5.6% 15.5% 32.6% 19.6% 3.1% 0.0% 5.9M -336.5M -2.7M 0.81 25.68 N/A N/A 4,286 3,468 105,552 113,301 2024-10-14 $115.07 $115.00 20.1% 5.8% 16.3% 34.2% 20.2% 3.1% 4.1% 11.7M -439.0M -2.6M 0.77 30.25 N/A N/A 2,455 1,891 103,195 111,436 2024-10-15 $116.81 $115.00 21.4% 6.2% 16.4% 41.1% 21.1% 3.1% 3.0% 14.3M -539.9M -2.6M 0.43 21.05 N/A N/A 5,867 2,520 104,051 112,238 2024-10-16 $117.41 $115.00 21.4% 6.1% 16.4% 41.2% 21.1% 3.3% 3.3% 15.8M -586.4M -2.6M 1.90 28.34 N/A N/A 2,649 5,041 105,047 112,430 2024-10-17 $117.50 $115.00 22.1% 6.1% 16.1% 44.7% 20.5% 3.0% 3.1% 11.5M -578.8M -2.7M 0.33 23.29 N/A N/A 6,430 2,145 105,520 114,520 2024-10-18 $117.43 $115.00 22.2% 6.0% 16.1% 45.7% 20.0% 2.9% 3.6% 9.5M -603.9M -2.6M 3.29 21.01 N/A N/A 2,280 7,497 107,891 115,171 2024-10-21 $115.47 $115.00 24.8% 6.1% 17.0% 59.6% 21.6% 2.9% -1.1% 3.5M -317.6M -2.7M 2.33 18.08 N/A N/A 3,253 7,576 83,695 92,518 2024-10-22 $115.38 $115.00 25.9% 6.2% 16.9% 65.1% 21.7% 3.1% -1.5% 3.8M -318.8M -2.7M 1.33 16.60 N/A N/A 2,741 3,634 85,917 97,657 2024-10-23 $114.33 $115.00 27.0% 6.4% 17.1% 71.0% 23.1% 3.8% -1.6% 2.5M -279.9M -2.7M 0.95 11.00 N/A N/A 2,762 2,613 88,242 100,059 2024-10-24 $114.25 $115.00 27.2% 6.4% 17.0% 72.2% 22.2% 3.4% -1.6% 1.3M -279.8M -2.8M 1.06 15.20 N/A N/A 2,181 2,307 89,881 100,553 2024-10-25 $113.73 $115.00 27.2% 6.4% 17.1% 72.0% 22.2% 3.5% -1.6% 5.2K -242.0M -2.8M 1.90 17.90 N/A N/A 1,773 3,365 91,081 101,545 2024-10-28 $114.43 $115.00 27.5% 6.5% 17.3% 74.0% 22.6% 2.9% -1.6% 2.3M -295.1M -2.7M 0.65 16.20 N/A N/A 2,223 1,449 89,827 100,045 2024-10-29 $114.49 $115.00 27.5% 6.6% 17.3% 73.8% 22.9% 3.6% -1.5% 2.7M -300.0M -2.8M 0.70 10.01 N/A N/A 1,639 1,141 91,333 100,723 2024-10-30 $112.65 $115.00 28.1% 7.0% 18.0% 77.1% 24.1% 3.4% -1.4% -1.3M -218.6M -2.7M 0.95 9.62 N/A N/A 4,273 4,070 92,458 101,222 2024-10-31 $113.43 $115.00 28.5% 7.5% 17.5% 79.1% 25.9% 4.0% -1.2% -48.8K -259.6M -2.8M 0.90 12.22 N/A N/A 2,270 2,050 94,165 102,674
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