TJX Options History — November 2024

In November 2024, TJX traded between $112.20 and $126.46. ATM implied volatility averaged 23.6%, placing in the 53.0% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 7.9% (HV 20d: 15.7%). Max pain ranged from $115.00 to $120.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.89.

Notable Days

  • 2024-11-20: Highest Volume — 43,747 contracts
  • 2024-11-20: Largest IV drop — 25.5% change
  • 2024-11-05: Highest IV Rank — 84.7%
  • 2024-11-04: Largest Expected Move — 8.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$119.63$112.20$126.46$112.72$126.14
Max Pain$116.05$115.00$120.00$115.00$120.00
ATM IV23.6%14.9%29.5%29.0%15.2%
Expected Move6.5%4.3%8.0%7.4%4.3%
HV 20d15.7%14.3%17.6%17.6%16.0%
HV 60d17.4%15.1%19.8%19.3%16.3%
IV Rank53.0%6.5%84.7%82.0%8.1%
IV Percentile75.1%15.9%99.2%99.2%23.4%
Term Structure-0.7%-2.0%2.3%-1.3%0.3%
VWIV22.8%15.0%28.0%25.4%15.3%
Skew 25d2.2%0.8%3.7%3.5%1.0%
Skew 10d6.2%1.4%16.6%1.8%1.4%
Call IV 25d22.7%14.4%28.5%28.5%14.4%
Put IV 25d24.9%15.5%32.0%32.0%15.5%
Bid-Ask Spread %33.9813.7271.4047.8431.65
Gamma HHI0.200.080.840.090.21
Net GEX28.3M-2.1M174.5M-2.1M36.1M
Net DEX-554.2M-899.7M-199.2M-223.2M-866.2M
Net VEX-2.8M-2.9M-2.6M-2.8M-2.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.890.152.501.460.64
Total Volume14,7342,96543,74712,7012,965
Total OI209,561.55184,026238,695198,572227,295

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$112.72$115.0029.0%7.4%17.6%82.0%25.4%3.5%-1.3%-2.1M-223.2M-2.8M1.4647.84N/AN/A5,1547,54795,256103,316
2024-11-04$112.20$115.0027.6%8.0%15.0%74.6%26.6%2.7%2.3%-1.5M-199.2M-2.8M0.7445.02N/AN/A3,8132,83795,040102,651
2024-11-05$113.53$115.0029.5%7.7%14.9%84.7%28.0%3.5%-1.2%1.2M-264.6M-2.9M1.8634.91N/AN/A2,7795,18297,638104,458
2024-11-06$115.31$115.0027.4%7.3%15.7%73.0%25.4%2.8%-0.9%6.6M-360.6M-2.9M1.5767.19N/AN/A2,7314,28198,557106,330
2024-11-07$117.53$115.0027.1%7.1%16.2%71.6%25.4%3.7%-1.4%15.5M-482.0M-2.8M1.0471.40N/AN/A1,9272,00399,267107,591
2024-11-08$117.98$115.0026.7%7.2%15.8%69.8%25.6%2.8%-1.2%18.3M-487.5M-2.9M1.0126.64N/AN/A3,5283,55299,473108,066
2024-11-11$117.95$115.0027.4%7.4%15.4%73.5%26.5%2.3%-1.2%15.0M-484.2M-2.7M0.7726.81N/AN/A1,8011,38597,769103,873
2024-11-12$119.75$115.0027.6%7.6%15.4%74.3%26.9%1.3%-0.8%24.3M-585.4M-2.7M0.3631.57N/AN/A17,7256,36398,073104,353
2024-11-13$121.25$115.0027.1%7.5%15.8%71.7%26.7%1.9%-0.9%46.3M-669.6M-2.8M0.1535.38N/AN/A25,3253,775103,639104,606
2024-11-14$120.37$115.0026.3%7.3%16.1%67.4%25.3%2.5%-1.0%32.3M-578.4M-2.7M0.9620.04N/AN/A3,3073,17896,806106,021
2024-11-15$120.05$115.0027.4%7.5%16.2%73.4%26.4%2.6%-2.0%174.5M-525.5M-2.9M0.8960.13N/AN/A4,8284,28296,797107,337
2024-11-18$119.63$115.0026.0%7.4%14.9%66.0%25.7%2.3%-1.4%10.6M-496.9M-2.7M0.4316.57N/AN/A9,0203,83987,53596,491
2024-11-19$119.50$115.0026.1%7.4%14.9%66.4%26.0%1.8%-1.2%12.5M-524.4M-2.7M0.9514.00N/AN/A19,98519,01194,48198,695
2024-11-20$119.96$117.0019.4%5.6%14.3%30.8%18.7%2.3%-0.7%19.6M-534.9M-2.8M0.6532.06N/AN/A26,48017,267108,067114,260
2024-11-21$119.61$117.0018.4%5.3%14.4%25.4%18.7%2.1%-0.6%21.6M-543.3M-2.8M0.6318.84N/AN/A5,4423,414117,678118,776
2024-11-22$121.40$117.0016.7%4.7%14.8%16.3%16.6%0.8%0.7%27.3M-680.9M-2.7M0.6117.51N/AN/A10,1646,203118,758119,937
2024-11-25$125.09$118.0016.8%4.8%17.6%16.7%17.0%1.7%-1.9%33.6M-813.0M-2.7M0.4613.72N/AN/A10,1214,613107,206107,436
2024-11-26$126.13$118.0014.9%4.3%17.6%6.5%15.6%1.6%0.7%36.4M-864.1M-2.7M2.5046.45N/AN/A3,5408,864109,046108,426
2024-11-27$126.46$119.0015.2%4.3%15.8%8.3%15.0%1.2%0.2%36.7M-899.7M-2.6M0.1821.78N/AN/A22,3864,063109,977110,250
2024-11-29$126.14$120.0015.2%4.3%16.0%8.1%15.3%1.0%0.3%36.1M-866.2M-2.7M0.6431.65N/AN/A1,8131,152114,884112,411