TJX Options History — December 2024 In December 2024, TJX traded between $120.55 and $127.08. ATM implied volatility averaged 16.2%, placing in the 13.4% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 1.5% (HV 20d: 14.7%). Max pain ranged from $100.00 to $120.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.85.
Notable Days 2024-12-11 : Highest Volume — 11,352 contracts2024-12-16 : Largest IV spike — 15.4% change2024-12-19 : Highest IV Rank — 31.1%2024-12-19 : Largest Expected Move — 5.7%Monthly Statistics Metric Avg Min Max Open Close Price $124.27 $120.55 $127.08 $126.09 $120.55 Max Pain $104.05 $100.00 $120.00 $120.00 $105.00 ATM IV 16.2% 14.4% 19.5% 15.5% 17.0% Expected Move 4.8% 4.1% 5.7% 4.4% 4.9% HV 20d 14.7% 11.8% 16.3% 15.6% 14.1% HV 60d 15.8% 15.3% 16.5% 15.8% 16.5% IV Rank 13.4% 3.7% 31.1% 10.0% 17.5% IV Percentile 34.0% 3.6% 58.7% 29.8% 46.8% Term Structure 0.3% -2.8% 3.5% -0.4% 0.1% VWIV 16.7% 14.5% 19.4% 14.7% 17.6% Skew 25d 1.7% -2.2% 3.8% 1.4% 2.6% Skew 10d 5.7% -2.7% 13.7% -2.7% 11.3% Call IV 25d 15.5% 11.4% 18.6% 15.3% 15.8% Put IV 25d 17.2% 12.2% 21.0% 16.6% 18.5% Bid-Ask Spread % 29.67 6.01 79.00 58.87 12.91 Gamma HHI 0.19 0.13 0.23 0.20 0.16 Net GEX 30.2M 8.8M 48.6M 34.4M 8.8M Net DEX -696.4M -899.0M -457.4M -841.1M -457.4M Net VEX -2.5M -2.7M -2.3M -2.6M -2.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.85 0.14 2.33 0.49 0.62 Total Volume 6,281.619 3,803 11,352 10,944 4,751 Total OI 217,108.905 195,773 226,945 218,158 196,906
Daily Data (21 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 2024-12-02 $126.09 $120.00 15.5% 4.4% 15.6% 10.0% 14.7% 1.4% -0.4% 34.4M -841.1M -2.6M 0.49 58.87 N/A N/A 7,347 3,597 109,459 108,699 2024-12-03 $124.69 $120.00 14.4% 4.3% 16.3% 3.7% 15.0% 1.9% 0.8% 29.2M -749.2M -2.7M 1.08 25.62 N/A N/A 2,385 2,582 110,660 110,959 2024-12-04 $125.57 $120.00 15.1% 4.1% 16.2% 7.5% 14.5% 0.5% 0.9% 34.2M -804.1M -2.7M 0.93 38.64 N/A N/A 2,150 2,004 111,376 111,165 2024-12-05 $126.11 $100.00 14.4% 4.7% 15.7% 4.0% 16.3% 0.8% 0.1% 38.3M -835.7M -2.7M 0.64 12.04 N/A N/A 3,963 2,533 112,002 112,256 2024-12-06 $126.19 $100.00 15.0% 4.7% 14.7% 7.2% 16.1% 3.8% 3.5% 40.9M -841.2M -2.7M 0.42 12.94 N/A N/A 5,375 2,235 113,260 112,790 2024-12-09 $126.05 $100.00 15.0% 4.7% 14.8% 7.2% 16.6% 1.9% 0.8% 45.5M -828.6M -2.6M 0.38 78.58 N/A N/A 3,267 1,255 113,497 107,069 2024-12-10 $127.08 $100.00 15.4% 4.8% 14.9% 9.4% 16.2% 2.2% 1.0% 47.3M -899.0M -2.6M 0.46 13.92 N/A N/A 6,013 2,786 115,416 107,600 2024-12-11 $126.59 $100.00 15.0% 4.9% 14.4% 7.3% 16.5% -2.2% 1.3% 48.3M -864.5M -2.6M 0.14 6.01 N/A N/A 9,992 1,360 116,151 108,987 2024-12-12 $126.56 $100.00 15.6% 4.7% 14.0% 10.0% 16.4% 1.6% 1.1% 48.6M -856.5M -2.5M 0.74 74.45 N/A N/A 2,181 1,622 115,883 109,042 2024-12-13 $125.31 $100.00 15.3% 4.6% 14.3% 8.9% 15.4% -0.9% 0.9% 45.2M -771.2M -2.5M 0.52 13.66 N/A N/A 6,692 3,504 115,223 109,076 2024-12-16 $123.69 $100.00 17.7% 5.2% 15.2% 21.6% 17.4% 1.6% -2.6% 35.3M -639.8M -2.6M 0.29 36.50 N/A N/A 4,427 1,287 113,836 108,612 2024-12-17 $123.47 $100.00 16.7% 4.8% 15.1% 16.1% 17.3% 1.8% -0.2% 35.1M -638.0M -2.5M 1.56 20.98 N/A N/A 2,975 4,644 115,765 109,215 2024-12-18 $122.02 $100.00 19.0% 5.5% 15.8% 28.6% 19.1% 1.8% -1.4% 21.9M -558.0M -2.5M 0.98 79.00 N/A N/A 2,051 2,014 116,167 110,092 2024-12-19 $121.72 $100.00 19.5% 5.7% 15.8% 31.1% 19.4% 2.4% -2.8% 16.7M -542.9M -2.5M 0.89 28.62 N/A N/A 3,010 2,687 116,535 109,905 2024-12-20 $122.69 $100.00 17.3% 4.9% 16.0% 19.2% 18.3% 2.4% 0.5% 15.6M -595.4M -2.4M 0.83 15.62 N/A N/A 3,896 3,224 117,402 109,543 2024-12-23 $121.75 $100.00 16.9% 4.8% 15.4% 17.2% 17.7% 2.9% 0.8% 12.8M -528.9M -2.3M 1.12 17.95 N/A N/A 2,344 2,616 98,816 99,630 2024-12-24 $123.31 $105.00 16.1% 4.5% 11.8% 12.9% 15.5% 2.5% 0.5% 18.4M -597.1M -2.3M 1.65 21.08 N/A N/A 1,656 2,740 99,355 101,940 2024-12-26 $124.86 $105.00 15.6% 4.4% 12.3% 10.3% 16.2% 1.8% 0.2% 25.2M -671.3M -2.3M 1.24 23.41 N/A N/A 1,884 2,335 99,825 103,954 2024-12-27 $123.72 $105.00 16.5% 4.7% 12.6% 15.0% 16.6% 1.4% 0.4% 19.9M -606.9M -2.3M 2.33 18.99 N/A N/A 1,236 2,876 100,111 105,335 2024-12-30 $121.56 $105.00 17.0% 4.9% 13.9% 17.6% 17.0% 2.3% -0.1% 12.8M -497.9M -2.3M 0.46 13.25 N/A N/A 4,386 2,032 98,589 97,184 2024-12-31 $120.55 $105.00 17.0% 4.9% 14.1% 17.5% 17.6% 2.6% 0.1% 8.8M -457.4M -2.3M 0.62 12.91 N/A N/A 2,939 1,812 98,801 98,105
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