TJX · Expected Move
TJX Companies, Inc. (The)
The expected move for TJX is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
TJX straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current TJX Expected Move
30-Day Straddle
$8.00
7-Day Straddle
$3.65
30-Day ATM IV
25.6%
IV Rank
59%
Implied one-standard-deviation move through the next 30 days. Compare to TJX's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
TJX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $8.00 | $3.65 | 25.6% | 59% |
| 20261015 | $7.60 | $3.90 | 24.4% | 48% |
| 20261014 | $7.10 | $4.12 | 21.9% | 26% |
| 20261013 | $6.80 | $4.53 | 21.4% | 21% |
| 20261012 | $7.53 | $2.83 | 22.5% | 31% |
| 20261009 | $6.72 | $3.20 | 22.7% | 33% |
| 20261008 | $7.47 | $4.50 | 24.0% | 44% |
| 20261007 | $7.55 | $3.85 | 22.9% | 35% |
| 20261006 | $7.30 | $3.90 | 22.0% | 26% |
| 20261005 | $7.20 | $3.02 | 22.5% | 31% |
| 20261002 | $6.88 | $3.08 | 22.7% | 33% |
| 20261001 | $6.90 | $4.00 | 22.4% | 30% |
| 20260930 | $7.47 | $3.97 | 23.2% | 37% |
| 20260929 | $7.50 | $4.40 | 23.5% | 40% |
| 20260928 | $7.28 | $2.55 | 23.2% | 37% |
| 20260925 | $6.38 | $3.08 | 22.7% | 32% |
| 20260924 | $6.53 | $3.62 | 21.6% | 23% |
| 20260923 | $7.18 | $3.62 | 22.9% | 34% |
| 20260922 | $6.92 | $4.00 | 22.5% | 30% |
| 20260921 | $7.78 | $2.85 | 24.4% | 48% |
| 20260918 | $6.85 | $3.33 | 24.3% | 47% |
| 20260917 | $6.95 | $3.58 | 23.9% | 43% |
| 20260916 | $6.72 | $3.70 | 23.6% | 41% |
| 20260915 | $6.85 | $3.85 | 23.6% | 40% |
| 20260914 | $6.80 | $2.53 | 22.4% | 30% |
| 20260911 | $6.35 | $2.83 | 22.3% | 29% |
| 20260910 | $6.90 | $3.22 | 22.6% | 32% |
| 20260909 | $6.93 | $3.50 | 23.7% | 42% |
| 20260908 | $6.97 | $3.88 | 22.9% | 34% |
| 20260904 | $7.10 | $2.60 | 22.7% | 33% |
| 20260903 | $6.00 | $2.78 | 20.2% | 10% |
| 20260902 | $6.42 | $2.75 | 20.7% | 14% |
| 20260901 | $6.60 | $3.97 | 21.0% | 17% |
| 20260831 | $5.92 | $2.53 | 19.1% | 0% |
| 20260828 | $6.20 | $2.90 | 20.7% | 13% |
| 20260827 | $5.68 | $3.40 | 19.3% | 0% |
| 20260826 | $7.03 | $4.08 | 21.6% | 15% |
| 20260825 | $6.85 | $4.97 | 21.0% | 9% |
| 20260824 | $7.20 | $3.33 | 21.6% | 15% |
| 20260821 | $6.45 | $3.38 | 20.7% | 6% |
| 20260820 | $6.70 | $4.35 | 21.2% | 11% |
| 20260819 | $7.35 | $4.30 | 21.9% | 18% |
| 20260818 | $9.50 | $7.90 | 27.3% | 71% |
| 20260817 | $9.70 | $6.80 | 28.0% | 79% |
| 20260814 | $8.55 | $7.12 | 25.8% | 57% |
| 20260813 | $10.35 | $7.62 | 28.3% | 81% |
| 20260812 | $9.70 | $7.35 | 26.4% | 63% |
| 20260811 | $10.00 | $7.90 | 27.6% | 75% |
| 20260810 | $10.85 | $3.58 | 29.1% | 89% |
| 20260807 | — | — | 27.5% | 74% |
| 20260806 | $10.80 | $4.75 | 29.7% | 96% |
| 20260805 | $10.70 | $5.33 | 29.4% | 92% |
| 20260804 | $10.45 | $5.32 | 28.7% | 85% |
| 20260803 | $11.00 | $3.58 | 29.3% | 92% |
| 20260731 | $10.05 | $4.00 | 28.0% | 79% |
| 20260730 | $10.10 | $4.60 | 28.0% | 78% |
| 20260729 | $10.95 | $5.08 | 29.0% | 89% |
| 20260728 | $10.65 | $5.55 | 28.7% | 85% |
| 20260727 | $11.10 | $3.67 | 30.2% | 100% |
| 20260724 | $10.25 | $3.67 | 29.5% | 96% |
More on TJX
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.