Consumer Discretionary Consumer Reference Data Updated 2026-05-31

TJX Gamma Exposure, IV Rank & Implied Volatility

TJX Companies (TJX) options data — GEX, IV rank, options chain & Greeks

TJX options trade with implied volatility typically in the 18% - 38% range, averaging N/A in daily volume with very good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.

IV Rank 49.6 /100
IV 56.8%
Simulated data for display · open live TJX on the platform →

An IV rank near 49.6 (the value shown here is illustrative) would mean implied volatility is in roughly the 49.6th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live TJX IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 43.62%89.47%

Chart shows simulated data for display purposes. View the real TJX IV history on the live platform →

Comprehensive options market data for TJX Companies (TJX).

TJX Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 18% - 38%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Very Good
IV Range
18% - 38%
Weeklies
Yes

1 About TJX Companies (TJX)

TJX Companies (TJX) is a retail company listed on NYSE.

Company Profile

Sector Consumer Discretionary
Industry Retail
Market Cap See live data
Exchange NYSE

Key Dates

Next Earnings See earnings calendar
Earnings Frequency Quarterly
Dividend Schedule See company page
Fiscal Year End December

TJX Companies is a Retail) company in the Consumer Discretionary sector.

2 TJX Options Market Overview

TJX options provide trading opportunities for options traders.

Average Daily Volume N/A
Total Open Interest N/A
Put/Call Ratio N/A
Typical ATM Spread N/A
Weekly Options Available
LEAPS Available Yes

Liquidity Assessment: Very Good

TJX options provide trading opportunities across multiple expirations.

3 TJX Implied Volatility & IV Rank

TJX implied volatility patterns reflect the retail sector dynamics.

Low IV Environment
18% - 23%
Below average volatility
Typical IV Range
23% - 33%
Normal conditions
Elevated IV
33% - 38%
Above average volatility

Earnings Impact

IV typically expands before earnings and contracts after the announcement.

The post-earnings volatility drop is known as IV crush. Holders of short TJX options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

TJX IV generally trades near historical volatility, with premiums expanding around earnings.

Term Structure

Typically upward sloping under normal conditions.

View TJX Volatility Lab

TJX Gamma Exposure (GEX)

Gamma Exposure analysis for TJX reveals dealer hedging dynamics at key strike levels.

Typical GEX Profile: TJX tends to operate in a positive gamma environment during normal conditions.

Key Levels:

Dealer Hedging:

View Live TJX GEX

4 Common TJX Options Strategies

These are strategies commonly used by traders on TJX options, based on typical market characteristics. This is not investment advice.

Popular for TJX shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on TJX.

Range-bound strategy for TJX between events.

Key Considerations for TJX Options

  • Monitor TJX earnings dates for IV expansion/contraction patterns
  • Consider the stock's beta when sizing options positions
  • TJX options liquidity varies by expiration - prefer near-term and monthly expirations

Frequently Asked Questions: TJX Options

What is TJX's typical implied volatility?

TJX implied volatility typically ranges from 18% - 38%. IV patterns are influenced by earnings, sector events, and market conditions.

Does TJX have weekly options?

Yes, TJX offers weekly options expirations.

What is TJX's options trading profile?

TJX (TJX Companies) options trade with very good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 18% - 38% range. The position sits in the Consumer Discretionary category for portfolio diversification and options strategy design.

How does TJX implied volatility behave around earnings?

IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.

What options strategies work well on TJX?

Popular strategies on TJX options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 18% - 38% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.

What is TJX's gamma exposure (GEX)?

Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence TJX's intraday price action. TJX tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live TJX GEX levels and the gamma-flip point on ApexVol.

What is TJX's IV rank?

TJX's IV rank shows where TJX's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. TJX implied volatility typically ranges from 18% - 38%. Check TJX's live IV rank and percentile on ApexVol's IV analytics.

TJX Key Events

Earnings Months
January April July October

Related Tickers

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Written by
ApexVol Research Team
Quantitative options research
All calculations use live ORATS institutional data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and ORATS data change. Last revised 2026-05-31. How we research →

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