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TJX Companies TJX 144.76 7.13 5.18%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $145.00
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.1% ±$1.54 $143.46 – $146.54 $143.16 – $146.84 $141.71 – $148.29
2 sessions ±1.5% ±$2.13 $142.87 – $147.13 $142.40 – $147.60 $140.39 – $149.61
3 sessions ±1.9% ±$2.70 $142.30 – $147.70 $141.80 – $148.20 $139.27 – $150.73
1 week ±2.4% ±$3.42 $141.58 – $148.42 $140.82 – $149.18 $137.71 – $152.29
2 weeks Earnings ±6.2% ±$8.96 $136.04 – $153.96 $133.94 – $156.06 $126.12 – $163.88
3 weeks Earnings ±6.6% ±$9.61 $135.39 – $154.61 $133.10 – $156.90 $124.79 – $165.21
1 month Earnings ±7.1% ±$10.34 $134.66 – $155.34 $132.17 – $157.83 $123.26 – $166.74
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. TJX reports in 10 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±4.19%
Average actual move
2.65%
Beyond the implied move
2 / 7
Median IV change
-30.07%
Reaction session Implied Actual Used ATM IV before → after
August 19, 2026 ±3.86% -4.21% 1.09× —
May 20, 2026 ±3.62% +5.66% 1.57× —
February 25, 2026 ±4.44% -1.17% 0.26× —
August 20, 2025 ±4.33% +2.71% 0.63× 28.8% → 20.8%
May 21, 2025 ±3.98% -2.89% 0.73× 29.6% → 21.2%
February 26, 2025 ±4.49% +1.78% 0.40× 32.7% → 22.4%
November 20, 2024 ±4.60% +0.15% 0.03× 30.9% → 20.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →