Options Skew Analytics

TJX option chain

Strikes around the forward, as they were quoted at the close

Data as of 9 November 2026 (end of day)

2026-11-13(4 days)ATM 32.55%±4.70skew +2.28
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0—$12.20$14.70—$124.00—————
02$11.20$13.70—$125.00—————
020$6.60$8.60—$130.0035.53%$0.10$0.155519
12$4.90$6.70—$132.00—————
02$3.50$5.80—$133.0033.88%$0.35$0.452716
021$3.20$4.80—$134.0033.49%$0.50$0.65226
11263$3.50$3.90—$135.0032.44%$0.65$0.9036125
111$2.80$3.10—$136.0032.60%$1.00$1.20104411
2318$2.20$2.50—$137.0032.65%$1.40$1.60229
4641$1.65$1.9032.54%$138.00—$1.85$2.10692
2333$1.20$1.5032.71%$139.00—$2.40$2.651120
89131$0.75$1.0030.36%$140.00—$3.00$3.30646407
789$0.50$0.7030.16%$141.00—$3.40$4.005157
2824$0.30$0.5030.07%$142.00—$4.40$6.70380
—————$143.00—$5.00$7.50110
—————$144.00—$6.00$7.70471
—————$145.00—$7.00$8.60370
—————$146.00—$8.00$10.30310
—————$147.00—$9.00$11.40160
—————$148.00—$9.90$12.40140
—————$149.00—$10.90$13.30100

Forward $137.80. The 25-delta put carries +2.28 volatility points over the 25-delta call.

2026-11-20(11 days)ATM 43.72%±10.46skew +2.54
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0—$8.90$11.40—$128.0045.70%$0.85$1.15—0
0—$8.10$10.50—$129.0044.93%$0.95$1.35—0
0298$8.40$9.50—$130.0044.94%$1.30$1.4599250
0—$7.30$8.90—$131.0044.88%$1.45$1.80—0
0—$7.30$7.90—$132.0045.66%$1.70$2.25—7
2—$6.20$7.30—$133.0044.79%$1.90$2.55—0
021$5.70$6.60—$134.0044.72%$2.40$2.7571861
1357$5.30$6.00—$135.0044.81%$2.75$3.202,75239
130$4.50$5.50—$136.0044.23%$3.10$3.6022420
231$4.20$4.90—$137.0044.60%$3.60$4.101497
222$3.90$4.3044.03%$138.00—$4.00$4.60391
1425$3.20$3.7042.01%$139.00—$4.60$4.90128609
251,599$3.00$3.4043.81%$140.00—$5.10$5.7057620
5102$2.60$2.8542.82%$141.00—$5.60$6.502043
935$2.25$2.5042.78%$142.00—$6.20$6.90420
4116$1.70$2.3542.34%$143.00—$7.00$8.106850
122$1.45$1.8541.14%$144.00—$7.60$8.301531
582,085$1.35$1.6542.34%$145.00—$8.30$8.90651601
1280$1.05$1.4541.90%$146.00—$9.00$11.40660
—————$147.00—$9.60$12.30510
—————$148.00—$10.60$13.1070

Forward $137.80. The 25-delta put carries +2.54 volatility points over the 25-delta call.

2026-11-27(18 days)ATM 36.07%±11.05skew +0.94
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$128.0037.15%$0.95$1.2010
—————$129.0038.56%$1.15$1.6520
03$7.50$10.10—$130.0037.02%$1.35$1.651720
—————$131.0036.90%$1.60$1.90540
—————$132.0040.82%$1.90$3.00120
01$5.80$7.70—$133.0037.91%$2.10$2.856,1040
—————$134.0037.81%$2.45$3.20280
09$5.70$7.40—$135.0037.85%$2.95$3.506212
01$4.70$5.70—$136.0038.23%$3.40$4.00152
32$4.70$5.40—$137.0037.70%$3.90$4.30282
214$4.30$4.70—$138.00—$4.10$4.90670
14$3.50$4.3035.78%$139.00—$4.60$5.70340
118$3.40$3.7036.44%$140.00—$5.40$5.9060
179$3.00$3.3036.41%$141.00—$6.00$6.90660
022$2.65$2.9036.30%$142.00—$6.70$7.20310
03$1.80$2.6534.33%$143.00—$6.70$7.9010
022$1.90$2.4536.57%$144.00—$8.00$8.9040
239$1.65$2.0035.81%$145.00—$8.70$9.3070
12$1.45$1.7535.96%$146.00—$9.00$11.101110
—————$147.00—$9.80$12.50960
54$1.05$1.3035.73%$148.00—————

Forward $138.00. The 25-delta put carries +0.94 volatility points over the 25-delta call.

2026-12-04(25 days)ATM 33.51%±12.08skew -1.13
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$127.0032.97%$0.90$1.2010
—————$128.0032.76%$1.10$1.35015
—————$129.0032.57%$1.30$1.551800
—————$131.0032.82%$1.80$2.15260
—————$132.0032.76%$2.10$2.4510
—————$133.0034.01%$2.35$3.2070
—————$134.0035.67%$2.75$4.0010
45$6.40$6.70—$135.0034.30%$3.20$4.0091
51$5.00$6.20—$136.0033.64%$3.50$4.40220
101$5.20$5.80—$137.0034.88%$3.90$5.30200
51$4.30$5.1033.44%$138.00—$4.40$5.4021
47$3.90$4.7033.84%$139.00—$5.10$7.00150
123$3.80$4.1034.38%$140.00—$5.80$6.603620
04$3.40$3.7034.35%$141.00—$6.20$7.003690
13$2.75$3.4033.56%$142.00—————
14$2.70$3.1034.75%$143.00—————
03$2.40$2.7034.45%$144.00—$8.20$10.5010
010$1.80$2.7534.51%$145.00—$8.70$10.0010
06$1.60$2.3033.95%$146.00—$9.50$10.4020
—————$147.00—$9.20$12.1010
053$1.00$1.6033.72%$149.00—————

Forward $137.80. The 25-delta put carries -1.13 volatility points over the 25-delta call.

2026-12-11(32 days)ATM 33.56%±13.62skew -3.78
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0—$13.80$15.60—$124.00—————
01$12.20$15.10—$125.0030.62%$0.75$1.15761
05$10.50$13.70—$127.0029.68%$0.95$1.5010
01$8.30$10.70—$130.00—————
01$6.50$7.40—$135.0030.43%$3.30$4.5020
104$5.40$6.10—$137.00—————
02$4.40$5.6033.61%$138.00—————
01$4.00$5.1033.54%$139.00—$5.20$7.7010
19$3.90$4.6034.23%$140.00—$5.80$6.6010
01$2.95$3.9033.68%$142.00—————
23$2.75$3.5033.88%$143.00—————
221$2.05$3.1034.14%$145.00—$9.00$11.1070
77$1.20$1.6033.46%$150.00—————

Forward $137.09. The 25-delta put carries -3.78 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 31.04%±14.02skew +1.08
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
084$56.10$59.90—$80.00—————
08$51.10$54.50—$85.00—————
055$46.10$49.60—$90.00—————
01$43.60$47.10—$92.50—————
092$41.10$44.40—$95.00—————
01$38.70$42.10—$97.50—————
055$36.20$39.60—$100.00—————
016$31.20$34.40—$105.00—————
039$26.50$28.90—$110.00—————
037$21.70$24.10—$115.00—————
0145$17.50$19.40—$120.0033.45%$0.60$0.7078310
5249$13.50$14.90—$125.0032.41%$1.20$1.351,34434
0535$10.00$10.90—$130.0031.39%$2.25$2.401,40746
4656$7.30$7.50—$135.0030.99%$3.90$4.205,00231
411,906$4.60$4.9031.04%$140.00—$6.40$6.709501
172,939$2.80$3.0030.78%$145.00—$9.50$10.206320
234,226$1.55$1.7030.31%$150.00—$13.20$14.502411
24717$0.80$0.9530.25%$155.00—$17.30$19.801310
201,031$0.35$0.5530.30%$160.00—————
7575$0.15$0.2529.84%$165.00—————
—————$195.00—$55.90$59.3030

Forward $138.19. The 25-delta put carries +1.08 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 28.72%±17.06skew +1.29
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0424$66.30$69.70—$70.00—————
016$61.30$65.00—$75.00—————
016$56.40$59.90—$80.00—————
06$51.40$54.80—$85.00—————
034$46.50$49.90—$90.00—————
036$41.60$45.00—$95.00—————
045$36.70$40.00—$100.00—————
038$31.90$34.40—$105.00—————
040$27.30$29.60—$110.00—————
088$22.50$24.80—$115.0033.40%$0.60$1.001,0093
0430$18.00$20.30—$120.0031.50%$1.05$1.459439
0247$14.40$16.00—$125.0029.62%$1.85$2.003,6143
01,066$10.90$12.40—$130.0029.17%$3.10$3.303,72912
121,667$8.70$9.00—$135.0028.98%$4.90$5.201,22217
251,084$6.00$6.3028.70%$140.00—$7.30$7.601,88512
974,674$4.00$4.3028.41%$145.00—$10.30$10.608600
91,966$2.55$2.7027.87%$150.00—$13.70$15.901,8091
81,355$1.55$1.6527.58%$155.00—$17.80$19.305053
132,037$0.90$1.0027.50%$160.00—$22.20$23.905622
41,746$0.50$0.6027.51%$165.00—$27.00$29.40120
12,524$0.25$0.4027.81%$170.00—$31.00$34.4010

Forward $138.69. The 25-delta put carries +1.29 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 28.90%±23.97skew +2.28
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$56.70$60.20—$80.00—————
02$47.20$49.70—$90.00—————
02$42.40$44.70—$95.00—————
013$38.30$40.00—$100.00—————
06$33.00$35.30—$105.00—————
05$28.50$30.80—$110.0032.46%$1.05$1.554195
028$24.10$26.40—$115.0031.68%$1.65$2.252011
051$20.00$22.20—$120.0030.53%$2.60$2.9037924
0188$16.40$18.70—$125.0029.95%$3.80$4.1041314
0183$13.20$15.10—$130.0029.57%$5.30$5.8074315
0296$10.50$11.90—$135.0028.76%$7.00$7.802222
7637$8.50$9.4028.89%$140.00—$9.30$10.602993
6337$6.80$7.1028.93%$145.00—$12.20$13.501975
4940$4.70$5.4028.10%$150.00—$15.50$17.506930
24583$3.70$3.9028.25%$155.00—$19.00$20.901490
16362$2.50$2.8027.67%$160.00—$22.90$25.50880
1281$1.55$2.0527.18%$165.00—$27.60$29.901,0490
2169$1.05$1.5027.26%$170.00—————
0163$0.75$1.1527.76%$175.00—$36.90$39.30320

Forward $138.99. The 25-delta put carries +2.28 volatility points over the 25-delta call.

How to read this

Calls on the left, puts on the right, the strike between them — the layout every chain uses. Each block is one expiration, and the heading carries its days to expiry, the at-the-money implied volatility, and the one-standard-deviation move that volatility implies over that time.

Only the 21 strikes nearest the forward are stored, which is the part of the board that carries the volume. The shaded side is in the money: below the forward for calls, above it for puts.

Implied volatility is shown on the out-of-the-money side only. An in-the-money option is nearly all intrinsic value quoted on a wide market, so a volatility solved from it would look authoritative and mean very little. The price is still shown, because the price is real; the blank is deliberate.