TJX max pain, gamma exposure (GEX) & options open interest
As of close · rank #507 by open interest · 1,394 sessions of history since Dec 1, 2020
TJX's nearest-expiration max pain is 132.00 for 2026-10-09, its GEX flip is 129.81, net GEX is 4,770,489, its put/call open-interest ratio is 0.70. These are whole-chain derived aggregates as of Oct 2, 2026 close.
Whole-chain analytics
Derived after the close from the same dated options chain. Signed gamma exposure uses calls positive and puts negative; it is a model convention, not observed dealer inventory.
Advanced options analysis
Complete derived analysis from the dated chain, normalized where possible for comparison across tickers. Catalyst intensity measures unusual pricing and activity; it does not identify an event, predict direction, or establish that an investment is attractive.
Strongest relative signals: IV rank 100 · smile convexity 12.9 pp
TJX closed 6.8% below its gamma max of 141.77. It is 1.2% above the delta neutral price of 131.21. Total open interest is 141,762, -4.3% versus the previous session. Its options catalyst-intensity score is 44.7 out of 100, led by IV rank 100, smile convexity 12.9 pp. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -3,749 contracts · -4.3% |
| Put OI change, 1 session | -2,651 contracts · -4.4% |
| Call minus put OI growth, 1 session | +0.1 pp |
| Call OI change, 5 sessions | +822 contracts · +1.0% |
| Put OI change, 5 sessions | +2,675 contracts · +4.8% |
| Call minus put OI growth, 5 sessions | -3.8 pp |
| Daily call OI change surprise | -0.62σ (252 prior changes) |
| Daily put OI change surprise | -0.61σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.02σ (252 prior changes) |
History
Hover for valuesDrag to panScroll to zoomClick a series to hide it ← → step a session+ − zoomTouch: swipe to pan, pinch to zoom, hold for the crosshair
Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
No matching visualizations.
Gamma walls
Chart loads when this section is in view.
What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 46 completed Day +10 paths · latest Jun 12, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 46 | +0.2% | -0.6% to +0.9% | 57% | -0.4% to +0.5% | 0.0% |
| Day +2 | 46 | +0.2% | -1.2% to +1.1% | 57% | -0.7% to +0.9% | 0.0% |
| Day +3 | 46 | +0.2% | -0.8% to +1.5% | 57% | -0.4% to +0.7% | 0.0% |
| Day +4 | 46 | +0.3% | -0.9% to +1.6% | 61% | -0.3% to +1.0% | 0.0% |
| Day +5 | 46 | +0.3% | -1.2% to +1.8% | 54% | -0.5% to +1.1% | 0.0% |
| Day +6 | 46 | +0.2% | -1.2% to +1.8% | 57% | -0.4% to +1.2% | 0.0% |
| Day +7 | 46 | +0.6% | -1.1% to +2.0% | 65% | +0.1% to +1.4% | +0.1% |
| Day +8 | 46 | +0.7% | -1.6% to +2.3% | 63% | -0.2% to +1.5% | 0.0% |
| Day +9 | 46 | +0.8% | -0.7% to +2.2% | 63% | -0.1% to +1.7% | 0.0% |
| Day +10 | 46 | +0.6% | -0.8% to +2.1% | 61% | -0.2% to +1.9% | 0.0% |
Crosses above gamma max 44 completed Day +10 paths · latest Jun 10, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 44 | -0.2% | -0.7% to +0.4% | 41% | -0.5% to +0.1% | 0.0% |
| Day +2 | 44 | -0.1% | -1.0% to +0.9% | 41% | -0.7% to +0.3% | 0.0% |
| Day +3 | 44 | -0.4% | -1.4% to +0.8% | 30% | -0.9% to -0.2% | -0.2% |
| Day +4 | 44 | -0.7% | -1.4% to +1.0% | 36% | -0.9% to -0.1% | -0.1% |
| Day +5 | 44 | -0.2% | -1.5% to +0.7% | 43% | -1.0% to +0.3% | 0.0% |
| Day +6 | 44 | -0.2% | -1.9% to +1.2% | 41% | -0.8% to +0.2% | 0.0% |
| Day +7 | 44 | -0.0% | -1.4% to +1.2% | 50% | -0.7% to +0.4% | 0.0% |
| Day +8 | 44 | +0.3% | -1.4% to +1.3% | 57% | -0.3% to +0.8% | 0.0% |
| Day +9 | 44 | +0.3% | -1.1% to +1.4% | 55% | -0.5% to +0.6% | 0.0% |
| Day +10 | 44 | +0.0% | -0.9% to +1.4% | 50% | -0.3% to +0.9% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 6% |
| Gamma max crosses | 18 |
| Delta neutral crosses | 8 |
| Prior-year sessions closer to gamma max | 71.8% of 252 |
| Prior-year sessions closer to delta neutral | 7.9% of 252 |
| Open interest percentile (1y) | 68th |
| Daily open interest change versus prior year | -0.67σ (-6,400 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +2.5% |
| Open interest change, 21 sessions | +0.2% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed above delta neutral at 133.80 vs 131.22 (+1.9%)
- closed below delta neutral at 130.06 vs 130.43 (-0.3%)
- closed above delta neutral at 130.93 vs 130.44 (+0.4%)
- closed below delta neutral at 144.59 vs 148.11 (-2.4%)
- closed above delta neutral at 150.96 vs 150.85 (+0.1%)
- closed below delta neutral at 150.93 vs 151.07 (-0.1%)
- closed below gamma max at 168.41 vs 170.40 (-1.2%)
- closed above gamma max at 167.78 vs 167.65 (+0.1%)
- closed below gamma max at 160.50 vs 167.25 (-4.2%)
- closed above gamma max at 157.86 vs 155.64 (+1.4%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Cite or embed this snapshot
Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/TJX
Questions people ask about TJX
Where is TJX's gamma max today?
As of Oct 2, 2026, the gamma max for TJX is 141.77, +6.8% from the 132.74 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.
Is TJX above or below its delta neutral price?
TJX closed above delta neutral: 132.74 against a delta neutral price of 131.21. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TJX have?
141,762 contracts of open interest across 482 listed contracts on Oct 2, 2026, -4.3% versus the previous session. What open interest measures.
Levels are recomputed after every trading day from licensed end-of-day options data; only derived aggregates are published. Methodology · Data and licence · Not investment advice.