AES Gamma Exposure, IV Rank & Implied Volatility
AES Corporation (AES) options data — GEX, IV rank, options chain & Greeks
AES options trade with implied volatility typically in the 18% - 42% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
An IV rank near 59.2 (the value shown here is illustrative) would mean implied volatility is in roughly the 59.2th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live AES IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real AES IV history on the live platform →
Comprehensive options market data for AES Corporation (AES).
AES Options at a Glance
What's Covered in This Guide
1 About AES Corporation (AES)
AES Corporation is a global energy company operating a diversified portfolio of power generation and utility businesses across 14 countries.
Company Profile
Key Dates
AES Corporation operates in the Utilities sector.
2 AES Options Market Overview
AES options provide good liquidity for options traders.
Liquidity Assessment: Good
AES options are available for trading across multiple expirations.
3 AES Implied Volatility & IV Rank
AES implied volatility is typically low due to the regulated nature of utility operations.
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 AES options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
AES IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
AES Gamma Exposure (GEX)
Gamma Exposure analysis for AES reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: AES tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common AES Options Strategies
These are strategies commonly used by traders on AES options, based on typical market characteristics. This is not investment advice.
Popular for AES shareholders seeking additional income.
Defined-risk directional exposure on AES.
Range-bound strategy for AES between events.
Key Considerations for AES Options
- AES options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
- Monitor earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing positions
Frequently Asked Questions: AES Options
What is AES's typical implied volatility?
AES implied volatility typically ranges from 18% - 42%.
Does AES have weekly options?
AES offers weekly options.
What is AES's options trading profile?
AES (AES Corporation) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 18% - 42% range. The position sits in the Utilities category for portfolio diversification and options strategy design.
How does AES 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 AES?
Popular strategies on AES options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 18% - 42% 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 AES's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence AES's intraday price action. AES 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 AES GEX levels and the gamma-flip point on ApexVol.
What is AES's IV rank?
AES's IV rank shows where AES'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. AES implied volatility typically ranges from 18% - 42%. Check AES's live IV rank and percentile on ApexVol's IV analytics.
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