Financial Services · Finance
AFL Implied Volatility, IV Rank & Options Chain
Aflac Inc. (AFL) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Aflac Inc.
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AFL options trade with implied volatility typically in the 14% - 32% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
AFL implied volatility
As of 2026-09-01As of 2026-09-01, AFL's 30-day implied volatility is 16.8%, placing its 1-year IV percentile at 23.0 — above 23.0% of the past year's daily IV readings, a low-IV, premium-buying regime favoring long calls/puts and debit spreads.
AFL live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live AFL chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
AFL options at a glance
- Daily volume
- N/A
- IV range
- 14% - 32%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About Aflac Inc. (AFL)
Aflac is the largest provider of supplemental insurance in the United States and Japan. The company's voluntary worksite benefits help cover expenses not paid by major medical insurance.
Company profile
- Sector
- Financial Services
- Industry
- Insurance - Life
- Market cap
- $50B+
- Exchange
- NYSE
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
Aflac Inc. operates in the Financial Services sector.
AFL options market overview
AFL options provide good liquidity 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: Good
AFL options are available for trading across multiple expirations.
AFL implied volatility and IV rank
AFL implied volatility reflects interest rate sensitivity and credit cycle dynamics. IV spikes during financial stress events and Fed policy shifts.
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 AFL options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
AFL IV generally trades near historical volatility, with premiums expanding around earnings.
Term structure
Typically upward sloping under normal conditions.
The smile, the term structure and the cone for AFL, on today's chain.
Open the Volatility LabAFL gamma exposure (GEX)
Gamma Exposure analysis for AFL reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. AFL tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on AFL right now, strike by strike.
See live AFL GEXCommon AFL options strategies
These are strategies commonly used by traders on AFL options, based on typical market characteristics. This is not investment advice.
Key considerations for AFL options
- AFL 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
AFL key events
Earnings months. January, April, July, October
- Written by
- ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use. - Reviewed by
- Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.
Revised as market conditions and institutional data change. Last revised 2026-09-01. How we research →
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Questions
Frequently asked
about AFL options.
What is AFL's typical implied volatility?
AFL implied volatility typically ranges from 14% - 32%.
Does AFL have weekly options?
AFL offers weekly options.
What is AFL's options trading profile?
AFL (Aflac Inc.) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 14% - 32% range. The position sits in the Financial Services category for portfolio diversification and options strategy design.
How does AFL 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 AFL?
Popular strategies on AFL options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 14% - 32% 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 AFL's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence AFL's intraday price action. AFL 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 AFL GEX levels and the gamma-flip point on ApexVol.
What is AFL's IV rank?
AFL's IV rank shows where AFL'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. AFL implied volatility typically ranges from 14% - 32%. Check AFL's live IV rank and percentile on ApexVol's IV analytics.
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