Financial Services Finance Reference Data Updated 2026-05-31

AFL Gamma Exposure, IV Rank & Implied Volatility

Aflac Inc. (AFL) options data — GEX, IV rank, options chain & Greeks

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.

IV Rank 44.9 /100
IV 29.5%
Simulated data for display · open live AFL on the platform →

An IV rank near 44.9 (the value shown here is illustrative) would mean implied volatility is in roughly the 44.9th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live AFL IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 18.26%48.9%

Chart shows simulated data for display purposes. View the real AFL IV history on the live platform →

Comprehensive options market data for Aflac Inc.

AFL Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 14% - 32%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Good
IV Range
14% - 32%
Market Cap
$50B+
Weeklies
Yes

1 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.

2 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.

3 AFL Implied Volatility & IV Rank

AFL implied volatility reflects interest rate sensitivity and credit cycle dynamics. IV spikes during financial stress events and Fed policy shifts.

Low IV Environment
14% - 18%
Below average volatility
Typical IV Range
18% - 27%
Normal conditions
Elevated IV
27% - 32%
Above average volatility

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.

View AFL Volatility Lab

AFL 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:

View Live AFL GEX

4 Common AFL Options Strategies

These are strategies commonly used by traders on AFL options, based on typical market characteristics. This is not investment advice.

Popular for AFL shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on AFL.

Range-bound strategy for AFL between events.

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

Frequently Asked Questions: 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.

AV
Written by
ApexVol Research Team
Quantitative options research
All calculations use live ORATS institutional data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and ORATS data change. Last revised 2026-05-31. How we research →

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