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AGG Implied Volatility, IV Rank & Options Chain
iShares Core U.S. Aggregate Bond ETF (AGG) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for iShares Core U.
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AGG options trade with implied volatility typically in the 4% - 15% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
AGG implied volatility
As of 2026-10-26As of 2026-10-26, AGG's 30-day implied volatility is 7.2%, placing its 1-year IV percentile at 86.0 — above 86.0% of the past year's daily IV readings, an elevated, premium-selling regime favoring credit spreads, iron condors and short strangles.
AGG live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live AGG chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
AGG options at a glance
- Daily volume
- N/A
- IV range
- 4% - 15%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About iShares Core U.S. Aggregate Bond ETF (AGG)
The iShares Core U.S. Aggregate Bond ETF tracks the Bloomberg U.S. Aggregate Bond Index, providing broad exposure to government, corporate, and mortgage-backed securities.
Company profile
- Sector
- ETFs
- Industry
- Bond ETFs
- Market cap
- $90B+
- Exchange
- NYSE
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
iShares Core U.S. Aggregate Bond ETF operates in the ETFs sector.
ApexVol Terminal
Options analytics, live.
Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
- Live chains and Greeks
- IV rank and percentile
- Expected move and GEX
- Screener and strategy P&L
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AGG options market overview
AGG 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
AGG options are available for trading across multiple expirations.
AGG implied volatility and IV rank
AGG implied volatility reflects the aggregate volatility of its underlying holdings. As an ETF, IV tends to be lower than individual components due to diversification.
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 AGG options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
AGG 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 AGG, on today's chain.
Open AGG in IV IntelligenceAGG gamma exposure (GEX)
Gamma Exposure analysis for AGG reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. AGG tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on AGG right now, strike by strike.
See live AGG GEXCommon AGG options strategies
These are strategies commonly used by traders on AGG options, based on typical market characteristics. This is not investment advice.
Key considerations for AGG options
- AGG 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
AGG key events
Earnings months. January, April, July, October
AGG options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns AGG's IV rank and percentile, the gamma exposure API its dealer positioning by strike, and the chain API every strike with Greeks. Connected to the ApexVol MCP server, Claude, Cursor or ChatGPT can ask for them in plain English.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/iv-rank/AGG"What is AGG's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on AGG in the console, more prompts for AGG, or set the server up in Claude Desktop, Claude Code, Cursor or ChatGPT.
- 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 2026-10-26. How we research →
Track this name's volatility weekly. The week's biggest IV movers and the expected earnings moves, straight from the data.
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Questions
Frequently asked
about AGG options.
What is AGG's typical implied volatility?
AGG implied volatility typically ranges from 4% - 15%.
Does AGG have weekly options?
AGG offers weekly options.
What is AGG's options trading profile?
AGG (iShares Core U.S. Aggregate Bond ETF) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 4% - 15% range. The position sits in the ETFs category for portfolio diversification and options strategy design.
How does AGG 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 AGG?
Popular strategies on AGG options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 4% - 15% 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 AGG's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence AGG's intraday price action. AGG 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 AGG GEX levels and the gamma-flip point on ApexVol.
What is AGG's IV rank?
AGG's IV rank shows where AGG'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. AGG implied volatility typically ranges from 4% - 15%. Check AGG's live IV rank and percentile on ApexVol's IV analytics.
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