Finance Finance Reference Data Updated 2026-05-31

AIG Gamma Exposure, IV Rank & Implied Volatility

American International Group (AIG) options data — GEX, IV rank, options chain & Greeks

AIG options trade with implied volatility typically in the 20% - 45% range, averaging N/A in daily volume with very good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.

IV Rank 38.1 /100
IV 23.6%
Simulated data for display · open live AIG on the platform →

An IV rank near 38.1 (the value shown here is illustrative) would mean implied volatility is in roughly the 38.1th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live AIG IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 14.72%35.86%

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

Comprehensive options market data for American International Group (AIG).

AIG Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 20% - 45%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Very Good
IV Range
20% - 45%
Weeklies
Yes

1 About American International Group (AIG)

American International Group (AIG) is a insurance company listed on NYSE.

Company Profile

Sector Finance
Industry Insurance
Market Cap See live data
Exchange NYSE

Key Dates

Next Earnings See earnings calendar
Earnings Frequency Quarterly
Dividend Schedule See company page
Fiscal Year End December

American International Group is a Insurance) company in the Finance sector.

2 AIG Options Market Overview

AIG options provide trading opportunities 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: Very Good

AIG options provide trading opportunities across multiple expirations.

3 AIG Implied Volatility & IV Rank

AIG implied volatility patterns reflect the insurance sector dynamics.

Low IV Environment
20% - 26%
Below average volatility
Typical IV Range
26% - 38%
Normal conditions
Elevated IV
38% - 45%
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 AIG options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

AIG IV generally trades near historical volatility, with premiums expanding around earnings.

Term Structure

Typically upward sloping under normal conditions.

View AIG Volatility Lab

AIG Gamma Exposure (GEX)

Gamma Exposure analysis for AIG reveals dealer hedging dynamics at key strike levels.

Typical GEX Profile: AIG tends to operate in a positive gamma environment during normal conditions.

Key Levels:

Dealer Hedging:

View Live AIG GEX

4 Common AIG Options Strategies

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

Popular for AIG shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on AIG.

Range-bound strategy for AIG between events.

Key Considerations for AIG Options

  • Monitor AIG earnings dates for IV expansion/contraction patterns
  • Consider the stock's beta when sizing options positions
  • AIG options liquidity varies by expiration - prefer near-term and monthly expirations

Frequently Asked Questions: AIG Options

What is AIG's typical implied volatility?

AIG implied volatility typically ranges from 20% - 45%. IV patterns are influenced by earnings, sector events, and market conditions.

Does AIG have weekly options?

Yes, AIG offers weekly options expirations.

What is AIG's options trading profile?

AIG (American International Group) options trade with very good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 20% - 45% range. The position sits in the Finance category for portfolio diversification and options strategy design.

How does AIG 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 AIG?

Popular strategies on AIG options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 20% - 45% 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 AIG's gamma exposure (GEX)?

Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence AIG's intraday price action. AIG 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 AIG GEX levels and the gamma-flip point on ApexVol.

What is AIG's IV rank?

AIG's IV rank shows where AIG'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. AIG implied volatility typically ranges from 20% - 45%. Check AIG's live IV rank and percentile on ApexVol's IV analytics.

AIG Key Events

Earnings Months
January April July October

Related Tickers

Analyze AIG Options

Access real-time GEX levels, IV analytics, and options flow for AIG.

Create Free Account View Plans
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 →

Explore AIG Options Data

Access institutional-grade analytics including gamma exposure, implied volatility, and real-time options flow.

7 days free, cancel anytime No charge if you cancel
Start trial →