ARE Gamma Exposure, IV Rank & Implied Volatility
Alexandria Real Estate Equities (ARE) options data — GEX, IV rank, options chain & Greeks
ARE options trade with implied volatility typically in the 18% - 40% 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 47.1 (the value shown here is illustrative) would mean implied volatility is in roughly the 47.1th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live ARE IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real ARE IV history on the live platform →
Comprehensive options market data for Alexandria Real Estate Equities (ARE).
ARE Options at a Glance
What's Covered in This Guide
1 About Alexandria Real Estate Equities (ARE)
Alexandria Real Estate Equities owns and develops life science and technology campuses in premier innovation clusters, serving pharma, biotech, and tech tenants.
Company Profile
Key Dates
Alexandria Real Estate Equities operates in the Real Estate sector.
2 ARE Options Market Overview
ARE options provide good liquidity for options traders.
Liquidity Assessment: Good
ARE options are available for trading across multiple expirations.
3 ARE Implied Volatility & IV Rank
ARE implied volatility reflects interest rate sensitivity and real estate conditions. REIT volatility increases during periods of rising rates.
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 ARE options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
ARE IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
ARE Gamma Exposure (GEX)
Gamma Exposure analysis for ARE reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: ARE tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common ARE Options Strategies
These are strategies commonly used by traders on ARE options, based on typical market characteristics. This is not investment advice.
Popular for ARE shareholders seeking additional income.
Defined-risk directional exposure on ARE.
Range-bound strategy for ARE between events.
Key Considerations for ARE Options
- ARE 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: ARE Options
What is ARE's typical implied volatility?
ARE implied volatility typically ranges from 18% - 40%.
Does ARE have weekly options?
ARE offers weekly options.
What is ARE's options trading profile?
ARE (Alexandria Real Estate Equities) 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% - 40% range. The position sits in the Real Estate category for portfolio diversification and options strategy design.
How does ARE 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 ARE?
Popular strategies on ARE options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 18% - 40% 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 ARE's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence ARE's intraday price action. ARE 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 ARE GEX levels and the gamma-flip point on ApexVol.
What is ARE's IV rank?
ARE's IV rank shows where ARE'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. ARE implied volatility typically ranges from 18% - 40%. Check ARE's live IV rank and percentile on ApexVol's IV analytics.
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