Real Estate · Real Estate
ARE Implied Volatility, IV Rank & Options Chain
Alexandria Real Estate Equities (ARE) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Alexandria Real Estate Equities (ARE).
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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.
ARE implied volatility
As of 2026-10-26As of 2026-10-26, ARE's 30-day implied volatility is 46.1%, placing its 1-year IV percentile at 94.0 — above 94.0% of the past year's daily IV readings, an elevated, premium-selling regime favoring credit spreads, iron condors and short strangles.
ARE live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live ARE chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
ARE options at a glance
- Daily volume
- N/A
- IV range
- 18% - 40%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
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
- Sector
- Real Estate
- Industry
- REIT - Office
- Market cap
- $18B+
- Exchange
- NYSE
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
Alexandria Real Estate Equities operates in the Real Estate sector.
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Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
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- Expected move and GEX
- Screener and strategy P&L
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ARE options market overview
ARE 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
ARE options are available for trading across multiple expirations.
ARE implied volatility and 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.
The smile, the term structure and the cone for ARE, on today's chain.
Open ARE in IV IntelligenceARE 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.
Where the gamma sits on ARE right now, strike by strike.
See live ARE GEXCommon ARE options strategies
These are strategies commonly used by traders on ARE options, based on typical market characteristics. This is not investment advice.
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
ARE key events
Earnings months. January, April, July, October
ARE options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns ARE'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/ARE"What is ARE's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on ARE in the console, more prompts for ARE, 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 →
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Questions
Frequently asked
about 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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