Technology · Large Cap Tech
BILL Implied Volatility, IV Rank & Options Chain
Bill Holdings (BILL) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Bill Holdings (BILL).
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BILL options trade with implied volatility typically in the 35% - 70% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar.
BILL implied volatility
As of 2026-10-26As of 2026-10-26, BILL's 30-day implied volatility is 56.5%, placing its 1-year IV percentile at 18.0 — above 18.0% of the past year's daily IV readings, a low-IV, premium-buying regime favoring long calls/puts and debit spreads.
BILL live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live BILL chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
BILL options at a glance
- Daily volume
- N/A
- IV range
- 35% - 70%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About Bill Holdings (BILL)
Bill Holdings (BILL) is a fintech company listed on NYSE.
Company profile
- Sector
- Technology
- Industry
- Fintech
- 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
Bill Holdings is a Fintech) company in the Technology 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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BILL options market overview
BILL 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
- Not available
- LEAPS available
- Yes
Liquidity assessment: Good
BILL options provide trading opportunities across multiple expirations.
BILL implied volatility and IV rank
BILL implied volatility patterns reflect the fintech sector dynamics.
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 BILL options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
BILL 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 BILL, on today's chain.
Open BILL in IV IntelligenceBILL gamma exposure (GEX)
Gamma Exposure analysis for BILL reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. BILL tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on BILL right now, strike by strike.
See live BILL GEXCommon BILL options strategies
These are strategies commonly used by traders on BILL options, based on typical market characteristics. This is not investment advice.
Key considerations for BILL options
- Monitor BILL earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing options positions
- BILL options liquidity varies by expiration - prefer near-term and monthly expirations
BILL key events
Earnings months. January, April, July, October
BILL options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns BILL'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/BILL"What is BILL's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on BILL in the console, more prompts for BILL, 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 BILL options.
What is BILL's typical implied volatility?
BILL implied volatility typically ranges from 35% - 70%. IV patterns are influenced by earnings, sector events, and market conditions.
Does BILL have weekly options?
Check with your broker, BILL may offer weekly options expirations.
What is BILL's options trading profile?
BILL (Bill Holdings) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 35% - 70% range. The position sits in the Technology category for portfolio diversification and options strategy design.
How does BILL 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 BILL?
Popular strategies on BILL options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 35% - 70% 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 BILL's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence BILL's intraday price action. BILL 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 BILL GEX levels and the gamma-flip point on ApexVol.
What is BILL's IV rank?
BILL's IV rank shows where BILL'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. BILL implied volatility typically ranges from 35% - 70%. Check BILL's live IV rank and percentile on ApexVol's IV analytics.
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Where BILL
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BILL analytics
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