Technology Large Cap Tech Reference Data Updated 2026-05-31

BILL Gamma Exposure, IV Rank & Implied Volatility

Bill Holdings (BILL) options data — GEX, IV rank, options chain & Greeks

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.

IV Rank 66.6 /100
IV 43.2%
Simulated data for display · open live BILL on the platform →

An IV rank near 66.6 (the value shown here is illustrative) would mean implied volatility is in roughly the 66.6th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live BILL IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 24.42%68.89%

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

Comprehensive options market data for Bill Holdings (BILL).

BILL Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 35% - 70%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Good
IV Range
35% - 70%
Weeklies
No

1 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.

2 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.

3 BILL Implied Volatility & IV Rank

BILL implied volatility patterns reflect the fintech sector dynamics.

Low IV Environment
35% - 43%
Below average volatility
Typical IV Range
43% - 61%
Normal conditions
Elevated IV
61% - 70%
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 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.

View BILL Volatility Lab

BILL 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:

View Live BILL GEX

4 Common BILL Options Strategies

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

Popular for BILL shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on BILL.

Range-bound strategy for BILL between events.

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

Frequently Asked Questions: 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.

BILL Key Events

Earnings Months
January April July October

Related Tickers

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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 →

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