Consumer Staples Consumer Reference Data Updated 2026-05-31

CHD Gamma Exposure, IV Rank & Implied Volatility

Church & Dwight Co. (CHD) options data — GEX, IV rank, options chain & Greeks

CHD options trade with implied volatility typically in the 14% - 30% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.

IV Rank 66.1 /100
IV 40.4%
Simulated data for display · open live CHD on the platform →

An IV rank near 66.1 (the value shown here is illustrative) would mean implied volatility is in roughly the 66.1th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live CHD IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 26.7%61.03%

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

Comprehensive options market data for Church & Dwight Co.

CHD Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 14% - 30%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Good
IV Range
14% - 30%
Market Cap
$25B+
Weeklies
Yes

1 About Church & Dwight Co. (CHD)

Church & Dwight produces household, personal care, and specialty products under brands including Arm & Hammer, OxiClean, Trojan, and Vitafusion.

Company Profile

Sector Consumer Staples
Industry Household Products
Market Cap $25B+
Exchange NYSE

Key Dates

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

Church & Dwight Co. operates in the Consumer Staples sector.

2 CHD Options Market Overview

CHD 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

CHD options are available for trading across multiple expirations.

3 CHD Implied Volatility & IV Rank

CHD implied volatility reflects consumer spending trends and competitive dynamics.

Low IV Environment
14% - 18%
Below average volatility
Typical IV Range
18% - 26%
Normal conditions
Elevated IV
26% - 30%
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 CHD options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

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

Term Structure

Typically upward sloping under normal conditions.

View CHD Volatility Lab

CHD Gamma Exposure (GEX)

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

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

Key Levels:

Dealer Hedging:

View Live CHD GEX

4 Common CHD Options Strategies

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

Popular for CHD shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on CHD.

Range-bound strategy for CHD between events.

Key Considerations for CHD Options

  • CHD 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: CHD Options

What is CHD's typical implied volatility?

CHD implied volatility typically ranges from 14% - 30%.

Does CHD have weekly options?

CHD offers weekly options.

What is CHD's options trading profile?

CHD (Church & Dwight Co.) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 14% - 30% range. The position sits in the Consumer Staples category for portfolio diversification and options strategy design.

How does CHD 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 CHD?

Popular strategies on CHD options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 14% - 30% 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 CHD's gamma exposure (GEX)?

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

What is CHD's IV rank?

CHD's IV rank shows where CHD'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. CHD implied volatility typically ranges from 14% - 30%. Check CHD's live IV rank and percentile on ApexVol's IV analytics.

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 →

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