Consumer Staples Consumer Reference Data Updated 2026-05-31

CL Gamma Exposure, IV Rank & Implied Volatility

Colgate-Palmolive (CL) options data — GEX, IV rank, options chain & Greeks

CL options trade with implied volatility typically in the 12% - 28% range, averaging N/A in daily volume with very good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.

IV Rank 41.4 /100
IV 31.8%
Simulated data for display · open live CL on the platform →

An IV rank near 41.4 (the value shown here is illustrative) would mean implied volatility is in roughly the 41.4th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live CL IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 18.03%48.82%

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

Comprehensive options market data for Colgate-Palmolive (CL).

CL Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 12% - 28%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Very Good
IV Range
12% - 28%
Weeklies
Yes

1 About Colgate-Palmolive (CL)

Colgate-Palmolive (CL) is a household products company listed on NYSE.

Company Profile

Sector Consumer Staples
Industry Household Products
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

Colgate-Palmolive is a Household Products) company in the Consumer Staples sector.

2 CL Options Market Overview

CL 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 Available
LEAPS Available Yes

Liquidity Assessment: Very Good

CL options provide trading opportunities across multiple expirations.

3 CL Implied Volatility & IV Rank

CL implied volatility patterns reflect the household products sector dynamics.

Low IV Environment
12% - 16%
Below average volatility
Typical IV Range
16% - 24%
Normal conditions
Elevated IV
24% - 28%
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 CL options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

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

Term Structure

Typically upward sloping under normal conditions.

View CL Volatility Lab

CL Gamma Exposure (GEX)

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

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

Key Levels:

Dealer Hedging:

View Live CL GEX

4 Common CL Options Strategies

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

Popular for CL shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on CL.

Range-bound strategy for CL between events.

Key Considerations for CL Options

  • Monitor CL earnings dates for IV expansion/contraction patterns
  • Consider the stock's beta when sizing options positions
  • CL options liquidity varies by expiration - prefer near-term and monthly expirations

Frequently Asked Questions: CL Options

What is CL's typical implied volatility?

CL implied volatility typically ranges from 12% - 28%. IV patterns are influenced by earnings, sector events, and market conditions.

Does CL have weekly options?

Yes, CL offers weekly options expirations.

What is CL's options trading profile?

CL (Colgate-Palmolive) options trade with very good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 12% - 28% range. The position sits in the Consumer Staples category for portfolio diversification and options strategy design.

How does CL 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 CL?

Popular strategies on CL options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 12% - 28% 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 CL's gamma exposure (GEX)?

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

What is CL's IV rank?

CL's IV rank shows where CL'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. CL implied volatility typically ranges from 12% - 28%. Check CL's live IV rank and percentile on ApexVol's IV analytics.

CL Key Events

Earnings Months
January April July October

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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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