Energy · Energy
CTRA Implied Volatility, IV Rank & Options Chain
Coterra Energy Inc. (CTRA) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Coterra Energy Inc.
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CTRA options trade with implied volatility typically in the 22% - 50% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
CTRA IV rank
Simulated for displayAn IV rank near 80.1 (the value shown here is illustrative) would mean implied volatility is in roughly the 80.1th percentile of its 1-year range — elevated, premium-selling regime for credit spreads, iron condors, and short strangles.
IV history · simulated, illustrative only
CTRA live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live CTRA chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
CTRA options at a glance
- Daily volume
- N/A
- IV range
- 22% - 50%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About Coterra Energy Inc. (CTRA)
Coterra Energy is a diversified E&P company with assets in the Permian Basin, Marcellus Shale, and Anadarko Basin, providing balanced exposure to oil and natural gas.
Company profile
- Sector
- Energy
- Industry
- Oil & Gas E&P
- Market cap
- $20B+
- Exchange
- NYSE
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
Coterra Energy Inc. operates in the Energy 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
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CTRA options market overview
CTRA 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
CTRA options are available for trading across multiple expirations.
CTRA implied volatility and IV rank
CTRA implied volatility is influenced by commodity prices, OPEC decisions, and geopolitical events. Energy stocks see elevated volatility during oil price instability.
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 CTRA options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
CTRA 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 CTRA, on today's chain.
Open CTRA in IV IntelligenceCTRA gamma exposure (GEX)
Gamma Exposure analysis for CTRA reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. CTRA tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on CTRA right now, strike by strike.
See live CTRA GEXCommon CTRA options strategies
These are strategies commonly used by traders on CTRA options, based on typical market characteristics. This is not investment advice.
Key considerations for CTRA options
- CTRA 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
CTRA key events
Earnings months. January, April, July, October
CTRA options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns CTRA'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/CTRA"What is CTRA's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on CTRA in the console, more prompts for CTRA, 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 2026-05-31. 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 CTRA options.
What is CTRA's typical implied volatility?
CTRA implied volatility typically ranges from 22% - 50%.
Does CTRA have weekly options?
CTRA offers weekly options.
What is CTRA's options trading profile?
CTRA (Coterra Energy Inc.) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 22% - 50% range. The position sits in the Energy category for portfolio diversification and options strategy design.
How does CTRA 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 CTRA?
Popular strategies on CTRA options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 22% - 50% 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 CTRA's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence CTRA's intraday price action. CTRA 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 CTRA GEX levels and the gamma-flip point on ApexVol.
What is CTRA's IV rank?
CTRA's IV rank shows where CTRA'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. CTRA implied volatility typically ranges from 22% - 50%. Check CTRA's live IV rank and percentile on ApexVol's IV analytics.
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