CTRA Gamma Exposure, IV Rank & Implied Volatility
Coterra Energy Inc. (CTRA) options data — GEX, IV rank, options chain & Greeks
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.
An 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. For today's live CTRA IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real CTRA IV history on the live platform →
Comprehensive options market data for Coterra Energy Inc.
CTRA Options at a Glance
What's Covered in This Guide
1 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
Key Dates
Coterra Energy Inc. operates in the Energy sector.
2 CTRA Options Market Overview
CTRA options provide good liquidity for options traders.
Liquidity Assessment: Good
CTRA options are available for trading across multiple expirations.
3 CTRA Implied Volatility & 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.
CTRA 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:
4 Common CTRA Options Strategies
These are strategies commonly used by traders on CTRA options, based on typical market characteristics. This is not investment advice.
Popular for CTRA shareholders seeking additional income.
Defined-risk directional exposure on CTRA.
Range-bound strategy for CTRA between events.
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
Frequently Asked Questions: 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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