CYBR Gamma Exposure, IV Rank & Implied Volatility
CyberArk Software (CYBR) options data — GEX, IV rank, options chain & Greeks
CYBR options trade with implied volatility typically in the 25% - 55% 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 38.1 (the value shown here is illustrative) would mean implied volatility is in roughly the 38.1th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live CYBR IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real CYBR IV history on the live platform →
Comprehensive options market data for CyberArk Software (CYBR).
CYBR Options at a Glance
What's Covered in This Guide
1 About CyberArk Software (CYBR)
CyberArk is a global leader in identity security, providing privileged access management solutions to protect organizations from cyber threats targeting high-value credentials.
Company Profile
Key Dates
CyberArk Software operates in the Technology sector.
2 CYBR Options Market Overview
CYBR options provide good liquidity for options traders.
Liquidity Assessment: Good
CYBR options are available for trading across multiple expirations.
3 CYBR Implied Volatility & IV Rank
CYBR implied volatility reflects growth expectations and competitive dynamics in the technology sector. IV expands around earnings and product announcements.
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 CYBR options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
CYBR IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
CYBR Gamma Exposure (GEX)
Gamma Exposure analysis for CYBR reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: CYBR tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common CYBR Options Strategies
These are strategies commonly used by traders on CYBR options, based on typical market characteristics. This is not investment advice.
Popular for CYBR shareholders seeking additional income.
Defined-risk directional exposure on CYBR.
Range-bound strategy for CYBR between events.
Key Considerations for CYBR Options
- CYBR 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: CYBR Options
What is CYBR's typical implied volatility?
CYBR implied volatility typically ranges from 25% - 55%.
Does CYBR have weekly options?
CYBR offers weekly options.
What is CYBR's options trading profile?
CYBR (CyberArk Software) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 25% - 55% range. The position sits in the Technology category for portfolio diversification and options strategy design.
How does CYBR 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 CYBR?
Popular strategies on CYBR options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 25% - 55% 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 CYBR's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence CYBR's intraday price action. CYBR 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 CYBR GEX levels and the gamma-flip point on ApexVol.
What is CYBR's IV rank?
CYBR's IV rank shows where CYBR'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. CYBR implied volatility typically ranges from 25% - 55%. Check CYBR's live IV rank and percentile on ApexVol's IV analytics.
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CYBR Analytics
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