DD Gamma Exposure, IV Rank & Implied Volatility
DuPont de Nemours (DD) options data — GEX, IV rank, options chain & Greeks
DD options trade with implied volatility typically in the 18% - 40% 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 23.2 (the value shown here is illustrative) would mean implied volatility is in roughly the 23.2th percentile of its 1-year range — low IV, premium-buying regime for long calls/puts and debit spreads. For today's live DD IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real DD IV history on the live platform →
Comprehensive options market data for DuPont de Nemours (DD).
DD Options at a Glance
What's Covered in This Guide
1 About DuPont de Nemours (DD)
DuPont is a diversified specialty materials company providing electronics, water filtration, safety, and construction solutions to a wide range of industrial and consumer markets.
Company Profile
Key Dates
DuPont de Nemours operates in the Materials sector.
2 DD Options Market Overview
DD options provide good liquidity for options traders.
Liquidity Assessment: Good
DD options are available for trading across multiple expirations.
3 DD Implied Volatility & IV Rank
DD implied volatility is moderate, reflecting economic cycle exposure and industrial spending trends. IV is driven by earnings and macroeconomic data.
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 DD options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
DD IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
DD Gamma Exposure (GEX)
Gamma Exposure analysis for DD reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: DD tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common DD Options Strategies
These are strategies commonly used by traders on DD options, based on typical market characteristics. This is not investment advice.
Popular for DD shareholders seeking additional income.
Defined-risk directional exposure on DD.
Range-bound strategy for DD between events.
Key Considerations for DD Options
- DD 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: DD Options
What is DD's typical implied volatility?
DD implied volatility typically ranges from 18% - 40%.
Does DD have weekly options?
DD offers weekly options.
What is DD's options trading profile?
DD (DuPont de Nemours) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 18% - 40% range. The position sits in the Materials category for portfolio diversification and options strategy design.
How does DD 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 DD?
Popular strategies on DD options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 18% - 40% 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 DD's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence DD's intraday price action. DD 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 DD GEX levels and the gamma-flip point on ApexVol.
What is DD's IV rank?
DD's IV rank shows where DD'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. DD implied volatility typically ranges from 18% - 40%. Check DD's live IV rank and percentile on ApexVol's IV analytics.
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