Consumer Discretionary Consumer Reference Data Updated 2026-05-31

DG Gamma Exposure, IV Rank & Implied Volatility

Dollar General Corporation (DG) options data — GEX, IV rank, options chain & Greeks

DG options trade with implied volatility typically in the 20% - 45% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.

IV Rank 73.2 /100
IV 27.2%
Simulated data for display · open live DG on the platform →

An IV rank near 73.2 (the value shown here is illustrative) would mean implied volatility is in roughly the 73.2th percentile of its 1-year range — elevated, premium-selling regime for credit spreads, iron condors, and short strangles. For today's live DG IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 15.32%39.72%

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

Comprehensive options market data for Dollar General Corporation (DG).

DG Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 20% - 45%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Good
IV Range
20% - 45%
Market Cap
$18B+
Weeklies
Yes

1 About Dollar General Corporation (DG)

Dollar General operates over 19,000 discount retail stores in the U.S., offering everyday consumable products at value prices to rural and suburban communities.

Company Profile

Sector Consumer Discretionary
Industry Discount Stores
Market Cap $18B+
Exchange NYSE

Key Dates

Next Earnings See earnings calendar
Earnings Frequency Quarterly
Dividend Schedule See company page
Fiscal Year End January

Dollar General Corporation operates in the Consumer Discretionary sector.

2 DG Options Market Overview

DG 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

DG options are available for trading across multiple expirations.

3 DG Implied Volatility & IV Rank

DG implied volatility reflects consumer spending trends and competitive dynamics.

Low IV Environment
20% - 26%
Below average volatility
Typical IV Range
26% - 38%
Normal conditions
Elevated IV
38% - 45%
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 DG options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

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

Term Structure

Typically upward sloping under normal conditions.

View DG Volatility Lab

DG Gamma Exposure (GEX)

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

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

Key Levels:

Dealer Hedging:

View Live DG GEX

4 Common DG Options Strategies

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

Popular for DG shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on DG.

Range-bound strategy for DG between events.

Key Considerations for DG Options

  • DG 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: DG Options

What is DG's typical implied volatility?

DG implied volatility typically ranges from 20% - 45%.

Does DG have weekly options?

DG offers weekly options.

What is DG's options trading profile?

DG (Dollar General Corporation) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 20% - 45% range. The position sits in the Consumer Discretionary category for portfolio diversification and options strategy design.

How does DG 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 DG?

Popular strategies on DG options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 20% - 45% 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 DG's gamma exposure (GEX)?

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

What is DG's IV rank?

DG's IV rank shows where DG'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. DG implied volatility typically ranges from 20% - 45%. Check DG's live IV rank and percentile on ApexVol's IV analytics.

AV
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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