DGX Gamma Exposure, IV Rank & Implied Volatility
Quest Diagnostics (DGX) options data — GEX, IV rank, options chain & Greeks
DGX options trade with implied volatility typically in the 16% - 35% 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 76.5 (the value shown here is illustrative) would mean implied volatility is in roughly the 76.5th percentile of its 1-year range — elevated, premium-selling regime for credit spreads, iron condors, and short strangles. For today's live DGX IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real DGX IV history on the live platform →
Comprehensive options market data for Quest Diagnostics (DGX).
DGX Options at a Glance
What's Covered in This Guide
1 About Quest Diagnostics (DGX)
Quest Diagnostics is the leading provider of diagnostic information services, processing approximately 500 million lab tests annually.
Company Profile
Key Dates
Quest Diagnostics operates in the Healthcare sector.
2 DGX Options Market Overview
DGX options provide good liquidity for options traders.
Liquidity Assessment: Good
DGX options are available for trading across multiple expirations.
3 DGX Implied Volatility & IV Rank
DGX implied volatility reflects healthcare outcomes, clinical trials, and regulatory decisions.
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 DGX options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
DGX IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
DGX Gamma Exposure (GEX)
Gamma Exposure analysis for DGX reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: DGX tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common DGX Options Strategies
These are strategies commonly used by traders on DGX options, based on typical market characteristics. This is not investment advice.
Popular for DGX shareholders seeking additional income.
Defined-risk directional exposure on DGX.
Range-bound strategy for DGX between events.
Key Considerations for DGX Options
- DGX 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: DGX Options
What is DGX's typical implied volatility?
DGX implied volatility typically ranges from 16% - 35%.
Does DGX have weekly options?
DGX offers weekly options.
What is DGX's options trading profile?
DGX (Quest Diagnostics) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 16% - 35% range. The position sits in the Healthcare category for portfolio diversification and options strategy design.
How does DGX 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 DGX?
Popular strategies on DGX options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 16% - 35% 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 DGX's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence DGX's intraday price action. DGX 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 DGX GEX levels and the gamma-flip point on ApexVol.
What is DGX's IV rank?
DGX's IV rank shows where DGX'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. DGX implied volatility typically ranges from 16% - 35%. Check DGX's live IV rank and percentile on ApexVol's IV analytics.
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