ED Gamma Exposure, IV Rank & Implied Volatility
Consolidated Edison (ED) options data — GEX, IV rank, options chain & Greeks
ED options trade with implied volatility typically in the 8% - 22% range, averaging N/A in daily volume with very good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
An IV rank near 35.0 (the value shown here is illustrative) would mean implied volatility is in roughly the 35.0th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live ED IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real ED IV history on the live platform →
Comprehensive options market data for Consolidated Edison (ED).
ED Options at a Glance
What's Covered in This Guide
1 About Consolidated Edison (ED)
Consolidated Edison (ED) is a electric utilities company listed on NYSE.
Company Profile
Key Dates
Consolidated Edison is a Electric Utilities) company in the Utilities sector.
2 ED Options Market Overview
ED options provide trading opportunities for options traders.
Liquidity Assessment: Very Good
ED options provide trading opportunities across multiple expirations.
3 ED Implied Volatility & IV Rank
ED implied volatility patterns reflect the electric utilities sector dynamics.
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 ED options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
ED IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
ED Gamma Exposure (GEX)
Gamma Exposure analysis for ED reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: ED tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common ED Options Strategies
These are strategies commonly used by traders on ED options, based on typical market characteristics. This is not investment advice.
Popular for ED shareholders seeking additional income.
Defined-risk directional exposure on ED.
Range-bound strategy for ED between events.
Key Considerations for ED Options
- Monitor ED earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing options positions
- ED options liquidity varies by expiration - prefer near-term and monthly expirations
Frequently Asked Questions: ED Options
What is ED's typical implied volatility?
ED implied volatility typically ranges from 8% - 22%. IV patterns are influenced by earnings, sector events, and market conditions.
Does ED have weekly options?
Yes, ED offers weekly options expirations.
What is ED's options trading profile?
ED (Consolidated Edison) options trade with very good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 8% - 22% range. The position sits in the Utilities category for portfolio diversification and options strategy design.
How does ED 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 ED?
Popular strategies on ED options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 8% - 22% 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 ED's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence ED's intraday price action. ED 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 ED GEX levels and the gamma-flip point on ApexVol.
What is ED's IV rank?
ED's IV rank shows where ED'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. ED implied volatility typically ranges from 8% - 22%. Check ED's live IV rank and percentile on ApexVol's IV analytics.
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