Healthcare · Healthcare
EW Implied Volatility, IV Rank & Options Chain
Edwards Lifesciences (EW) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Edwards Lifesciences (EW).
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EW options trade with implied volatility typically in the 20% - 48% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
EW implied volatility
As of 2026-10-26As of 2026-10-26, EW's 30-day implied volatility is 42.5%, placing its 1-year IV percentile at 75.0 — above 75.0% of the past year's daily IV readings, an elevated, premium-selling regime favoring credit spreads, iron condors and short strangles.
EW live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live EW chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
EW options at a glance
- Daily volume
- N/A
- IV range
- 20% - 48%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About Edwards Lifesciences (EW)
Edwards Lifesciences is a global leader in structural heart disease and critical care monitoring, pioneering transcatheter aortic valve replacement (TAVR) technology.
Company profile
- Sector
- Healthcare
- Industry
- Medical Devices
- Market cap
- $40B+
- Exchange
- NYSE
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
Edwards Lifesciences operates in the Healthcare sector.
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Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
- Live chains and Greeks
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- Expected move and GEX
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EW options market overview
EW 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
EW options are available for trading across multiple expirations.
EW implied volatility and IV rank
EW 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 EW options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
EW IV generally trades near historical volatility, with premiums expanding around earnings.
Term structure
Typically upward sloping under normal conditions.
The smile, the term structure and the cone for EW, on today's chain.
Open EW in IV IntelligenceEW gamma exposure (GEX)
Gamma Exposure analysis for EW reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. EW tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on EW right now, strike by strike.
See live EW GEXCommon EW options strategies
These are strategies commonly used by traders on EW options, based on typical market characteristics. This is not investment advice.
Key considerations for EW options
- EW 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
EW key events
Earnings months. January, April, July, October
EW options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns EW's IV rank and percentile, the gamma exposure API its dealer positioning by strike, and the chain API every strike with Greeks. Connected to the ApexVol MCP server, Claude, Cursor or ChatGPT can ask for them in plain English.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/iv-rank/EW"What is EW's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on EW in the console, more prompts for EW, or set the server up in Claude Desktop, Claude Code, Cursor or ChatGPT.
- Written by
- ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use. - Reviewed by
- Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.
Revised as market conditions and institutional data change. Last revised 2026-10-26. How we research →
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Questions
Frequently asked
about EW options.
What is EW's typical implied volatility?
EW implied volatility typically ranges from 20% - 48%.
Does EW have weekly options?
EW offers weekly options.
What is EW's options trading profile?
EW (Edwards Lifesciences) 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% - 48% range. The position sits in the Healthcare category for portfolio diversification and options strategy design.
How does EW 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 EW?
Popular strategies on EW options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 20% - 48% 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 EW's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence EW's intraday price action. EW 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 EW GEX levels and the gamma-flip point on ApexVol.
What is EW's IV rank?
EW's IV rank shows where EW'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. EW implied volatility typically ranges from 20% - 48%. Check EW's live IV rank and percentile on ApexVol's IV analytics.
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