FLUT Gamma Exposure, IV Rank & Implied Volatility
Flutter Entertainment (FLUT) options data — GEX, IV rank, options chain & Greeks
FLUT options trade with implied volatility typically in the 22% - 48% 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 83.4 (the value shown here is illustrative) would mean implied volatility is in roughly the 83.4th percentile of its 1-year range — elevated, premium-selling regime for credit spreads, iron condors, and short strangles. For today's live FLUT IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real FLUT IV history on the live platform →
Comprehensive options market data for Flutter Entertainment (FLUT).
FLUT Options at a Glance
What's Covered in This Guide
1 About Flutter Entertainment (FLUT)
Flutter Entertainment is the world's largest online sports betting and gaming company, operating FanDuel, PokerStars, Betfair, and Paddy Power across regulated markets globally.
Company Profile
Key Dates
Flutter Entertainment operates in the Consumer Discretionary sector.
2 FLUT Options Market Overview
FLUT options provide good liquidity for options traders.
Liquidity Assessment: Good
FLUT options are available for trading across multiple expirations.
3 FLUT Implied Volatility & IV Rank
FLUT implied volatility reflects consumer spending trends and competitive dynamics. IV patterns are influenced by earnings, sales data, and consumer sentiment.
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 FLUT options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
FLUT IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
FLUT Gamma Exposure (GEX)
Gamma Exposure analysis for FLUT reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: FLUT tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common FLUT Options Strategies
These are strategies commonly used by traders on FLUT options, based on typical market characteristics. This is not investment advice.
Popular for FLUT shareholders seeking additional income.
Defined-risk directional exposure on FLUT.
Range-bound strategy for FLUT between events.
Key Considerations for FLUT Options
- FLUT 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: FLUT Options
What is FLUT's typical implied volatility?
FLUT implied volatility typically ranges from 22% - 48%.
Does FLUT have weekly options?
FLUT offers weekly options.
What is FLUT's options trading profile?
FLUT (Flutter Entertainment) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 22% - 48% range. The position sits in the Consumer Discretionary category for portfolio diversification and options strategy design.
How does FLUT 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 FLUT?
Popular strategies on FLUT options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 22% - 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 FLUT's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence FLUT's intraday price action. FLUT 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 FLUT GEX levels and the gamma-flip point on ApexVol.
What is FLUT's IV rank?
FLUT's IV rank shows where FLUT'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. FLUT implied volatility typically ranges from 22% - 48%. Check FLUT's live IV rank and percentile on ApexVol's IV analytics.
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