Materials · Industrial
FMC Implied Volatility, IV Rank & Options Chain
FMC Corporation (FMC) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for FMC Corporation (FMC).
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FMC 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.
FMC implied volatility
As of 2026-10-26As of 2026-10-26, FMC's 30-day implied volatility is 97.3%, placing its 1-year IV percentile at 99.0 — above 99.0% of the past year's daily IV readings, an elevated, premium-selling regime favoring credit spreads, iron condors and short strangles.
FMC live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live FMC chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
FMC options at a glance
- Daily volume
- N/A
- IV range
- 22% - 48%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About FMC Corporation (FMC)
FMC Corporation is a leading agricultural sciences company providing crop protection products, herbicides, insecticides, and fungicides to farmers worldwide.
Company profile
- Sector
- Materials
- Industry
- Agricultural Inputs
- Market cap
- $6B+
- Exchange
- NYSE
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
FMC Corporation operates in the Materials sector.
ApexVol Terminal
Options analytics, live.
Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
- Live chains and Greeks
- IV rank and percentile
- Expected move and GEX
- Screener and strategy P&L
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FMC options market overview
FMC 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
- Not available
- LEAPS available
- Yes
Liquidity assessment: Good
FMC options are available for trading across multiple expirations.
FMC implied volatility and IV rank
FMC implied volatility is moderate, reflecting economic cycle exposure.
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 FMC options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
FMC 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 FMC, on today's chain.
Open FMC in IV IntelligenceFMC gamma exposure (GEX)
Gamma Exposure analysis for FMC reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. FMC tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on FMC right now, strike by strike.
See live FMC GEXCommon FMC options strategies
These are strategies commonly used by traders on FMC options, based on typical market characteristics. This is not investment advice.
Key considerations for FMC options
- FMC 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
FMC key events
Earnings months. January, April, July, October
FMC options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns FMC'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/FMC"What is FMC's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on FMC in the console, more prompts for FMC, 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 →
Track this name's volatility weekly. The week's biggest IV movers and the expected earnings moves, straight from the data.
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Questions
Frequently asked
about FMC options.
What is FMC's typical implied volatility?
FMC implied volatility typically ranges from 22% - 48%.
Does FMC have weekly options?
FMC may have limited weekly options.
What is FMC's options trading profile?
FMC (FMC 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 22% - 48% range. The position sits in the Materials category for portfolio diversification and options strategy design.
How does FMC 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 FMC?
Popular strategies on FMC 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 FMC's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence FMC's intraday price action. FMC 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 FMC GEX levels and the gamma-flip point on ApexVol.
What is FMC's IV rank?
FMC's IV rank shows where FMC'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. FMC implied volatility typically ranges from 22% - 48%. Check FMC's live IV rank and percentile on ApexVol's IV analytics.
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