Industrials · Industrial
GEV Implied Volatility, IV Rank & Options Chain
GE Vernova Inc. (GEV) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for GE Vernova Inc.
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GEV 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.
GEV live implied volatility
Refreshed every 15 minAs of 12:48 p.m. ET, Oct 27, 2026, GEV's 30-day implied volatility is 53.2%, placing its 1-year IV percentile at 36 — above 36% of the past year's daily IV readings, a middle range, neutral between selling and buying premium.
GEV live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live GEV chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
GEV 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 GE Vernova Inc. (GEV)
GE Vernova is a global energy company spun off from GE, providing gas and wind turbines, electrification solutions, and power conversion technology.
Company profile
- Sector
- Industrials
- Industry
- Electrical Equipment
- Market cap
- $70B+
- Exchange
- NYSE
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
GE Vernova Inc. operates in the Industrials sector.
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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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GEV options market overview
GEV 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
GEV options are available for trading across multiple expirations.
GEV implied volatility and IV rank
GEV implied volatility is moderate, reflecting economic cycle exposure.
Earnings impact
IV typically expands before earnings and contracts after the announcement.
The move options are pricing for the next report, and how the last 12 went: GEV earnings expected move.
The post-earnings volatility drop is known as IV crush. Holders of short GEV options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
GEV 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 GEV, on today's chain.
Open GEV in IV IntelligenceGEV gamma exposure (GEX)
Gamma Exposure analysis for GEV reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. GEV tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on GEV right now, strike by strike.
See live GEV GEXCommon GEV options strategies
These are strategies commonly used by traders on GEV options, based on typical market characteristics. This is not investment advice.
Key considerations for GEV options
- GEV 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
GEV key events
Earnings months. January, April, July, October
GEV options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns GEV'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/GEV"What is GEV's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on GEV in the console, more prompts for GEV, 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 GEV options.
What is GEV's typical implied volatility?
GEV implied volatility typically ranges from 22% - 48%.
Does GEV have weekly options?
GEV offers weekly options.
What is GEV's options trading profile?
GEV (GE Vernova Inc.) 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 Industrials category for portfolio diversification and options strategy design.
How does GEV 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 GEV?
Popular strategies on GEV 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 GEV's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence GEV's intraday price action. GEV 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 GEV GEX levels and the gamma-flip point on ApexVol.
What is GEV's IV rank?
GEV's IV rank shows where GEV'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. GEV implied volatility typically ranges from 22% - 48%. Check GEV's live IV rank and percentile on ApexVol's IV analytics.
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