Industrials Industrial Reference Data Updated 2026-05-31

GEV Gamma Exposure, IV Rank & Implied Volatility

GE Vernova Inc. (GEV) options data — GEX, IV rank, options chain & Greeks

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.

IV Rank 26.0 /100
IV 57.0%
Simulated data for display · open live GEV on the platform →

An IV rank near 26.0 (the value shown here is illustrative) would mean implied volatility is in roughly the 26.0th percentile of its 1-year range — low IV, premium-buying regime for long calls/puts and debit spreads. For today's live GEV IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 39.68%88.23%

Chart shows simulated data for display purposes. View the real GEV IV history on the live platform →

Comprehensive options market data for GE Vernova Inc.

GEV Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 22% - 48%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Good
IV Range
22% - 48%
Market Cap
$70B+
Weeklies
Yes

1 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.

2 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.

3 GEV Implied Volatility & IV Rank

GEV implied volatility is moderate, reflecting economic cycle exposure.

Low IV Environment
22% - 28%
Below average volatility
Typical IV Range
28% - 41%
Normal conditions
Elevated IV
41% - 48%
Above average volatility

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 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.

View GEV Volatility Lab

GEV 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:

View Live GEV GEX

4 Common GEV Options Strategies

These are strategies commonly used by traders on GEV options, based on typical market characteristics. This is not investment advice.

Popular for GEV shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on GEV.

Range-bound strategy for GEV between events.

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

Frequently Asked Questions: 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.

AV
Written by
ApexVol Research Team
Quantitative options research
All calculations use live ORATS institutional data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and ORATS data change. Last revised 2026-05-31. How we research →

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