GPC Gamma Exposure, IV Rank & Implied Volatility
Genuine Parts Company (GPC) options data — GEX, IV rank, options chain & Greeks
GPC options trade with implied volatility typically in the 16% - 35% 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 44.4 (the value shown here is illustrative) would mean implied volatility is in roughly the 44.4th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live GPC IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real GPC IV history on the live platform →
Comprehensive options market data for Genuine Parts Company (GPC).
GPC Options at a Glance
What's Covered in This Guide
1 About Genuine Parts Company (GPC)
Genuine Parts Company distributes automotive and industrial replacement parts globally under the NAPA brand, serving professional and retail customers.
Company Profile
Key Dates
Genuine Parts Company operates in the Consumer Discretionary sector.
2 GPC Options Market Overview
GPC options provide good liquidity for options traders.
Liquidity Assessment: Good
GPC options are available for trading across multiple expirations.
3 GPC Implied Volatility & IV Rank
GPC implied volatility reflects consumer spending trends and competitive dynamics.
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 GPC options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
GPC IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
GPC Gamma Exposure (GEX)
Gamma Exposure analysis for GPC reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: GPC tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common GPC Options Strategies
These are strategies commonly used by traders on GPC options, based on typical market characteristics. This is not investment advice.
Popular for GPC shareholders seeking additional income.
Defined-risk directional exposure on GPC.
Range-bound strategy for GPC between events.
Key Considerations for GPC Options
- GPC 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: GPC Options
What is GPC's typical implied volatility?
GPC implied volatility typically ranges from 16% - 35%.
Does GPC have weekly options?
GPC offers weekly options.
What is GPC's options trading profile?
GPC (Genuine Parts Company) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 16% - 35% range. The position sits in the Consumer Discretionary category for portfolio diversification and options strategy design.
How does GPC 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 GPC?
Popular strategies on GPC options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 16% - 35% 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 GPC's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence GPC's intraday price action. GPC 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 GPC GEX levels and the gamma-flip point on ApexVol.
What is GPC's IV rank?
GPC's IV rank shows where GPC'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. GPC implied volatility typically ranges from 16% - 35%. Check GPC's live IV rank and percentile on ApexVol's IV analytics.
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