HLT Gamma Exposure, IV Rank & Implied Volatility
Hilton Worldwide (HLT) options data — GEX, IV rank, options chain & Greeks
HLT options trade with implied volatility typically in the 20% - 42% range, averaging N/A in daily volume with very good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
An IV rank near 17.2 (the value shown here is illustrative) would mean implied volatility is in roughly the 17.2th percentile of its 1-year range — low IV, premium-buying regime for long calls/puts and debit spreads. For today's live HLT IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real HLT IV history on the live platform →
Comprehensive options market data for Hilton Worldwide (HLT).
HLT Options at a Glance
What's Covered in This Guide
1 About Hilton Worldwide (HLT)
Hilton Worldwide (HLT) is a hotels company listed on NYSE.
Company Profile
Key Dates
Hilton Worldwide is a Hotels) company in the Consumer Discretionary sector.
2 HLT Options Market Overview
HLT options provide trading opportunities for options traders.
Liquidity Assessment: Very Good
HLT options provide trading opportunities across multiple expirations.
3 HLT Implied Volatility & IV Rank
HLT implied volatility patterns reflect the hotels sector 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 HLT options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
HLT IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
HLT Gamma Exposure (GEX)
Gamma Exposure analysis for HLT reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: HLT tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common HLT Options Strategies
These are strategies commonly used by traders on HLT options, based on typical market characteristics. This is not investment advice.
Popular for HLT shareholders seeking additional income.
Defined-risk directional exposure on HLT.
Range-bound strategy for HLT between events.
Key Considerations for HLT Options
- Monitor HLT earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing options positions
- HLT options liquidity varies by expiration - prefer near-term and monthly expirations
Frequently Asked Questions: HLT Options
What is HLT's typical implied volatility?
HLT implied volatility typically ranges from 20% - 42%. IV patterns are influenced by earnings, sector events, and market conditions.
Does HLT have weekly options?
Yes, HLT offers weekly options expirations.
What is HLT's options trading profile?
HLT (Hilton Worldwide) options trade with very good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 20% - 42% range. The position sits in the Consumer Discretionary category for portfolio diversification and options strategy design.
How does HLT 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 HLT?
Popular strategies on HLT options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 20% - 42% 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 HLT's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence HLT's intraday price action. HLT 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 HLT GEX levels and the gamma-flip point on ApexVol.
What is HLT's IV rank?
HLT's IV rank shows where HLT'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. HLT implied volatility typically ranges from 20% - 42%. Check HLT's live IV rank and percentile on ApexVol's IV analytics.
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