Real Estate · Real Estate
HST Implied Volatility, IV Rank & Options Chain
Host Hotels & Resorts (HST) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Host Hotels & Resorts (HST).
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HST options trade with implied volatility typically in the 18% - 40% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
HST implied volatility
As of 2026-10-26As of 2026-10-26, HST's 30-day implied volatility is 36.8%, placing its 1-year IV percentile at 98.0 — above 98.0% of the past year's daily IV readings, an elevated, premium-selling regime favoring credit spreads, iron condors and short strangles.
HST live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live HST chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
HST options at a glance
- Daily volume
- N/A
- IV range
- 18% - 40%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About Host Hotels & Resorts (HST)
Host Hotels & Resorts is the largest lodging REIT, owning luxury and upper-upscale hotels including Marriott, Ritz-Carlton, and Westin properties.
Company profile
- Sector
- Real Estate
- Industry
- REIT - Hotel
- Market cap
- $12B+
- Exchange
- NASDAQ
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
Host Hotels & Resorts operates in the Real Estate 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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HST options market overview
HST 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
HST options are available for trading across multiple expirations.
HST implied volatility and IV rank
HST implied volatility reflects interest rate sensitivity and real estate conditions.
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 HST options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
HST 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 HST, on today's chain.
Open HST in IV IntelligenceHST gamma exposure (GEX)
Gamma Exposure analysis for HST reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. HST tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on HST right now, strike by strike.
See live HST GEXCommon HST options strategies
These are strategies commonly used by traders on HST options, based on typical market characteristics. This is not investment advice.
Key considerations for HST options
- HST 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
HST key events
Earnings months. January, April, July, October
HST options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns HST'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/HST"What is HST's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on HST in the console, more prompts for HST, 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 HST options.
What is HST's typical implied volatility?
HST implied volatility typically ranges from 18% - 40%.
Does HST have weekly options?
HST offers weekly options.
What is HST's options trading profile?
HST (Host Hotels & Resorts) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 18% - 40% range. The position sits in the Real Estate category for portfolio diversification and options strategy design.
How does HST 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 HST?
Popular strategies on HST options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 18% - 40% 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 HST's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence HST's intraday price action. HST 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 HST GEX levels and the gamma-flip point on ApexVol.
What is HST's IV rank?
HST's IV rank shows where HST'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. HST implied volatility typically ranges from 18% - 40%. Check HST's live IV rank and percentile on ApexVol's IV analytics.
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