Financials · Finance
ICE Implied Volatility, IV Rank & Options Chain
Intercontinental Exchange (ICE) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Intercontinental Exchange (ICE).
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ICE options trade with implied volatility typically in the 18% - 45% range, averaging 50K+ contracts in daily volume with good liquidity. Next earnings: Check earnings calendar. Weekly options and LEAPS are available.
ICE implied volatility
As of 2026-10-26As of 2026-10-26, ICE's 30-day implied volatility is 26.2%, placing its 1-year IV percentile at 27.0 — above 27.0% of the past year's daily IV readings, a low-IV, premium-buying regime favoring long calls/puts and debit spreads.
ICE live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live ICE chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
ICE options at a glance
- Daily volume
- 50K+ contracts
- IV range
- 18% - 45%
- Bid-ask spread
- Varies by strike
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- 500K+ contracts
- Next earnings
- Check earnings calendar
About Intercontinental Exchange (ICE)
Intercontinental Exchange trades on NYSE. Options on ICE are actively traded by retail and institutional investors.
Company profile
- Sector
- Financials
- Industry
- Financial Exchanges
- Market cap
- Large Cap
- Exchange
- NYSE
Key dates
- Next earnings
- Check earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- Varies
- Fiscal year end
- December
ICE is an actively traded options name in the Financial Exchanges space.
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
Free on AAPL, no account. Trial: no charge if you cancel before it ends.
ICE options market overview
ICE options offer good liquidity for traders seeking exposure to Financial Exchanges.
- Average daily volume
- 50K+ contracts
- Total open interest
- 500K+ contracts
- Put/call ratio
- 0.6 - 1.0 typical
- Typical ATM spread
- Varies by strike
- Weekly options
- Available
- LEAPS available
- Yes
Liquidity assessment: Good
ICE options provide good liquidity for most trading strategies.
ICE implied volatility and IV rank
ICE implied volatility reflects market expectations for Intercontinental Exchange price movement.
Earnings impact
IV typically increases before earnings and contracts afterward (IV crush).
The post-earnings volatility drop is known as IV crush. Holders of short ICE options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
Compare IV to historical volatility to assess option pricing relative to realized moves.
Term structure
Term structure varies with market conditions and upcoming events.
The smile, the term structure and the cone for ICE, on today's chain.
Open ICE in IV IntelligenceICE gamma exposure (GEX)
Gamma Exposure (GEX) analysis for ICE shows how dealer hedging may impact price behavior.
- Typical GEX profile. GEX profile varies based on market conditions and option positioning.
- Key levels. Major put and call walls at round number strikes may act as support/resistance.
- Dealer hedging. Dealer hedging activity can influence price behavior at key gamma levels.
Where the gamma sits on ICE right now, strike by strike.
See live ICE GEXCommon ICE options strategies
These are strategies commonly used by traders on ICE options, based on typical market characteristics. This is not investment advice.
Key considerations for ICE options
- ICE options liquidity: Good - affects execution quality
- IV range: 18% - 45% - important for premium selling strategies
- Earnings events can significantly impact IV and option prices
- Consider position sizing based on underlying volatility
- Weekly options available for short-term strategies
- LEAPS available for longer-term positioning
ICE key events
Earnings months. Q1, Q2, Q3, Q4
- Industry conferences
- Product announcements
- Regulatory updates
ICE options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns ICE'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/ICE"What is ICE's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on ICE in the console, more prompts for ICE, 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 ICE options.
What are ICE options?
ICE options are derivative contracts that give you the right to buy (call) or sell (put) Intercontinental Exchange shares at a specific price before expiration.
How do I analyze ICE implied volatility?
ICE IV typically ranges from 18% - 25% during quiet periods to 35% - 45% around earnings and major events. Compare current IV to historical ranges to assess relative value.
What is the typical bid-ask spread for ICE options?
ICE options have good liquidity with typical spreads varying by strike and expiration. ATM options generally have tighter spreads.
When does ICE report earnings?
Intercontinental Exchange typically reports earnings quarterly. Check the earnings calendar for exact dates as IV tends to increase before announcements.
What strategies work best for ICE options?
Popular ICE strategies include covered calls, cash-secured puts, and vertical spreads. Strategy selection depends on market outlook and risk tolerance.
What is the best time to trade ICE options?
The most liquid trading hours for ICE options are typically during regular market hours (9:30 AM - 4:00 PM ET), with highest volume around market open and close.
How do I calculate ICE option Greeks?
Use our free Options Calculator or Greeks Heatmap tool to calculate delta, gamma, theta, vega and other Greeks for ICE options across all strikes and expirations.
What happens to ICE options at expiration?
In-the-money ICE options are typically auto-exercised at expiration. Out-of-the-money options expire worthless. Consider closing positions before expiration to avoid assignment risk.
What is ICE's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence ICE's intraday price action. GEX profile varies based on market conditions and option positioning. Dealer hedging activity can influence price behavior at key gamma levels. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live ICE GEX levels and the gamma-flip point on ApexVol.
What is ICE's IV rank?
ICE's IV rank shows where ICE'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. ICE implied volatility typically ranges from 18% - 45%. Check ICE's live IV rank and percentile on ApexVol's IV analytics.
Keep reading
Where ICE
gets priced.
ICE analytics
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