Industrials Industrial Reference Data Updated 2026-05-31

IEX Gamma Exposure, IV Rank & Implied Volatility

IDEX Corporation (IEX) options data — GEX, IV rank, options chain & Greeks

IEX 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.

IV Rank 22.4 /100
IV 24.5%
Simulated data for display · open live IEX on the platform →

An IV rank near 22.4 (the value shown here is illustrative) would mean implied volatility is in roughly the 22.4th percentile of its 1-year range — low IV, premium-buying regime for long calls/puts and debit spreads. For today's live IEX IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 15.2%38.62%

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

Comprehensive options market data for IDEX Corporation (IEX).

IEX Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 16% - 35%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Good
IV Range
16% - 35%
Market Cap
$15B+
Weeklies
Yes

1 About IDEX Corporation (IEX)

IDEX Corporation manufactures pumps, flow meters, and other fluidic systems for diverse industries including life sciences, fire suppression, and industrial processing.

Company Profile

Sector Industrials
Industry Specialty Industrial Machinery
Market Cap $15B+
Exchange NYSE

Key Dates

Next Earnings See earnings calendar
Earnings Frequency Quarterly
Dividend Schedule See company page
Fiscal Year End December

IDEX Corporation operates in the Industrials sector.

2 IEX Options Market Overview

IEX 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

IEX options are available for trading across multiple expirations.

3 IEX Implied Volatility & IV Rank

IEX implied volatility is moderate, reflecting economic cycle exposure.

Low IV Environment
16% - 20%
Below average volatility
Typical IV Range
20% - 30%
Normal conditions
Elevated IV
30% - 35%
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 IEX options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

IEX IV generally trades near historical volatility, with premiums expanding around earnings.

Term Structure

Typically upward sloping under normal conditions.

View IEX Volatility Lab

IEX Gamma Exposure (GEX)

Gamma Exposure analysis for IEX reveals dealer hedging dynamics at key strike levels.

Typical GEX Profile: IEX tends to operate in a positive gamma environment during normal conditions.

Key Levels:

Dealer Hedging:

View Live IEX GEX

4 Common IEX Options Strategies

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

Popular for IEX shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on IEX.

Range-bound strategy for IEX between events.

Key Considerations for IEX Options

  • IEX 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: IEX Options

What is IEX's typical implied volatility?

IEX implied volatility typically ranges from 16% - 35%.

Does IEX have weekly options?

IEX offers weekly options.

What is IEX's options trading profile?

IEX (IDEX Corporation) 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 Industrials category for portfolio diversification and options strategy design.

How does IEX 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 IEX?

Popular strategies on IEX 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 IEX's gamma exposure (GEX)?

Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence IEX's intraday price action. IEX 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 IEX GEX levels and the gamma-flip point on ApexVol.

What is IEX's IV rank?

IEX's IV rank shows where IEX'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. IEX implied volatility typically ranges from 16% - 35%. Check IEX'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 →

Explore IEX Options Data

Access institutional-grade analytics including gamma exposure, implied volatility, and real-time options flow.

7 days free, cancel anytime No charge if you cancel
Start trial →