Healthcare Healthcare Reference Data Updated 2026-05-31

IQV Gamma Exposure, IV Rank & Implied Volatility

IQVIA Holdings (IQV) options data — GEX, IV rank, options chain & Greeks

IQV 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.

IV Rank 22.7 /100
IV 49.9%
Simulated data for display · open live IQV on the platform →

An IV rank near 22.7 (the value shown here is illustrative) would mean implied volatility is in roughly the 22.7th percentile of its 1-year range — low IV, premium-buying regime for long calls/puts and debit spreads. For today's live IQV IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 36.18%83.33%

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

Comprehensive options market data for IQVIA Holdings (IQV).

IQV Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 18% - 40%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Good
IV Range
18% - 40%
Market Cap
$40B+
Weeklies
Yes

1 About IQVIA Holdings (IQV)

IQVIA provides analytics, technology, and clinical research services to the life sciences industry, supporting pharmaceutical R&D and commercialization.

Company Profile

Sector Healthcare
Industry Healthcare Information Services
Market Cap $40B+
Exchange NYSE

Key Dates

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

IQVIA Holdings operates in the Healthcare sector.

2 IQV Options Market Overview

IQV 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

IQV options are available for trading across multiple expirations.

3 IQV Implied Volatility & IV Rank

IQV implied volatility reflects healthcare outcomes, clinical trials, and regulatory decisions.

Low IV Environment
18% - 23%
Below average volatility
Typical IV Range
23% - 34%
Normal conditions
Elevated IV
34% - 40%
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 IQV options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

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

Term Structure

Typically upward sloping under normal conditions.

View IQV Volatility Lab

IQV Gamma Exposure (GEX)

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

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

Key Levels:

Dealer Hedging:

View Live IQV GEX

4 Common IQV Options Strategies

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

Popular for IQV shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on IQV.

Range-bound strategy for IQV between events.

Key Considerations for IQV Options

  • IQV 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: IQV Options

What is IQV's typical implied volatility?

IQV implied volatility typically ranges from 18% - 40%.

Does IQV have weekly options?

IQV offers weekly options.

What is IQV's options trading profile?

IQV (IQVIA Holdings) 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 Healthcare category for portfolio diversification and options strategy design.

How does IQV 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 IQV?

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

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

What is IQV's IV rank?

IQV's IV rank shows where IQV'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. IQV implied volatility typically ranges from 18% - 40%. Check IQV'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 →

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