IR Gamma Exposure, IV Rank & Implied Volatility
Ingersoll Rand Inc. (IR) options data — GEX, IV rank, options chain & Greeks
IR options trade with implied volatility typically in the 18% - 38% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
An IV rank near 81.7 (the value shown here is illustrative) would mean implied volatility is in roughly the 81.7th percentile of its 1-year range — elevated, premium-selling regime for credit spreads, iron condors, and short strangles. For today's live IR IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real IR IV history on the live platform →
Comprehensive options market data for Ingersoll Rand Inc.
IR Options at a Glance
What's Covered in This Guide
1 About Ingersoll Rand Inc. (IR)
Ingersoll Rand provides flow creation and industrial technologies including compressors, pumps, blowers, and power tools for diverse industries.
Company Profile
Key Dates
Ingersoll Rand Inc. operates in the Industrials sector.
2 IR Options Market Overview
IR options provide good liquidity for options traders.
Liquidity Assessment: Good
IR options are available for trading across multiple expirations.
3 IR Implied Volatility & IV Rank
IR implied volatility is moderate, reflecting economic cycle exposure.
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 IR options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
IR IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
IR Gamma Exposure (GEX)
Gamma Exposure analysis for IR reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: IR tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common IR Options Strategies
These are strategies commonly used by traders on IR options, based on typical market characteristics. This is not investment advice.
Popular for IR shareholders seeking additional income.
Defined-risk directional exposure on IR.
Range-bound strategy for IR between events.
Key Considerations for IR Options
- IR 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: IR Options
What is IR's typical implied volatility?
IR implied volatility typically ranges from 18% - 38%.
Does IR have weekly options?
IR offers weekly options.
What is IR's options trading profile?
IR (Ingersoll Rand Inc.) 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% - 38% range. The position sits in the Industrials category for portfolio diversification and options strategy design.
How does IR 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 IR?
Popular strategies on IR options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 18% - 38% 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 IR's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence IR's intraday price action. IR 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 IR GEX levels and the gamma-flip point on ApexVol.
What is IR's IV rank?
IR's IV rank shows where IR'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. IR implied volatility typically ranges from 18% - 38%. Check IR's live IV rank and percentile on ApexVol's IV analytics.
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