Real Estate · Real Estate
IRM Implied Volatility, IV Rank & Options Chain
Iron Mountain Inc. (IRM) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Iron Mountain Inc.
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IRM 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.
IRM implied volatility
As of 2026-10-26As of 2026-10-26, IRM's 30-day implied volatility is 38.5%, placing its 1-year IV percentile at 50.0 — above 50.0% of the past year's daily IV readings, a middle range, neutral between selling and buying premium.
IRM live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live IRM chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
IRM 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 Iron Mountain Inc. (IRM)
Iron Mountain provides information management and storage services including records management, data centers, and digital transformation solutions for enterprises.
Company profile
- Sector
- Real Estate
- Industry
- REIT - Specialty
- Market cap
- $25B+
- Exchange
- NYSE
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
Iron Mountain Inc. 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
Free on AAPL, no account. Trial: no charge if you cancel before it ends.
IRM options market overview
IRM 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
IRM options are available for trading across multiple expirations.
IRM implied volatility and IV rank
IRM 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 IRM options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
IRM 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 IRM, on today's chain.
Open IRM in IV IntelligenceIRM gamma exposure (GEX)
Gamma Exposure analysis for IRM reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. IRM tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on IRM right now, strike by strike.
See live IRM GEXCommon IRM options strategies
These are strategies commonly used by traders on IRM options, based on typical market characteristics. This is not investment advice.
Key considerations for IRM options
- IRM 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
IRM key events
Earnings months. January, April, July, October
IRM options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns IRM'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/IRM"What is IRM's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on IRM in the console, more prompts for IRM, 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 IRM options.
What is IRM's typical implied volatility?
IRM implied volatility typically ranges from 18% - 40%.
Does IRM have weekly options?
IRM offers weekly options.
What is IRM's options trading profile?
IRM (Iron Mountain 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% - 40% range. The position sits in the Real Estate category for portfolio diversification and options strategy design.
How does IRM 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 IRM?
Popular strategies on IRM 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 IRM's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence IRM's intraday price action. IRM 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 IRM GEX levels and the gamma-flip point on ApexVol.
What is IRM's IV rank?
IRM's IV rank shows where IRM'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. IRM implied volatility typically ranges from 18% - 40%. Check IRM's live IV rank and percentile on ApexVol's IV analytics.
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