Real Estate Real Estate Reference Data Updated 2026-05-31

IRM Gamma Exposure, IV Rank & Implied Volatility

Iron Mountain Inc. (IRM) options data — GEX, IV rank, options chain & Greeks

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.

IV Rank 48.2 /100
IV 37.2%
Simulated data for display · open live IRM on the platform →

An IV rank near 48.2 (the value shown here is illustrative) would mean implied volatility is in roughly the 48.2th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live IRM IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 27.31%50.33%

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

Comprehensive options market data for Iron Mountain Inc.

IRM 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
$25B+
Weeklies
Yes

1 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.

2 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.

3 IRM Implied Volatility & IV Rank

IRM implied volatility reflects interest rate sensitivity and real estate conditions.

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 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.

View IRM Volatility Lab

IRM 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:

View Live IRM GEX

4 Common IRM Options Strategies

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

Popular for IRM shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on IRM.

Range-bound strategy for IRM between events.

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

Frequently Asked Questions: 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.

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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