Industrials · Industrial
MAS Implied Volatility, IV Rank & Options Chain
Masco Corporation (MAS) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Masco Corporation (MAS).
Visitors can open the Terminal on AAPL. MAS itself opens with the 7-day free trial, offered inside the Terminal.
ApexVol Terminal
Options analytics, live.
Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
Free on AAPL, no account. Trial: no charge if you cancel before it ends.
On this page
MAS 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.
MAS implied volatility
As of 2026-10-26As of 2026-10-26, MAS's 30-day implied volatility is 42.9%, placing its 1-year IV percentile at 33.0 — above 33.0% of the past year's daily IV readings, a middle range, neutral between selling and buying premium.
MAS live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live MAS chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
MAS options at a glance
- Daily volume
- N/A
- IV range
- 18% - 38%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About Masco Corporation (MAS)
Masco Corporation manufactures home improvement and building products including Behr paint, Delta faucets, and KraftMaid cabinets.
Company profile
- Sector
- Industrials
- Industry
- Building Products & Equipment
- Market cap
- $15B+
- Exchange
- NYSE
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
Masco Corporation operates in the Industrials 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.
MAS options market overview
MAS 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
MAS options are available for trading across multiple expirations.
MAS implied volatility and IV rank
MAS 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 MAS options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
MAS 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 MAS, on today's chain.
Open MAS in IV IntelligenceMAS gamma exposure (GEX)
Gamma Exposure analysis for MAS reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. MAS tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on MAS right now, strike by strike.
See live MAS GEXCommon MAS options strategies
These are strategies commonly used by traders on MAS options, based on typical market characteristics. This is not investment advice.
Key considerations for MAS options
- MAS 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
MAS key events
Earnings months. January, April, July, October
MAS options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns MAS'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/MAS"What is MAS's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on MAS in the console, more prompts for MAS, 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.
No account needed. Unsubscribe any time.
Questions
Frequently asked
about MAS options.
What is MAS's typical implied volatility?
MAS implied volatility typically ranges from 18% - 38%.
Does MAS have weekly options?
MAS offers weekly options.
What is MAS's options trading profile?
MAS (Masco 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 18% - 38% range. The position sits in the Industrials category for portfolio diversification and options strategy design.
How does MAS 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 MAS?
Popular strategies on MAS 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 MAS's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence MAS's intraday price action. MAS 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 MAS GEX levels and the gamma-flip point on ApexVol.
What is MAS's IV rank?
MAS's IV rank shows where MAS'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. MAS implied volatility typically ranges from 18% - 38%. Check MAS's live IV rank and percentile on ApexVol's IV analytics.
Keep reading
Where MAS
gets priced.
MAS analytics
Run it, do not just read it
Related tickers
Reference data reads well.
Live data trades better.
Everything on this page is the shape of MAS options. The Terminal shows you today's chain, its Greeks, the gamma profile and the flow tape as they move. Try the Terminal on AAPL without an account.
Real market data, not a sandbox. See it live on AAPL.