MCO Gamma Exposure, IV Rank & Implied Volatility
Moody's Corporation (MCO) options data — GEX, IV rank, options chain & Greeks
MCO options trade with implied volatility typically in the 16% - 35% 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 54.3 (the value shown here is illustrative) would mean implied volatility is in roughly the 54.3th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live MCO IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real MCO IV history on the live platform →
Comprehensive options market data for Moody's Corporation (MCO).
MCO Options at a Glance
What's Covered in This Guide
1 About Moody's Corporation (MCO)
Moody's Corporation is a global provider of credit ratings, research, and risk analysis. Its ratings division and analytics business serve financial institutions worldwide.
Company Profile
Key Dates
Moody's Corporation operates in the Financial Services sector.
2 MCO Options Market Overview
MCO options provide good liquidity for options traders.
Liquidity Assessment: Good
MCO options are available for trading across multiple expirations.
3 MCO Implied Volatility & IV Rank
MCO implied volatility reflects interest rate sensitivity and credit cycle dynamics. IV spikes during financial stress events and Fed policy shifts.
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 MCO options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
MCO IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
MCO Gamma Exposure (GEX)
Gamma Exposure analysis for MCO reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: MCO tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common MCO Options Strategies
These are strategies commonly used by traders on MCO options, based on typical market characteristics. This is not investment advice.
Popular for MCO shareholders seeking additional income.
Defined-risk directional exposure on MCO.
Range-bound strategy for MCO between events.
Key Considerations for MCO Options
- MCO 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: MCO Options
What is MCO's typical implied volatility?
MCO implied volatility typically ranges from 16% - 35%.
Does MCO have weekly options?
MCO offers weekly options.
What is MCO's options trading profile?
MCO (Moody's 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 16% - 35% range. The position sits in the Financial Services category for portfolio diversification and options strategy design.
How does MCO 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 MCO?
Popular strategies on MCO options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 16% - 35% 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 MCO's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence MCO's intraday price action. MCO 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 MCO GEX levels and the gamma-flip point on ApexVol.
What is MCO's IV rank?
MCO's IV rank shows where MCO'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. MCO implied volatility typically ranges from 16% - 35%. Check MCO's live IV rank and percentile on ApexVol's IV analytics.
On This Page
MCO Analytics
MCO Key Events
Related Tickers
Analyze MCO Options
Access real-time GEX levels, IV analytics, and options flow for MCO.
Create Free Account View PlansExplore MCO Options Data
Access institutional-grade analytics including gamma exposure, implied volatility, and real-time options flow.