ETF ETFs - Index Reference Data Updated 2026-05-31

MDY Gamma Exposure, IV Rank & Implied Volatility

SPDR S&P MidCap 400 ETF (MDY) options data — GEX, IV rank, options chain & Greeks

MDY options trade with implied volatility typically in the 12% - 35% range, averaging N/A in daily volume with excellent liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.

IV Rank 38.3 /100
IV 39.0%
Simulated data for display · open live MDY on the platform →

An IV rank near 38.3 (the value shown here is illustrative) would mean implied volatility is in roughly the 38.3th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live MDY IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 23.67%51.62%

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

Comprehensive options market data for SPDR S&P MidCap 400 ETF (MDY).

MDY Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 12% - 35%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Excellent
IV Range
12% - 35%
Weeklies
Yes

1 About SPDR S&P MidCap 400 ETF (MDY)

SPDR S&P MidCap 400 ETF (MDY) is a index etf company listed on NYSE.

Company Profile

Sector ETF
Industry Index ETF
Market Cap See live data
Exchange NYSE

Key Dates

Next Earnings See earnings calendar
Earnings Frequency Quarterly
Dividend Schedule See company page
Fiscal Year End December

SPDR S&P MidCap 400 ETF is a Index ETF) company in the ETF sector.

2 MDY Options Market Overview

MDY options provide trading opportunities 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: Excellent

MDY options provide trading opportunities across multiple expirations.

3 MDY Implied Volatility & IV Rank

MDY implied volatility patterns reflect the index etf sector dynamics.

Low IV Environment
12% - 17%
Below average volatility
Typical IV Range
17% - 29%
Normal conditions
Elevated IV
29% - 35%
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 MDY options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

MDY IV generally trades near historical volatility, with premiums expanding around earnings.

Term Structure

Typically upward sloping under normal conditions.

View MDY Volatility Lab

MDY Gamma Exposure (GEX)

Gamma Exposure analysis for MDY reveals dealer hedging dynamics at key strike levels.

Typical GEX Profile: MDY tends to operate in a positive gamma environment during normal conditions.

Key Levels:

Dealer Hedging:

View Live MDY GEX

4 Common MDY Options Strategies

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

Popular for MDY shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on MDY.

Range-bound strategy for MDY between events.

Key Considerations for MDY Options

  • Monitor MDY earnings dates for IV expansion/contraction patterns
  • Consider the stock's beta when sizing options positions
  • MDY options liquidity varies by expiration - prefer near-term and monthly expirations

Frequently Asked Questions: MDY Options

What is MDY's typical implied volatility?

MDY implied volatility typically ranges from 12% - 35%. IV patterns are influenced by earnings, sector events, and market conditions.

Does MDY have weekly options?

Yes, MDY offers weekly options expirations.

What is MDY's options trading profile?

MDY (SPDR S&P MidCap 400 ETF) options trade with excellent liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 12% - 35% range. The position sits in the ETF category for portfolio diversification and options strategy design.

How does MDY 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 MDY?

Popular strategies on MDY options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 12% - 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 MDY's gamma exposure (GEX)?

Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence MDY's intraday price action. MDY 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 MDY GEX levels and the gamma-flip point on ApexVol.

What is MDY's IV rank?

MDY's IV rank shows where MDY'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. MDY implied volatility typically ranges from 12% - 35%. Check MDY's live IV rank and percentile on ApexVol's IV analytics.

MDY Key Events

Earnings Months
January April July October

Related Tickers

Analyze MDY Options

Access real-time GEX levels, IV analytics, and options flow for MDY.

Create Free Account View Plans
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 →

Explore MDY Options Data

Access institutional-grade analytics including gamma exposure, implied volatility, and real-time options flow.

7 days free, cancel anytime No charge if you cancel
Start trial →