Finance · Finance
MET Implied Volatility, IV Rank & Options Chain
MetLife Inc. (MET) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for MetLife Inc.
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MET options trade with implied volatility typically in the 18% - 40% range, averaging N/A in daily volume with very good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
MET implied volatility
As of 2026-10-26As of 2026-10-26, MET's 30-day implied volatility is 30.8%, placing its 1-year IV percentile at 86.0 — above 86.0% of the past year's daily IV readings, an elevated, premium-selling regime favoring credit spreads, iron condors and short strangles.
MET live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live MET chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
MET 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 MetLife Inc. (MET)
MetLife Inc. (MET) is a insurance company listed on NYSE.
Company profile
- Sector
- Finance
- Industry
- Insurance
- 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
MetLife Inc. is a Insurance) company in the Finance 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.
MET options market overview
MET 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: Very Good
MET options provide trading opportunities across multiple expirations.
MET implied volatility and IV rank
MET implied volatility patterns reflect the insurance sector dynamics.
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 MET options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
MET 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 MET, on today's chain.
Open MET in IV IntelligenceMET gamma exposure (GEX)
Gamma Exposure analysis for MET reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. MET tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on MET right now, strike by strike.
See live MET GEXCommon MET options strategies
These are strategies commonly used by traders on MET options, based on typical market characteristics. This is not investment advice.
Key considerations for MET options
- Monitor MET earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing options positions
- MET options liquidity varies by expiration - prefer near-term and monthly expirations
MET key events
Earnings months. January, April, July, October
MET options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns MET'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/MET"What is MET's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on MET in the console, more prompts for MET, 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 MET options.
What is MET's typical implied volatility?
MET implied volatility typically ranges from 18% - 40%. IV patterns are influenced by earnings, sector events, and market conditions.
Does MET have weekly options?
Yes, MET offers weekly options expirations.
What is MET's options trading profile?
MET (MetLife Inc.) options trade with very 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 Finance category for portfolio diversification and options strategy design.
How does MET 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 MET?
Popular strategies on MET 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 MET's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence MET's intraday price action. MET 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 MET GEX levels and the gamma-flip point on ApexVol.
What is MET's IV rank?
MET's IV rank shows where MET'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. MET implied volatility typically ranges from 18% - 40%. Check MET's live IV rank and percentile on ApexVol's IV analytics.
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