Finance Finance Reference Data Updated 2026-05-31

MET Gamma Exposure, IV Rank & Implied Volatility

MetLife Inc. (MET) options data — GEX, IV rank, options chain & Greeks

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.

IV Rank 41.1 /100
IV 19.9%
Simulated data for display · open live MET on the platform →

An IV rank near 41.1 (the value shown here is illustrative) would mean implied volatility is in roughly the 41.1th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live MET IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 11.59%27.49%

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

Comprehensive options market data for MetLife Inc.

MET 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
Very Good
IV Range
18% - 40%
Weeklies
Yes

1 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.

2 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.

3 MET Implied Volatility & IV Rank

MET implied volatility patterns reflect the insurance sector dynamics.

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 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.

View MET Volatility Lab

MET 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:

View Live MET GEX

4 Common MET Options Strategies

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

Popular for MET shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on MET.

Range-bound strategy for MET between events.

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

Frequently Asked Questions: 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.

MET Key Events

Earnings Months
January April July October

Related Tickers

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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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