Financial Services · Finance
NDAQ Implied Volatility, IV Rank & Options Chain
Nasdaq Inc. (NDAQ) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Nasdaq Inc.
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NDAQ 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.
NDAQ implied volatility
As of 2026-10-26As of 2026-10-26, NDAQ's 30-day implied volatility is 25.4%, placing its 1-year IV percentile at 35.0 — above 35.0% of the past year's daily IV readings, a middle range, neutral between selling and buying premium.
NDAQ live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live NDAQ chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
NDAQ options at a glance
- Daily volume
- N/A
- IV range
- 16% - 35%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About Nasdaq Inc. (NDAQ)
Nasdaq Inc. operates global stock exchanges and provides trading technology, market data, and analytics services. It is a leading provider of capital markets technology solutions.
Company profile
- Sector
- Financial Services
- Industry
- Financial Data & Exchanges
- Market cap
- $35B+
- Exchange
- NASDAQ
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
Nasdaq Inc. operates in the Financial Services 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
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NDAQ options market overview
NDAQ 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
NDAQ options are available for trading across multiple expirations.
NDAQ implied volatility and IV rank
NDAQ 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 NDAQ options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
NDAQ 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 NDAQ, on today's chain.
Open NDAQ in IV IntelligenceNDAQ gamma exposure (GEX)
Gamma Exposure analysis for NDAQ reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. NDAQ tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on NDAQ right now, strike by strike.
See live NDAQ GEXCommon NDAQ options strategies
These are strategies commonly used by traders on NDAQ options, based on typical market characteristics. This is not investment advice.
Key considerations for NDAQ options
- NDAQ 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
NDAQ key events
Earnings months. January, April, July, October
NDAQ options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns NDAQ'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/NDAQ"What is NDAQ's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on NDAQ in the console, more prompts for NDAQ, 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 NDAQ options.
What is NDAQ's typical implied volatility?
NDAQ implied volatility typically ranges from 16% - 35%.
Does NDAQ have weekly options?
NDAQ offers weekly options.
What is NDAQ's options trading profile?
NDAQ (Nasdaq Inc.) 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 NDAQ 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 NDAQ?
Popular strategies on NDAQ 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 NDAQ's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence NDAQ's intraday price action. NDAQ 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 NDAQ GEX levels and the gamma-flip point on ApexVol.
What is NDAQ's IV rank?
NDAQ's IV rank shows where NDAQ'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. NDAQ implied volatility typically ranges from 16% - 35%. Check NDAQ's live IV rank and percentile on ApexVol's IV analytics.
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