Materials Industrial Reference Data Updated 2026-05-31

OC Gamma Exposure, IV Rank & Implied Volatility

Owens Corning (OC) options data — GEX, IV rank, options chain & Greeks

OC options trade with implied volatility typically in the 18% - 38% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.

IV Rank 63.3 /100
IV 21.0%
Simulated data for display · open live OC on the platform →

An IV rank near 63.3 (the value shown here is illustrative) would mean implied volatility is in roughly the 63.3th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live OC IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 16.41%28.09%

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

Comprehensive options market data for Owens Corning (OC).

OC Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 18% - 38%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Good
IV Range
18% - 38%
Market Cap
$15B+
Weeklies
Yes

1 About Owens Corning (OC)

Owens Corning is a global building and construction materials company producing insulation, roofing, and fiberglass composite materials.

Company Profile

Sector Materials
Industry Building Materials
Market Cap $15B+
Exchange NYSE

Key Dates

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

Owens Corning operates in the Materials sector.

2 OC Options Market Overview

OC 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

OC options are available for trading across multiple expirations.

3 OC Implied Volatility & IV Rank

OC implied volatility is moderate, reflecting economic cycle exposure.

Low IV Environment
18% - 23%
Below average volatility
Typical IV Range
23% - 33%
Normal conditions
Elevated IV
33% - 38%
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 OC options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

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

Term Structure

Typically upward sloping under normal conditions.

View OC Volatility Lab

OC Gamma Exposure (GEX)

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

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

Key Levels:

Dealer Hedging:

View Live OC GEX

4 Common OC Options Strategies

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

Popular for OC shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on OC.

Range-bound strategy for OC between events.

Key Considerations for OC Options

  • OC 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: OC Options

What is OC's typical implied volatility?

OC implied volatility typically ranges from 18% - 38%.

Does OC have weekly options?

OC offers weekly options.

What is OC's options trading profile?

OC (Owens Corning) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 18% - 38% range. The position sits in the Materials category for portfolio diversification and options strategy design.

How does OC 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 OC?

Popular strategies on OC options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 18% - 38% 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 OC's gamma exposure (GEX)?

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

What is OC's IV rank?

OC's IV rank shows where OC'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. OC implied volatility typically ranges from 18% - 38%. Check OC's live IV rank and percentile on ApexVol's IV analytics.

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 →

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