ODFL Gamma Exposure, IV Rank & Implied Volatility
Old Dominion Freight Line (ODFL) options data — GEX, IV rank, options chain & Greeks
ODFL 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.
An IV rank near 65.5 (the value shown here is illustrative) would mean implied volatility is in roughly the 65.5th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live ODFL IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real ODFL IV history on the live platform →
Comprehensive options market data for Old Dominion Freight Line (ODFL).
ODFL Options at a Glance
What's Covered in This Guide
1 About Old Dominion Freight Line (ODFL)
Old Dominion Freight Line is a leading less-than-truckload (LTL) carrier known for industry-leading on-time delivery and claims performance across North America.
Company Profile
Key Dates
Old Dominion Freight Line operates in the Industrials sector.
2 ODFL Options Market Overview
ODFL options provide good liquidity for options traders.
Liquidity Assessment: Good
ODFL options are available for trading across multiple expirations.
3 ODFL Implied Volatility & IV Rank
ODFL implied volatility is moderate, reflecting economic cycle exposure and industrial spending trends. IV is driven by earnings and macroeconomic data.
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 ODFL options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
ODFL IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
ODFL Gamma Exposure (GEX)
Gamma Exposure analysis for ODFL reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: ODFL tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common ODFL Options Strategies
These are strategies commonly used by traders on ODFL options, based on typical market characteristics. This is not investment advice.
Popular for ODFL shareholders seeking additional income.
Defined-risk directional exposure on ODFL.
Range-bound strategy for ODFL between events.
Key Considerations for ODFL Options
- ODFL 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: ODFL Options
What is ODFL's typical implied volatility?
ODFL implied volatility typically ranges from 18% - 38%.
Does ODFL have weekly options?
ODFL offers weekly options.
What is ODFL's options trading profile?
ODFL (Old Dominion Freight Line) 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 Industrials category for portfolio diversification and options strategy design.
How does ODFL 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 ODFL?
Popular strategies on ODFL 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 ODFL's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence ODFL's intraday price action. ODFL 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 ODFL GEX levels and the gamma-flip point on ApexVol.
What is ODFL's IV rank?
ODFL's IV rank shows where ODFL'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. ODFL implied volatility typically ranges from 18% - 38%. Check ODFL's live IV rank and percentile on ApexVol's IV analytics.
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