PCAR Gamma Exposure, IV Rank & Implied Volatility
PACCAR Inc. (PCAR) options data — GEX, IV rank, options chain & Greeks
PCAR 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 18.8 (the value shown here is illustrative) would mean implied volatility is in roughly the 18.8th percentile of its 1-year range — low IV, premium-buying regime for long calls/puts and debit spreads. For today's live PCAR IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real PCAR IV history on the live platform →
Comprehensive options market data for PACCAR Inc.
PCAR Options at a Glance
What's Covered in This Guide
1 About PACCAR Inc. (PCAR)
PACCAR is a leading manufacturer of Kenworth and Peterbilt heavy-duty trucks and DAF trucks in Europe, with a profitable parts and financial services business.
Company Profile
Key Dates
PACCAR Inc. operates in the Industrials sector.
2 PCAR Options Market Overview
PCAR options provide good liquidity for options traders.
Liquidity Assessment: Good
PCAR options are available for trading across multiple expirations.
3 PCAR Implied Volatility & IV Rank
PCAR implied volatility is moderate, reflecting economic cycle exposure.
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 PCAR options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
PCAR IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
PCAR Gamma Exposure (GEX)
Gamma Exposure analysis for PCAR reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: PCAR tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common PCAR Options Strategies
These are strategies commonly used by traders on PCAR options, based on typical market characteristics. This is not investment advice.
Popular for PCAR shareholders seeking additional income.
Defined-risk directional exposure on PCAR.
Range-bound strategy for PCAR between events.
Key Considerations for PCAR Options
- PCAR 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: PCAR Options
What is PCAR's typical implied volatility?
PCAR implied volatility typically ranges from 18% - 38%.
Does PCAR have weekly options?
PCAR offers weekly options.
What is PCAR's options trading profile?
PCAR (PACCAR 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 18% - 38% range. The position sits in the Industrials category for portfolio diversification and options strategy design.
How does PCAR 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 PCAR?
Popular strategies on PCAR 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 PCAR's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence PCAR's intraday price action. PCAR 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 PCAR GEX levels and the gamma-flip point on ApexVol.
What is PCAR's IV rank?
PCAR's IV rank shows where PCAR'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. PCAR implied volatility typically ranges from 18% - 38%. Check PCAR's live IV rank and percentile on ApexVol's IV analytics.
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