Utilities · Utilities
PCG Implied Volatility, IV Rank & Options Chain
PG&E Corporation (PCG) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for PG&E Corporation (PCG).
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PCG options trade with implied volatility typically in the 18% - 42% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
PCG implied volatility
As of 2026-10-26As of 2026-10-26, PCG's 30-day implied volatility is 46.7%, placing its 1-year IV percentile at 92.0 — above 92.0% of the past year's daily IV readings, an elevated, premium-selling regime favoring credit spreads, iron condors and short strangles.
PCG live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live PCG chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
PCG options at a glance
- Daily volume
- N/A
- IV range
- 18% - 42%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About PG&E Corporation (PCG)
PG&E Corporation provides natural gas and electric service to approximately 16 million people in Northern and Central California. The company is investing in wildfire mitigation.
Company profile
- Sector
- Utilities
- Industry
- Electric Utilities
- Market cap
- $40B+
- Exchange
- NYSE
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
PG&E Corporation operates in the Utilities 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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PCG options market overview
PCG 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
PCG options are available for trading across multiple expirations.
PCG implied volatility and IV rank
PCG implied volatility is typically low, reflecting the regulated and defensive nature of utility operations. IV may rise during regulatory proceedings.
Earnings impact
IV typically expands before earnings and contracts after the announcement.
The move options are pricing for the next report, and how the last 12 went: PCG earnings expected move.
The post-earnings volatility drop is known as IV crush. Holders of short PCG options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
PCG 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 PCG, on today's chain.
Open PCG in IV IntelligencePCG gamma exposure (GEX)
Gamma Exposure analysis for PCG reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. PCG tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on PCG right now, strike by strike.
See live PCG GEXCommon PCG options strategies
These are strategies commonly used by traders on PCG options, based on typical market characteristics. This is not investment advice.
Key considerations for PCG options
- PCG 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
PCG key events
Earnings months. January, April, July, October
PCG options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns PCG'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/PCG"What is PCG's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on PCG in the console, more prompts for PCG, 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 PCG options.
What is PCG's typical implied volatility?
PCG implied volatility typically ranges from 18% - 42%.
Does PCG have weekly options?
PCG offers weekly options.
What is PCG's options trading profile?
PCG (PG&E Corporation) 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% - 42% range. The position sits in the Utilities category for portfolio diversification and options strategy design.
How does PCG 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 PCG?
Popular strategies on PCG options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 18% - 42% 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 PCG's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence PCG's intraday price action. PCG 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 PCG GEX levels and the gamma-flip point on ApexVol.
What is PCG's IV rank?
PCG's IV rank shows where PCG'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. PCG implied volatility typically ranges from 18% - 42%. Check PCG's live IV rank and percentile on ApexVol's IV analytics.
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