Financial Services Finance Reference Data Updated 2026-05-31

PGR Gamma Exposure, IV Rank & Implied Volatility

Progressive Corporation (PGR) options data — GEX, IV rank, options chain & Greeks

PGR options trade with implied volatility typically in the 16% - 38% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.

IV Rank 23.5 /100
IV 57.5%
Simulated data for display · open live PGR on the platform →

An IV rank near 23.5 (the value shown here is illustrative) would mean implied volatility is in roughly the 23.5th percentile of its 1-year range — low IV, premium-buying regime for long calls/puts and debit spreads. For today's live PGR IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 42.81%97.44%

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

Comprehensive options market data for Progressive Corporation (PGR).

PGR Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 16% - 38%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Good
IV Range
16% - 38%
Market Cap
$130B+
Weeklies
Yes

1 About Progressive Corporation (PGR)

Progressive is one of the largest auto insurance providers in the U.S., known for its direct-to-consumer model and innovative pricing tools. The company also offers home and commercial insurance.

Company Profile

Sector Financial Services
Industry Insurance - Property & Casualty
Market Cap $130B+
Exchange NYSE

Key Dates

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

Progressive Corporation operates in the Financial Services sector.

2 PGR Options Market Overview

PGR 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

PGR options are available for trading across multiple expirations.

3 PGR Implied Volatility & IV Rank

PGR implied volatility reflects interest rate sensitivity and credit cycle dynamics. IV spikes during financial stress events and Fed policy shifts.

Low IV Environment
16% - 21%
Below average volatility
Typical IV Range
21% - 32%
Normal conditions
Elevated IV
32% - 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 PGR options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

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

Term Structure

Typically upward sloping under normal conditions.

View PGR Volatility Lab

PGR Gamma Exposure (GEX)

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

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

Key Levels:

Dealer Hedging:

View Live PGR GEX

4 Common PGR Options Strategies

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

Popular for PGR shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on PGR.

Range-bound strategy for PGR between events.

Key Considerations for PGR Options

  • PGR 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: PGR Options

What is PGR's typical implied volatility?

PGR implied volatility typically ranges from 16% - 38%.

Does PGR have weekly options?

PGR offers weekly options.

What is PGR's options trading profile?

PGR (Progressive 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 16% - 38% range. The position sits in the Financial Services category for portfolio diversification and options strategy design.

How does PGR 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 PGR?

Popular strategies on PGR options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 16% - 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 PGR's gamma exposure (GEX)?

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

What is PGR's IV rank?

PGR's IV rank shows where PGR'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. PGR implied volatility typically ranges from 16% - 38%. Check PGR'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 →

Explore PGR Options Data

Access institutional-grade analytics including gamma exposure, implied volatility, and real-time options flow.

7 days free, cancel anytime No charge if you cancel
Start trial →