PH Gamma Exposure, IV Rank & Implied Volatility
Parker-Hannifin (PH) options data — GEX, IV rank, options chain & Greeks
PH options trade with implied volatility typically in the 18% - 40% range, averaging N/A in daily volume with very good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
An IV rank near 16.9 (the value shown here is illustrative) would mean implied volatility is in roughly the 16.9th percentile of its 1-year range — low IV, premium-buying regime for long calls/puts and debit spreads. For today's live PH IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real PH IV history on the live platform →
Comprehensive options market data for Parker-Hannifin (PH).
PH Options at a Glance
What's Covered in This Guide
1 About Parker-Hannifin (PH)
Parker-Hannifin (PH) is a diversified industrials company listed on NYSE.
Company Profile
Key Dates
Parker-Hannifin is a Diversified Industrials) company in the Industrials sector.
2 PH Options Market Overview
PH options provide trading opportunities for options traders.
Liquidity Assessment: Very Good
PH options provide trading opportunities across multiple expirations.
3 PH Implied Volatility & IV Rank
PH implied volatility patterns reflect the diversified industrials sector dynamics.
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 PH options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
PH IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
PH Gamma Exposure (GEX)
Gamma Exposure analysis for PH reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: PH tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common PH Options Strategies
These are strategies commonly used by traders on PH options, based on typical market characteristics. This is not investment advice.
Popular for PH shareholders seeking additional income.
Defined-risk directional exposure on PH.
Range-bound strategy for PH between events.
Key Considerations for PH Options
- Monitor PH earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing options positions
- PH options liquidity varies by expiration - prefer near-term and monthly expirations
Frequently Asked Questions: PH Options
What is PH's typical implied volatility?
PH implied volatility typically ranges from 18% - 40%. IV patterns are influenced by earnings, sector events, and market conditions.
Does PH have weekly options?
Yes, PH offers weekly options expirations.
What is PH's options trading profile?
PH (Parker-Hannifin) options trade with very good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 18% - 40% range. The position sits in the Industrials category for portfolio diversification and options strategy design.
How does PH 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 PH?
Popular strategies on PH options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 18% - 40% 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 PH's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence PH's intraday price action. PH 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 PH GEX levels and the gamma-flip point on ApexVol.
What is PH's IV rank?
PH's IV rank shows where PH'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. PH implied volatility typically ranges from 18% - 40%. Check PH's live IV rank and percentile on ApexVol's IV analytics.
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