PHM Gamma Exposure, IV Rank & Implied Volatility
PulteGroup Inc. (PHM) options data — GEX, IV rank, options chain & Greeks
PHM options trade with implied volatility typically in the 20% - 45% 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 31.2 (the value shown here is illustrative) would mean implied volatility is in roughly the 31.2th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live PHM IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real PHM IV history on the live platform →
Comprehensive options market data for PulteGroup Inc.
PHM Options at a Glance
What's Covered in This Guide
1 About PulteGroup Inc. (PHM)
PulteGroup is one of America's largest homebuilders, constructing homes for first-time, move-up, and active adult buyers under the Pulte, Del Webb, and Centex brands.
Company Profile
Key Dates
PulteGroup Inc. operates in the Consumer Discretionary sector.
2 PHM Options Market Overview
PHM options provide good liquidity for options traders.
Liquidity Assessment: Good
PHM options are available for trading across multiple expirations.
3 PHM Implied Volatility & IV Rank
PHM implied volatility reflects consumer spending trends and competitive 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 PHM options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
PHM IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
PHM Gamma Exposure (GEX)
Gamma Exposure analysis for PHM reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: PHM tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common PHM Options Strategies
These are strategies commonly used by traders on PHM options, based on typical market characteristics. This is not investment advice.
Popular for PHM shareholders seeking additional income.
Defined-risk directional exposure on PHM.
Range-bound strategy for PHM between events.
Key Considerations for PHM Options
- PHM 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: PHM Options
What is PHM's typical implied volatility?
PHM implied volatility typically ranges from 20% - 45%.
Does PHM have weekly options?
PHM offers weekly options.
What is PHM's options trading profile?
PHM (PulteGroup 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 20% - 45% range. The position sits in the Consumer Discretionary category for portfolio diversification and options strategy design.
How does PHM 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 PHM?
Popular strategies on PHM options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 20% - 45% 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 PHM's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence PHM's intraday price action. PHM 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 PHM GEX levels and the gamma-flip point on ApexVol.
What is PHM's IV rank?
PHM's IV rank shows where PHM'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. PHM implied volatility typically ranges from 20% - 45%. Check PHM's live IV rank and percentile on ApexVol's IV analytics.
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