Consumer Discretionary · Consumer
POOL Implied Volatility, IV Rank & Options Chain
Pool Corporation (POOL) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Pool Corporation (POOL).
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POOL 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.
POOL implied volatility
As of 2026-10-26As of 2026-10-26, POOL's 30-day implied volatility is 37.1%, placing its 1-year IV percentile at 84.0 — above 84.0% of the past year's daily IV readings, an elevated, premium-selling regime favoring credit spreads, iron condors and short strangles.
POOL live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live POOL chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
POOL 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 Pool Corporation (POOL)
Pool Corporation is the world's largest wholesale distributor of swimming pool supplies, equipment, and related products, serving professional contractors.
Company profile
- Sector
- Consumer Discretionary
- Industry
- Specialty Retail
- Market cap
- $13B+
- Exchange
- NASDAQ
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
Pool Corporation operates in the Consumer Discretionary 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
Free on AAPL, no account. Trial: no charge if you cancel before it ends.
POOL options market overview
POOL 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
POOL options are available for trading across multiple expirations.
POOL implied volatility and IV rank
POOL 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 POOL options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
POOL 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 POOL, on today's chain.
Open POOL in IV IntelligencePOOL gamma exposure (GEX)
Gamma Exposure analysis for POOL reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. POOL tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on POOL right now, strike by strike.
See live POOL GEXCommon POOL options strategies
These are strategies commonly used by traders on POOL options, based on typical market characteristics. This is not investment advice.
Key considerations for POOL options
- POOL 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
POOL key events
Earnings months. January, April, July, October
POOL options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns POOL'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/POOL"What is POOL's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on POOL in the console, more prompts for POOL, 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 POOL options.
What is POOL's typical implied volatility?
POOL implied volatility typically ranges from 18% - 42%.
Does POOL have weekly options?
POOL offers weekly options.
What is POOL's options trading profile?
POOL (Pool 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 Consumer Discretionary category for portfolio diversification and options strategy design.
How does POOL 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 POOL?
Popular strategies on POOL 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 POOL's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence POOL's intraday price action. POOL 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 POOL GEX levels and the gamma-flip point on ApexVol.
What is POOL's IV rank?
POOL's IV rank shows where POOL'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. POOL implied volatility typically ranges from 18% - 42%. Check POOL's live IV rank and percentile on ApexVol's IV analytics.
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