Energy Energy Reference Data Updated 2026-05-31

PSX Gamma Exposure, IV Rank & Implied Volatility

Phillips 66 (PSX) options data — GEX, IV rank, options chain & Greeks

PSX options trade with implied volatility typically in the 22% - 48% range, averaging N/A in daily volume with very good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.

IV Rank 78.7 /100
IV 23.3%
Simulated data for display · open live PSX on the platform →

An IV rank near 78.7 (the value shown here is illustrative) would mean implied volatility is in roughly the 78.7th percentile of its 1-year range — elevated, premium-selling regime for credit spreads, iron condors, and short strangles. For today's live PSX IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 13.11%30.79%

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

Comprehensive options market data for Phillips 66 (PSX).

PSX Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 22% - 48%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Very Good
IV Range
22% - 48%
Weeklies
Yes

1 About Phillips 66 (PSX)

Phillips 66 (PSX) is a oil refining company listed on NYSE.

Company Profile

Sector Energy
Industry Oil Refining
Market Cap See live data
Exchange NYSE

Key Dates

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

Phillips 66 is a Oil Refining) company in the Energy sector.

2 PSX Options Market Overview

PSX options provide trading opportunities 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: Very Good

PSX options provide trading opportunities across multiple expirations.

3 PSX Implied Volatility & IV Rank

PSX implied volatility patterns reflect the oil refining sector dynamics.

Low IV Environment
22% - 28%
Below average volatility
Typical IV Range
28% - 41%
Normal conditions
Elevated IV
41% - 48%
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 PSX options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

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

Term Structure

Typically upward sloping under normal conditions.

View PSX Volatility Lab

PSX Gamma Exposure (GEX)

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

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

Key Levels:

Dealer Hedging:

View Live PSX GEX

4 Common PSX Options Strategies

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

Popular for PSX shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on PSX.

Range-bound strategy for PSX between events.

Key Considerations for PSX Options

  • Monitor PSX earnings dates for IV expansion/contraction patterns
  • Consider the stock's beta when sizing options positions
  • PSX options liquidity varies by expiration - prefer near-term and monthly expirations

Frequently Asked Questions: PSX Options

What is PSX's typical implied volatility?

PSX implied volatility typically ranges from 22% - 48%. IV patterns are influenced by earnings, sector events, and market conditions.

Does PSX have weekly options?

Yes, PSX offers weekly options expirations.

What is PSX's options trading profile?

PSX (Phillips 66) 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 22% - 48% range. The position sits in the Energy category for portfolio diversification and options strategy design.

How does PSX 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 PSX?

Popular strategies on PSX options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 22% - 48% 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 PSX's gamma exposure (GEX)?

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

What is PSX's IV rank?

PSX's IV rank shows where PSX'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. PSX implied volatility typically ranges from 22% - 48%. Check PSX's live IV rank and percentile on ApexVol's IV analytics.

PSX Key Events

Earnings Months
January April July October

Related Tickers

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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 →

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