Financial Services Finance Reference Data Updated 2026-05-31

RE Gamma Exposure, IV Rank & Implied Volatility

Everest Group Ltd. (RE) options data — GEX, IV rank, options chain & Greeks

RE options trade with implied volatility typically in the 16% - 35% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.

IV Rank 17.7 /100
IV 25.1%
Simulated data for display · open live RE on the platform →

An IV rank near 17.7 (the value shown here is illustrative) would mean implied volatility is in roughly the 17.7th percentile of its 1-year range — low IV, premium-buying regime for long calls/puts and debit spreads. For today's live RE IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 19.9%40.63%

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

Comprehensive options market data for Everest Group Ltd.

RE Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 16% - 35%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Good
IV Range
16% - 35%
Market Cap
$15B+
Weeklies
Yes

1 About Everest Group Ltd. (RE)

Everest Group is a leading global reinsurance and insurance company providing property, casualty, and specialty reinsurance solutions to clients worldwide.

Company Profile

Sector Financial Services
Industry Insurance - Reinsurance
Market Cap $15B+
Exchange NYSE

Key Dates

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

Everest Group Ltd. operates in the Financial Services sector.

2 RE Options Market Overview

RE 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

RE options are available for trading across multiple expirations.

3 RE Implied Volatility & IV Rank

RE implied volatility reflects interest rate sensitivity and credit dynamics.

Low IV Environment
16% - 20%
Below average volatility
Typical IV Range
20% - 30%
Normal conditions
Elevated IV
30% - 35%
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 RE options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

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

Term Structure

Typically upward sloping under normal conditions.

View RE Volatility Lab

RE Gamma Exposure (GEX)

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

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

Key Levels:

Dealer Hedging:

View Live RE GEX

4 Common RE Options Strategies

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

Popular for RE shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on RE.

Range-bound strategy for RE between events.

Key Considerations for RE Options

  • RE 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: RE Options

What is RE's typical implied volatility?

RE implied volatility typically ranges from 16% - 35%.

Does RE have weekly options?

RE offers weekly options.

What is RE's options trading profile?

RE (Everest Group Ltd.) 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% - 35% range. The position sits in the Financial Services category for portfolio diversification and options strategy design.

How does RE 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 RE?

Popular strategies on RE options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 16% - 35% 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 RE's gamma exposure (GEX)?

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

What is RE's IV rank?

RE's IV rank shows where RE'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. RE implied volatility typically ranges from 16% - 35%. Check RE'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 →

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