Finance Finance Reference Data Updated 2026-05-31

RF Gamma Exposure, IV Rank & Implied Volatility

Regions Financial (RF) options data — GEX, IV rank, options chain & Greeks

RF options trade with implied volatility typically in the 22% - 55% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar.

IV Rank 82.8 /100
IV 43.8%
Simulated data for display · open live RF on the platform →

An IV rank near 82.8 (the value shown here is illustrative) would mean implied volatility is in roughly the 82.8th percentile of its 1-year range — elevated, premium-selling regime for credit spreads, iron condors, and short strangles. For today's live RF IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 28.53%63.28%

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

Comprehensive options market data for Regions Financial (RF).

RF Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 22% - 55%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Good
IV Range
22% - 55%
Weeklies
No

1 About Regions Financial (RF)

Regions Financial (RF) is a regional banking company listed on NYSE.

Company Profile

Sector Finance
Industry Regional Banking
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

Regions Financial is a Regional Banking) company in the Finance sector.

2 RF Options Market Overview

RF 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 Not Available
LEAPS Available Yes

Liquidity Assessment: Good

RF options provide trading opportunities across multiple expirations.

3 RF Implied Volatility & IV Rank

RF implied volatility patterns reflect the regional banking sector dynamics.

Low IV Environment
22% - 30%
Below average volatility
Typical IV Range
30% - 46%
Normal conditions
Elevated IV
46% - 55%
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 RF options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

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

Term Structure

Typically upward sloping under normal conditions.

View RF Volatility Lab

RF Gamma Exposure (GEX)

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

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

Key Levels:

Dealer Hedging:

View Live RF GEX

4 Common RF Options Strategies

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

Popular for RF shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on RF.

Range-bound strategy for RF between events.

Key Considerations for RF Options

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

Frequently Asked Questions: RF Options

What is RF's typical implied volatility?

RF implied volatility typically ranges from 22% - 55%. IV patterns are influenced by earnings, sector events, and market conditions.

Does RF have weekly options?

Check with your broker, RF may offer weekly options expirations.

What is RF's options trading profile?

RF (Regions Financial) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 22% - 55% range. The position sits in the Finance category for portfolio diversification and options strategy design.

How does RF 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 RF?

Popular strategies on RF options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 22% - 55% 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 RF's gamma exposure (GEX)?

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

What is RF's IV rank?

RF's IV rank shows where RF'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. RF implied volatility typically ranges from 22% - 55%. Check RF's live IV rank and percentile on ApexVol's IV analytics.

RF Key Events

Earnings Months
January April July October

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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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