Consumer Discretionary · Consumer
ROL Implied Volatility, IV Rank & Options Chain
Rollins Inc. (ROL) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Rollins Inc.
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ROL options trade with implied volatility typically in the 14% - 30% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
ROL implied volatility
As of 2026-10-26As of 2026-10-26, ROL's 30-day implied volatility is 32.6%, placing its 1-year IV percentile at 94.0 — above 94.0% of the past year's daily IV readings, an elevated, premium-selling regime favoring credit spreads, iron condors and short strangles.
ROL live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live ROL chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
ROL options at a glance
- Daily volume
- N/A
- IV range
- 14% - 30%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About Rollins Inc. (ROL)
Rollins is the parent company of Orkin, providing pest and termite control services through a network of company-owned and franchised operations.
Company profile
- Sector
- Consumer Discretionary
- Industry
- Personal Services
- Market cap
- $18B+
- Exchange
- NYSE
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
Rollins Inc. 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
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ROL options market overview
ROL 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
ROL options are available for trading across multiple expirations.
ROL implied volatility and IV rank
ROL 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 ROL options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
ROL 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 ROL, on today's chain.
Open ROL in IV IntelligenceROL gamma exposure (GEX)
Gamma Exposure analysis for ROL reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. ROL tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on ROL right now, strike by strike.
See live ROL GEXCommon ROL options strategies
These are strategies commonly used by traders on ROL options, based on typical market characteristics. This is not investment advice.
Key considerations for ROL options
- ROL 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
ROL key events
Earnings months. January, April, July, October
ROL options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns ROL'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/ROL"What is ROL's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on ROL in the console, more prompts for ROL, 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 ROL options.
What is ROL's typical implied volatility?
ROL implied volatility typically ranges from 14% - 30%.
Does ROL have weekly options?
ROL offers weekly options.
What is ROL's options trading profile?
ROL (Rollins 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 14% - 30% range. The position sits in the Consumer Discretionary category for portfolio diversification and options strategy design.
How does ROL 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 ROL?
Popular strategies on ROL options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 14% - 30% 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 ROL's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence ROL's intraday price action. ROL 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 ROL GEX levels and the gamma-flip point on ApexVol.
What is ROL's IV rank?
ROL's IV rank shows where ROL'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. ROL implied volatility typically ranges from 14% - 30%. Check ROL's live IV rank and percentile on ApexVol's IV analytics.
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