Consumer Discretionary Consumer Reference Data Updated 2026-05-31

ROL Gamma Exposure, IV Rank & Implied Volatility

Rollins Inc. (ROL) options data — GEX, IV rank, options chain & Greeks

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.

IV Rank 40.5 /100
IV 37.8%
Simulated data for display · open live ROL on the platform →

An IV rank near 40.5 (the value shown here is illustrative) would mean implied volatility is in roughly the 40.5th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live ROL IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 27.03%60.53%

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

Comprehensive options market data for Rollins Inc.

ROL Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 14% - 30%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Good
IV Range
14% - 30%
Market Cap
$18B+
Weeklies
Yes

1 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.

2 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.

3 ROL Implied Volatility & IV Rank

ROL implied volatility reflects consumer spending trends and competitive dynamics.

Low IV Environment
14% - 18%
Below average volatility
Typical IV Range
18% - 26%
Normal conditions
Elevated IV
26% - 30%
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 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.

View ROL Volatility Lab

ROL 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:

View Live ROL GEX

4 Common ROL Options Strategies

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

Popular for ROL shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on ROL.

Range-bound strategy for ROL between events.

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

Frequently Asked Questions: 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.

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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