Consumer Discretionary · Consumer
SCI Implied Volatility, IV Rank & Options Chain
Service Corporation International (SCI) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Service Corporation International (SCI).
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SCI options trade with implied volatility typically in the 16% - 32% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
SCI implied volatility
As of 2026-10-26As of 2026-10-26, SCI's 30-day implied volatility is 27.6%, placing its 1-year IV percentile at 6.0 — above 6.0% of the past year's daily IV readings, a low-IV, premium-buying regime favoring long calls/puts and debit spreads.
SCI live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live SCI chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
SCI options at a glance
- Daily volume
- N/A
- IV range
- 16% - 32%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About Service Corporation International (SCI)
Service Corporation International is the largest provider of funeral and cemetery services in North America, operating over 1,900 locations.
Company profile
- Sector
- Consumer Discretionary
- Industry
- Personal Services
- Market cap
- $10B+
- Exchange
- NYSE
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
Service Corporation International operates in the Consumer Discretionary sector.
ApexVol Terminal
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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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SCI options market overview
SCI 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
SCI options are available for trading across multiple expirations.
SCI implied volatility and IV rank
SCI 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 SCI options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
SCI 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 SCI, on today's chain.
Open SCI in IV IntelligenceSCI gamma exposure (GEX)
Gamma Exposure analysis for SCI reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. SCI tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on SCI right now, strike by strike.
See live SCI GEXCommon SCI options strategies
These are strategies commonly used by traders on SCI options, based on typical market characteristics. This is not investment advice.
Key considerations for SCI options
- SCI 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
SCI key events
Earnings months. January, April, July, October
SCI options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns SCI'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/SCI"What is SCI's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on SCI in the console, more prompts for SCI, 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 SCI options.
What is SCI's typical implied volatility?
SCI implied volatility typically ranges from 16% - 32%.
Does SCI have weekly options?
SCI offers weekly options.
What is SCI's options trading profile?
SCI (Service Corporation International) 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% - 32% range. The position sits in the Consumer Discretionary category for portfolio diversification and options strategy design.
How does SCI 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 SCI?
Popular strategies on SCI options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 16% - 32% 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 SCI's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence SCI's intraday price action. SCI 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 SCI GEX levels and the gamma-flip point on ApexVol.
What is SCI's IV rank?
SCI's IV rank shows where SCI'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. SCI implied volatility typically ranges from 16% - 32%. Check SCI's live IV rank and percentile on ApexVol's IV analytics.
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