Technology Growth Reference Data Updated 2026-05-31

SEDG Gamma Exposure, IV Rank & Implied Volatility

SolarEdge Technologies (SEDG) options data — GEX, IV rank, options chain & Greeks

SEDG options trade with implied volatility typically in the 45% - 90% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar.

IV Rank 50.7 /100
IV 52.6%
Simulated data for display · open live SEDG on the platform →

An IV rank near 50.7 (the value shown here is illustrative) would mean implied volatility is in roughly the 50.7th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live SEDG IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 29.95%78.76%

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

Comprehensive options market data for SolarEdge Technologies (SEDG).

SEDG Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 45% - 90%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Good
IV Range
45% - 90%
Weeklies
No

1 About SolarEdge Technologies (SEDG)

SolarEdge Technologies (SEDG) is a solar technology company listed on NASDAQ.

Company Profile

Sector Technology
Industry Solar Technology
Market Cap See live data
Exchange NASDAQ

Key Dates

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

SolarEdge Technologies is a Solar Technology) company in the Technology sector.

2 SEDG Options Market Overview

SEDG 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

SEDG options provide trading opportunities across multiple expirations.

3 SEDG Implied Volatility & IV Rank

SEDG implied volatility patterns reflect the solar technology sector dynamics.

Low IV Environment
45% - 56%
Below average volatility
Typical IV Range
56% - 78%
Normal conditions
Elevated IV
78% - 90%
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 SEDG options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

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

Term Structure

Typically upward sloping under normal conditions.

View SEDG Volatility Lab

SEDG Gamma Exposure (GEX)

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

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

Key Levels:

Dealer Hedging:

View Live SEDG GEX

4 Common SEDG Options Strategies

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

Popular for SEDG shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on SEDG.

Range-bound strategy for SEDG between events.

Key Considerations for SEDG Options

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

Frequently Asked Questions: SEDG Options

What is SEDG's typical implied volatility?

SEDG implied volatility typically ranges from 45% - 90%. IV patterns are influenced by earnings, sector events, and market conditions.

Does SEDG have weekly options?

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

What is SEDG's options trading profile?

SEDG (SolarEdge Technologies) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 45% - 90% range. The position sits in the Technology category for portfolio diversification and options strategy design.

How does SEDG 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 SEDG?

Popular strategies on SEDG options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 45% - 90% 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 SEDG's gamma exposure (GEX)?

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

What is SEDG's IV rank?

SEDG's IV rank shows where SEDG'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. SEDG implied volatility typically ranges from 45% - 90%. Check SEDG's live IV rank and percentile on ApexVol's IV analytics.

SEDG Key Events

Earnings Months
January April July October

Related Tickers

Analyze SEDG Options

Access real-time GEX levels, IV analytics, and options flow for SEDG.

Create Free Account View Plans
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 →

Explore SEDG Options Data

Access institutional-grade analytics including gamma exposure, implied volatility, and real-time options flow.

7 days free, cancel anytime No charge if you cancel
Start trial →