Materials · Materials
SHW Implied Volatility, IV Rank & Options Chain
Sherwin-Williams (SHW) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Sherwin-Williams (SHW).
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SHW options trade with implied volatility typically in the 18% - 38% range, averaging N/A in daily volume with very good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
SHW implied volatility
As of 2026-10-26As of 2026-10-26, SHW's 30-day implied volatility is 31.9%, placing its 1-year IV percentile at 68.0 — above 68.0% of the past year's daily IV readings, a middle range, neutral between selling and buying premium.
SHW live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live SHW chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
SHW options at a glance
- Daily volume
- N/A
- IV range
- 18% - 38%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About Sherwin-Williams (SHW)
Sherwin-Williams (SHW) is a paints/coatings company listed on NYSE.
Company profile
- Sector
- Materials
- Industry
- Paints/Coatings
- 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
Sherwin-Williams is a Paints/Coatings) company in the Materials 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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SHW options market overview
SHW 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
- Available
- LEAPS available
- Yes
Liquidity assessment: Very Good
SHW options provide trading opportunities across multiple expirations.
SHW implied volatility and IV rank
SHW implied volatility patterns reflect the paints/coatings sector 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 SHW options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
SHW 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 SHW, on today's chain.
Open SHW in IV IntelligenceSHW gamma exposure (GEX)
Gamma Exposure analysis for SHW reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. SHW tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on SHW right now, strike by strike.
See live SHW GEXCommon SHW options strategies
These are strategies commonly used by traders on SHW options, based on typical market characteristics. This is not investment advice.
Key considerations for SHW options
- Monitor SHW earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing options positions
- SHW options liquidity varies by expiration - prefer near-term and monthly expirations
SHW key events
Earnings months. January, April, July, October
SHW options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns SHW'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/SHW"What is SHW's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on SHW in the console, more prompts for SHW, 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 SHW options.
What is SHW's typical implied volatility?
SHW implied volatility typically ranges from 18% - 38%. IV patterns are influenced by earnings, sector events, and market conditions.
Does SHW have weekly options?
Yes, SHW offers weekly options expirations.
What is SHW's options trading profile?
SHW (Sherwin-Williams) options trade with very good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 18% - 38% range. The position sits in the Materials category for portfolio diversification and options strategy design.
How does SHW 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 SHW?
Popular strategies on SHW options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 18% - 38% 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 SHW's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence SHW's intraday price action. SHW 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 SHW GEX levels and the gamma-flip point on ApexVol.
What is SHW's IV rank?
SHW's IV rank shows where SHW'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. SHW implied volatility typically ranges from 18% - 38%. Check SHW's live IV rank and percentile on ApexVol's IV analytics.
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Where SHW
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SHW analytics
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