Industrials Industrial Reference Data Updated 2026-05-31

TDG Gamma Exposure, IV Rank & Implied Volatility

TransDigm Group (TDG) options data — GEX, IV rank, options chain & Greeks

TDG options trade with implied volatility typically in the 18% - 38% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.

IV Rank 26.0 /100
IV 27.0%
Simulated data for display · open live TDG on the platform →

An IV rank near 26.0 (the value shown here is illustrative) would mean implied volatility is in roughly the 26.0th percentile of its 1-year range — low IV, premium-buying regime for long calls/puts and debit spreads. For today's live TDG IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 16.52%37.56%

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

Comprehensive options market data for TransDigm Group (TDG).

TDG Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 18% - 38%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Good
IV Range
18% - 38%
Market Cap
$70B+
Weeklies
Yes

1 About TransDigm Group (TDG)

TransDigm designs and manufactures proprietary aerospace components and systems with strong market positions and significant aftermarket revenue.

Company Profile

Sector Industrials
Industry Aerospace & Defense
Market Cap $70B+
Exchange NYSE

Key Dates

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

TransDigm Group operates in the Industrials sector.

2 TDG Options Market Overview

TDG 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

TDG options are available for trading across multiple expirations.

3 TDG Implied Volatility & IV Rank

TDG implied volatility is moderate, reflecting economic cycle exposure.

Low IV Environment
18% - 23%
Below average volatility
Typical IV Range
23% - 33%
Normal conditions
Elevated IV
33% - 38%
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 TDG options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

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

Term Structure

Typically upward sloping under normal conditions.

View TDG Volatility Lab

TDG Gamma Exposure (GEX)

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

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

Key Levels:

Dealer Hedging:

View Live TDG GEX

4 Common TDG Options Strategies

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

Popular for TDG shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on TDG.

Range-bound strategy for TDG between events.

Key Considerations for TDG Options

  • TDG 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: TDG Options

What is TDG's typical implied volatility?

TDG implied volatility typically ranges from 18% - 38%.

Does TDG have weekly options?

TDG offers weekly options.

What is TDG's options trading profile?

TDG (TransDigm Group) options trade with 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 Industrials category for portfolio diversification and options strategy design.

How does TDG 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 TDG?

Popular strategies on TDG 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 TDG's gamma exposure (GEX)?

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

What is TDG's IV rank?

TDG's IV rank shows where TDG'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. TDG implied volatility typically ranges from 18% - 38%. Check TDG'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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