TDY Gamma Exposure, IV Rank & Implied Volatility
Teledyne Technologies (TDY) options data — GEX, IV rank, options chain & Greeks
TDY options trade with implied volatility typically in the 16% - 35% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
An IV rank near 74.6 (the value shown here is illustrative) would mean implied volatility is in roughly the 74.6th percentile of its 1-year range — elevated, premium-selling regime for credit spreads, iron condors, and short strangles. For today's live TDY IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real TDY IV history on the live platform →
Comprehensive options market data for Teledyne Technologies (TDY).
TDY Options at a Glance
What's Covered in This Guide
1 About Teledyne Technologies (TDY)
Teledyne Technologies provides digital imaging, instrumentation, and aerospace electronics for defense, scientific, environmental, and industrial applications.
Company Profile
Key Dates
Teledyne Technologies operates in the Industrials sector.
2 TDY Options Market Overview
TDY options provide good liquidity for options traders.
Liquidity Assessment: Good
TDY options are available for trading across multiple expirations.
3 TDY Implied Volatility & IV Rank
TDY implied volatility is moderate, reflecting economic cycle exposure.
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 TDY options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
TDY IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
TDY Gamma Exposure (GEX)
Gamma Exposure analysis for TDY reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: TDY tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common TDY Options Strategies
These are strategies commonly used by traders on TDY options, based on typical market characteristics. This is not investment advice.
Popular for TDY shareholders seeking additional income.
Defined-risk directional exposure on TDY.
Range-bound strategy for TDY between events.
Key Considerations for TDY Options
- TDY 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: TDY Options
What is TDY's typical implied volatility?
TDY implied volatility typically ranges from 16% - 35%.
Does TDY have weekly options?
TDY offers weekly options.
What is TDY's options trading profile?
TDY (Teledyne 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 16% - 35% range. The position sits in the Industrials category for portfolio diversification and options strategy design.
How does TDY 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 TDY?
Popular strategies on TDY options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 16% - 35% 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 TDY's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence TDY's intraday price action. TDY 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 TDY GEX levels and the gamma-flip point on ApexVol.
What is TDY's IV rank?
TDY's IV rank shows where TDY'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. TDY implied volatility typically ranges from 16% - 35%. Check TDY's live IV rank and percentile on ApexVol's IV analytics.
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