TEL Gamma Exposure, IV Rank & Implied Volatility
TE Connectivity (TEL) options data — GEX, IV rank, options chain & Greeks
TEL 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 44.6 (the value shown here is illustrative) would mean implied volatility is in roughly the 44.6th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live TEL IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real TEL IV history on the live platform →
Comprehensive options market data for TE Connectivity (TEL).
TEL Options at a Glance
What's Covered in This Guide
1 About TE Connectivity (TEL)
TE Connectivity designs and manufactures connectivity and sensor solutions for automotive, industrial, and communications end markets worldwide.
Company Profile
Key Dates
TE Connectivity operates in the Technology sector.
2 TEL Options Market Overview
TEL options provide good liquidity for options traders.
Liquidity Assessment: Good
TEL options are available for trading across multiple expirations.
3 TEL Implied Volatility & IV Rank
TEL implied volatility reflects growth expectations and technology 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 TEL options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
TEL IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
TEL Gamma Exposure (GEX)
Gamma Exposure analysis for TEL reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: TEL tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common TEL Options Strategies
These are strategies commonly used by traders on TEL options, based on typical market characteristics. This is not investment advice.
Popular for TEL shareholders seeking additional income.
Defined-risk directional exposure on TEL.
Range-bound strategy for TEL between events.
Key Considerations for TEL Options
- TEL 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: TEL Options
What is TEL's typical implied volatility?
TEL implied volatility typically ranges from 16% - 35%.
Does TEL have weekly options?
TEL offers weekly options.
What is TEL's options trading profile?
TEL (TE Connectivity) 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 Technology category for portfolio diversification and options strategy design.
How does TEL 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 TEL?
Popular strategies on TEL 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 TEL's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence TEL's intraday price action. TEL 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 TEL GEX levels and the gamma-flip point on ApexVol.
What is TEL's IV rank?
TEL's IV rank shows where TEL'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. TEL implied volatility typically ranges from 16% - 35%. Check TEL's live IV rank and percentile on ApexVol's IV analytics.
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TEL Analytics
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