Energy · Energy
TPL Implied Volatility, IV Rank & Options Chain
Texas Pacific Land Corporation (TPL) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Texas Pacific Land Corporation (TPL).
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TPL options trade with implied volatility typically in the 22% - 50% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
TPL implied volatility
As of 2026-10-26As of 2026-10-26, TPL's 30-day implied volatility is 51.3%, placing its 1-year IV percentile at 23.0 — above 23.0% of the past year's daily IV readings, a low-IV, premium-buying regime favoring long calls/puts and debit spreads.
TPL live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live TPL chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
TPL options at a glance
- Daily volume
- N/A
- IV range
- 22% - 50%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About Texas Pacific Land Corporation (TPL)
Texas Pacific Land owns a vast acreage position in the Permian Basin, generating revenue from oil and gas royalties, water services, and land sales. It has minimal operating costs.
Company profile
- Sector
- Energy
- Industry
- Oil & Gas E&P
- Market cap
- $30B+
- Exchange
- NYSE
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
Texas Pacific Land Corporation operates in the Energy sector.
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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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TPL options market overview
TPL 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
TPL options are available for trading across multiple expirations.
TPL implied volatility and IV rank
TPL implied volatility is influenced by commodity prices, OPEC decisions, and geopolitical events. Energy stocks see elevated volatility during oil price instability.
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 TPL options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
TPL 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 TPL, on today's chain.
Open TPL in IV IntelligenceTPL gamma exposure (GEX)
Gamma Exposure analysis for TPL reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. TPL tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on TPL right now, strike by strike.
See live TPL GEXCommon TPL options strategies
These are strategies commonly used by traders on TPL options, based on typical market characteristics. This is not investment advice.
Key considerations for TPL options
- TPL 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
TPL key events
Earnings months. January, April, July, October
TPL options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns TPL'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/TPL"What is TPL's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on TPL in the console, more prompts for TPL, 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 TPL options.
What is TPL's typical implied volatility?
TPL implied volatility typically ranges from 22% - 50%.
Does TPL have weekly options?
TPL offers weekly options.
What is TPL's options trading profile?
TPL (Texas Pacific Land Corporation) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 22% - 50% range. The position sits in the Energy category for portfolio diversification and options strategy design.
How does TPL 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 TPL?
Popular strategies on TPL options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 22% - 50% 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 TPL's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence TPL's intraday price action. TPL 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 TPL GEX levels and the gamma-flip point on ApexVol.
What is TPL's IV rank?
TPL's IV rank shows where TPL'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. TPL implied volatility typically ranges from 22% - 50%. Check TPL's live IV rank and percentile on ApexVol's IV analytics.
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