VMC Gamma Exposure, IV Rank & Implied Volatility
Vulcan Materials Company (VMC) options data — GEX, IV rank, options chain & Greeks
VMC 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 47.7 (the value shown here is illustrative) would mean implied volatility is in roughly the 47.7th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live VMC IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real VMC IV history on the live platform →
Comprehensive options market data for Vulcan Materials Company (VMC).
VMC Options at a Glance
What's Covered in This Guide
1 About Vulcan Materials Company (VMC)
Vulcan Materials is the nation's largest producer of construction aggregates including crushed stone, sand, and gravel, serving infrastructure and commercial construction.
Company Profile
Key Dates
Vulcan Materials Company operates in the Materials sector.
2 VMC Options Market Overview
VMC options provide good liquidity for options traders.
Liquidity Assessment: Good
VMC options are available for trading across multiple expirations.
3 VMC Implied Volatility & IV Rank
VMC implied volatility is moderate, reflecting economic cycle exposure and industrial spending trends. IV is driven by earnings and macroeconomic data.
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 VMC options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
VMC IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
VMC Gamma Exposure (GEX)
Gamma Exposure analysis for VMC reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: VMC tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common VMC Options Strategies
These are strategies commonly used by traders on VMC options, based on typical market characteristics. This is not investment advice.
Popular for VMC shareholders seeking additional income.
Defined-risk directional exposure on VMC.
Range-bound strategy for VMC between events.
Key Considerations for VMC Options
- VMC 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: VMC Options
What is VMC's typical implied volatility?
VMC implied volatility typically ranges from 16% - 35%.
Does VMC have weekly options?
VMC offers weekly options.
What is VMC's options trading profile?
VMC (Vulcan Materials Company) 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 Materials category for portfolio diversification and options strategy design.
How does VMC 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 VMC?
Popular strategies on VMC 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 VMC's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence VMC's intraday price action. VMC 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 VMC GEX levels and the gamma-flip point on ApexVol.
What is VMC's IV rank?
VMC's IV rank shows where VMC'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. VMC implied volatility typically ranges from 16% - 35%. Check VMC's live IV rank and percentile on ApexVol's IV analytics.
On This Page
VMC Analytics
VMC Key Events
Related Tickers
Analyze VMC Options
Access real-time GEX levels, IV analytics, and options flow for VMC.
Create Free Account View PlansExplore VMC Options Data
Access institutional-grade analytics including gamma exposure, implied volatility, and real-time options flow.