Materials · Industrial
VMC Implied Volatility, IV Rank & Options Chain
Vulcan Materials Company (VMC) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Vulcan Materials Company (VMC).
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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.
VMC implied volatility
As of 2026-10-26As of 2026-10-26, VMC's 30-day implied volatility is 33.4%, placing its 1-year IV percentile at 36.0 — above 36.0% of the past year's daily IV readings, a middle range, neutral between selling and buying premium.
VMC live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live VMC chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
VMC options at a glance
- Daily volume
- N/A
- IV range
- 16% - 35%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
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
- Sector
- Materials
- Industry
- Building Materials
- Market cap
- $35B+
- Exchange
- NYSE
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
Vulcan Materials Company operates in the Materials sector.
ApexVol Terminal
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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VMC options market overview
VMC 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
VMC options are available for trading across multiple expirations.
VMC implied volatility and 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.
The smile, the term structure and the cone for VMC, on today's chain.
Open VMC in IV IntelligenceVMC 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.
Where the gamma sits on VMC right now, strike by strike.
See live VMC GEXCommon VMC options strategies
These are strategies commonly used by traders on VMC options, based on typical market characteristics. This is not investment advice.
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
VMC key events
Earnings months. January, April, July, October
VMC options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns VMC'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/VMC"What is VMC's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on VMC in the console, more prompts for VMC, 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 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.
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