Technology Semiconductors Reference Data Updated 2026-05-31

WOLF Gamma Exposure, IV Rank & Implied Volatility

Wolfspeed Inc. (WOLF) options data — GEX, IV rank, options chain & Greeks

WOLF options trade with implied volatility typically in the 50% - 120% range, averaging N/A in daily volume with moderate liquidity. Next earnings: See earnings calendar.

IV Rank 60.0 /100
IV 58.2%
Simulated data for display · open live WOLF on the platform →

An IV rank near 60.0 (the value shown here is illustrative) would mean implied volatility is in roughly the 60.0th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live WOLF IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 40.08%75.98%

Chart shows simulated data for display purposes. View the real WOLF IV history on the live platform →

Comprehensive options market data for Wolfspeed Inc.

WOLF Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 50% - 120%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Moderate
IV Range
50% - 120%
Market Cap
$1B+
Weeklies
No

1 About Wolfspeed Inc. (WOLF)

Wolfspeed is a leader in silicon carbide (SiC) semiconductor technology for power and radio frequency applications, critical for EV power conversion and 5G infrastructure.

Company Profile

Sector Technology
Industry Semiconductors
Market Cap $1B+
Exchange NYSE

Key Dates

Next Earnings See earnings calendar
Earnings Frequency Quarterly
Dividend Schedule See company page
Fiscal Year End June

Wolfspeed Inc. operates in the Technology sector.

2 WOLF Options Market Overview

WOLF options provide moderate 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 Not Available
LEAPS Available Yes

Liquidity Assessment: Moderate

WOLF options are available for trading across multiple expirations.

3 WOLF Implied Volatility & IV Rank

WOLF implied volatility reflects the cyclical nature of the semiconductor industry. IV expands around earnings and during supply chain disruptions.

Low IV Environment
50% - 67%
Below average volatility
Typical IV Range
67% - 102%
Normal conditions
Elevated IV
102% - 120%
Above average volatility

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 WOLF options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

WOLF IV generally trades near historical volatility, with premiums expanding around earnings.

Term Structure

Typically upward sloping under normal conditions.

View WOLF Volatility Lab

WOLF Gamma Exposure (GEX)

Gamma Exposure analysis for WOLF reveals dealer hedging dynamics at key strike levels.

Typical GEX Profile: WOLF tends to operate in a positive gamma environment during normal conditions.

Key Levels:

Dealer Hedging:

View Live WOLF GEX

4 Common WOLF Options Strategies

These are strategies commonly used by traders on WOLF options, based on typical market characteristics. This is not investment advice.

Popular for WOLF shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on WOLF.

Range-bound strategy for WOLF between events.

Key Considerations for WOLF Options

  • WOLF 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: WOLF Options

What is WOLF's typical implied volatility?

WOLF implied volatility typically ranges from 50% - 120%.

Does WOLF have weekly options?

WOLF may have limited weekly options.

What is WOLF's options trading profile?

WOLF (Wolfspeed Inc.) options trade with moderate liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 50% - 120% range. The position sits in the Technology category for portfolio diversification and options strategy design.

How does WOLF 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 WOLF?

Popular strategies on WOLF options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 50% - 120% 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 WOLF's gamma exposure (GEX)?

Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence WOLF's intraday price action. WOLF 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 WOLF GEX levels and the gamma-flip point on ApexVol.

What is WOLF's IV rank?

WOLF's IV rank shows where WOLF'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. WOLF implied volatility typically ranges from 50% - 120%. Check WOLF's live IV rank and percentile on ApexVol's IV analytics.

AV
Written by
ApexVol Research Team
Quantitative options research
All calculations use live ORATS institutional data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and ORATS data change. Last revised 2026-05-31. How we research →

Explore WOLF Options Data

Access institutional-grade analytics including gamma exposure, implied volatility, and real-time options flow.

7 days free, cancel anytime No charge if you cancel
Start trial →