ETF · ETFs - Sector
XLV Implied Volatility, IV Rank & Options Chain
Health Care Select Sector SPDR (XLV) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Health Care Select Sector SPDR (XLV).
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XLV options trade with implied volatility typically in the 10% - 30% range, averaging N/A in daily volume with excellent liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
XLV implied volatility
As of 2026-10-26As of 2026-10-26, XLV's 30-day implied volatility is 19.9%, placing its 1-year IV percentile at 93.0 — above 93.0% of the past year's daily IV readings, an elevated, premium-selling regime favoring credit spreads, iron condors and short strangles.
XLV live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live XLV chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
XLV options at a glance
- Daily volume
- N/A
- IV range
- 10% - 30%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About Health Care Select Sector SPDR (XLV)
Health Care Select Sector SPDR (XLV) is a sector etf company listed on NYSE.
Company profile
- Sector
- ETF
- Industry
- Sector ETF
- Market cap
- See live data
- Exchange
- NYSE
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
Health Care Select Sector SPDR is a Sector ETF) company in the ETF 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
Free on AAPL, no account. Trial: no charge if you cancel before it ends.
XLV options market overview
XLV options provide trading opportunities 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: Excellent
XLV options provide trading opportunities across multiple expirations.
XLV implied volatility and IV rank
XLV implied volatility patterns reflect the sector etf 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 XLV options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
XLV 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 XLV, on today's chain.
Open XLV in IV IntelligenceXLV gamma exposure (GEX)
Gamma Exposure analysis for XLV reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. XLV tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on XLV right now, strike by strike.
See live XLV GEXCommon XLV options strategies
These are strategies commonly used by traders on XLV options, based on typical market characteristics. This is not investment advice.
Key considerations for XLV options
- Monitor XLV earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing options positions
- XLV options liquidity varies by expiration - prefer near-term and monthly expirations
XLV key events
Earnings months. January, April, July, October
XLV options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns XLV'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/XLV"What is XLV's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on XLV in the console, more prompts for XLV, 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 XLV options.
What is XLV's typical implied volatility?
XLV implied volatility typically ranges from 10% - 30%. IV patterns are influenced by earnings, sector events, and market conditions.
Does XLV have weekly options?
Yes, XLV offers weekly options expirations.
What is XLV's options trading profile?
XLV (Health Care Select Sector SPDR) options trade with excellent liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 10% - 30% range. The position sits in the ETF category for portfolio diversification and options strategy design.
How does XLV 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 XLV?
Popular strategies on XLV options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 10% - 30% 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 XLV's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence XLV's intraday price action. XLV 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 XLV GEX levels and the gamma-flip point on ApexVol.
What is XLV's IV rank?
XLV's IV rank shows where XLV'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. XLV implied volatility typically ranges from 10% - 30%. Check XLV's live IV rank and percentile on ApexVol's IV analytics.
Keep reading
Where XLV
gets priced.
XLV analytics
Run it, do not just read it
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Everything on this page is the shape of XLV options. The Terminal shows you today's chain, its Greeks, the gamma profile and the flow tape as they move. Try the Terminal on AAPL without an account.
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