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Current options analysis: strong signal for selling premium on IDXX.
Strong VRP edge and elevated IVR support selling premium; backwardation suggests shorter DTE and defined risk.
IDEXX Laboratories Inc. (IDXX) is a Healthcare stock with actively traded listed options. IV Rank 56% is 25pp above the Healthcare sector median of 31%. IDXX put/call walls.
IDXX Edge Score: 77/100 — one of today's strongest setups for premium selling.
Consider Put Credit Spread (defined risk) at 18d to earnings.
IDXX Build Trade →Earnings impact: Raw VRP (+14.9pp) includes an IV premium from upcoming earnings (18d). Excluding this premium, VRP is +2.0pp. The 13pp gap is earnings-driven — not a structural edge.
Strong — Favorable (earnings-driven edge)
EM = Price × RV₂₀d × √(t/252). Uses Yang-Zhang 20d realized volatility (not implied). ±1σ (68% confidence).
Strong setup detected. Review the Put Credit Spread and build your trade.
Volatility
IV Rank, IV vs RV comparison
Volatility Risk Premium edge
Volatility smile & skew shifts
IV curve across expirations
Strategy
P&L calculator for any strategy
Ranked strategies & selling conditions
Best CC strikes, premiums & scores
CSP → assignment → CC calculator
Early assignment probability & alerts
Flow & Events
Support & resistance from OI
IV crush & historical earnings
Price range & strike placement
Historical expected move hit rates
Quantitative screening, not investment advice. Verify with your broker. Disclaimer
Edge Score = weighted composite of VRP, IV Rank, RV Regime, Earnings Proximity, Term Structure, and Liquidity. Ranges: Defensive (0–39), Selective (40–64), Favorable (65–100).IV Rank, VRP, RV Ratio, days to earnings, backwardation/contango, bid-ask spread quality
ORATS institutional options data, updated daily after market close (~6:00 PM ET)
The score reflects current market conditions and changes daily. A high score indicates favorable conditions for premium selling, not guaranteed profit. Always verify execution quality with your broker.
IDEXX Laboratories Inc. is currently one of the calmest stocks in the S&P 500 by our RV ratio measure. Yang-Zhang realized volatility shows 32.4% over 20 days versus a 28.2% 60-day baseline. The RV Ratio (HV 20d / IV 30d) is 0.67, placing it in the "sweet spot" for premium sellers. As a relatively predictable large-cap with moderate volatility, IDXX at this ratio suggests a period of consolidation where options may be significantly overpriced.
VolRadar has tracked IDXX for 18 trading days in this period. The RV ratio ranged between 1.00 and 1.09, with 0% of sessions showing favorable premium selling conditions.
Based on current realized volatility, traders can expect IDXX to move approximately ±$12.04 (2.0%) per day and ±$26.93 (4.6%) over five trading days. At a stock price of $589.50, these ranges are derived from the Yang-Zhang volatility model which accounts for overnight gaps and intraday range — more accurate than simple close-to-close calculations. Premium sellers typically place short strikes outside these 1-standard-deviation ranges to achieve approximately 68%+ probability of profit.
Current conditions on IDXX favor a short strangle approach. Very calm stock (ratio 0.67) with strong VRP edge (+14.9%). Ideal for selling premium on both sides — stock unlikely to move beyond expected range. This neutral strategy profits from time decay as long as IDXX stays within the breakeven range. The current RV Ratio suggests options are overpricing movement, which benefits premium sellers on both sides of the trade.
IDXX has earnings in roughly 18 trading days. While not immediate, this proximity means implied volatility may begin expanding as the market prices in event risk. Premium sellers should factor this into DTE selection — positions expiring before earnings avoid the binary risk entirely, while positions spanning the event carry significantly higher uncertainty.
Healthcare stocks often show lower baseline volatility, but can spike on FDA decisions, drug trials, or policy changes. IDXX specifically a Healthcare sector component tracked by VolRadar. Understanding sector-level volatility dynamics helps premium sellers diversify their positions across different correlation regimes.
VolRadar tracks IDXX daily as part of the S&P 500 universe, providing Yang-Zhang (OHLC-based) realized volatility across 10, 20, and 60-day windows, RV ratio analysis, expected move calculations, and premium selling condition assessments. Note: RV values on this page use the Yang-Zhang estimator (captures overnight gaps); VRP and RV Ratio use ORATS close-to-close RV to match the IV data source. Data is updated daily after market close (~6:00 PM ET). All analysis is for educational purposes only and does not constitute financial advice. Options trading involves significant risk of loss.
More about IDXX
IDEXX Laboratories Inc. currently shows a weak premium selling signal. Consider waiting for conditions to improve. The VRP Analysis page tracks historical premium edge trends that may signal when conditions are turning.
VolRadar tracks IDEXX Laboratories Inc. across 10 analysis dimensions updated daily after market close. The premium selling signal combines VRP edge, volatility regime, IV Rank, earnings proximity, and market-wide conditions into a single actionable verdict. Each sub-page goes deeper: VRP Analysis for the implied-vs-realized spread, IV Analysis for peer comparisons, Expected Move for strike placement, Earnings Crush for event history, and the Strategy Builder for modeling specific trades.
IDEXX Laboratories Inc. currently shows a weak premium selling signal because multiple factors are unfavorable. Consider waiting for conditions to improve.
IDEXX Laboratories Inc.'s volatility is measured using two key metrics. The RV Ratio compares realized volatility (ORATS HV 20d) to implied volatility (IV 30d). When the RV Ratio drops below 0.85, realized movement is well below what options are pricing — the sweet spot for premium sellers. VRP (Volatility Risk Premium) measures the gap between IV and HV in percentage points — positive VRP means options are overpriced relative to actual movement. Current RV Ratio: 0.67.
IDEXX Laboratories Inc.'s snapshot: IV Rank 56% (elevated premiums), VRP +14.9pp (options overpriced), RV Ratio 0.67 (calming volatility). These three metrics work together — IV Rank shows historical context, VRP shows current overpricing, and RV Ratio shows the volatility trend. See the IV Analysis page for peer comparisons and deeper breakdown.
VolRadar provides 10 analysis pages for IDEXX Laboratories Inc.: Overview (this page), Premium Selling (signal and strategy verdict), VRP Analysis (volatility risk premium history), Expected Move (range and probabilities), IV Analysis (implied volatility breakdown and peer comparison), Earnings Crush (historical post-earnings IV patterns), Options Strategy Builder (18 presets + custom calculator), Covered Call Analysis (ranked by CC Score), Wheel Strategy (CSP calculator and viability), and Support & Resistance Walls (options-derived price levels).
Key risks for IDEXX Laboratories Inc. right now: earnings in 18 days — the largest source of overnight gap risk that can blow through short strikes. These risks are worse when combined — for example, selling into earnings with negative VRP removes both your statistical edge and your safety margin. Use VolRadar's sub-pages to contextualize: VRP Analysis for edge confirmation, IV Analysis for premium adequacy, and Expected Move for strike distance guidance.
IDEXX Laboratories Inc.'s Volatility Risk Premium (VRP) is +14.9pp, meaning implied volatility exceeds realized volatility by that amount. A positive VRP indicates options are overpriced relative to actual stock movement — this is the statistical edge premium sellers seek.
Based on Yang-Zhang realized volatility, IDEXX Laboratories Inc. has a 1-day expected move of ±$12.04 (±2.0%) and a 5-day expected move of ±$26.93 (±4.6%). This means the stock is expected to trade between $563 and $616 over the next week with approximately 68% probability.
Higher RV Ratio (closer to 1.0) means IV barely exceeds RV, resulting in slimmer VRP edge. Lower RV Ratio = wider gap between IV and actual movement = stronger seller edge.
View all Healthcare tickers →More analysis sections planned — Dark Pool Flow, Unusual Activity, Sector Comparison, and more.