PROCTER & GAMBLE Co (PG) Options Risk Score

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See the complete risk breakdown — news catalysts, SEC filings, legal proceedings, earnings overlap, IV vs HV, options flow and Expected Move — all in one scan.

Is it risky to sell options on PROCTER & GAMBLE Co (PG) right now?

PROCTER & GAMBLE Co (PG) currently scores 49 out of 100 for options catalyst risk (MEDIUM) over a 4-week expiry window. That score is driven by an upcoming earnings report, 3 recent news items and 10 active legal filings falling inside the 4-week window. A mid-range score (45–69) means PG is neither clear nor obviously dangerous over this window — check which specific date is driving it before choosing a strike. The number reflects event exposure only.

PG shows an IV Rank of 78 — implied volatility is near the top of its own one-year range, so PG options are historically expensive, which favours premium-selling strategies, with a current implied volatility of about 26%. IV Rank answers how PG options are priced against their own history, which is the starting point for choosing between selling and buying premium.

PG is scheduled to report earnings on 2026-10-22, which falls inside a typical monthly options expiry — expect elevated implied volatility into the event and an IV crush afterward.

PROCTER & GAMBLE Co (PG) current implied volatility and IV Rank

PROCTER & GAMBLE Co (PG) currently has an IV Rank of 78 with implied volatility around 26%, alongside a TickerRisk options-risk score of 49/100. That is expensive by PG's own standards. Elevated IV Rank rewards defined-risk premium selling, and it is also the market's way of saying it expects movement; the question worth answering is what it expects to move on.

Unsure how to act on this? What IV Rank is worth selling at →

PROCTER & GAMBLE Co (PG) next earnings date — 2026-10-22

PROCTER & GAMBLE Co (PG) reports earnings on 2026-10-22 — about 46 days away, which falls inside a typical options expiry window. PG's IV Rank is currently 78. Earnings are the single biggest scheduled catalyst for an overnight gap: implied volatility usually runs up into the report and collapses immediately after (the IV crush). Selling premium into the event captures that crush but exposes you to the gap; buying premium needs a move large enough to beat the elevated IV you paid.

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