WEYERHAEUSER CO (WY) Options Risk Score

Run a full WY options risk analysis

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 WEYERHAEUSER CO (WY) right now?

Over a 4-week expiry window, WEYERHAEUSER CO (WY) scores 28 out of 100 for options catalyst risk (LOW). The contributing signals are an upcoming earnings report, 6 recent news items and 10 active legal filings within the 4-week window. On TickerRisk's scale anything below 45 is LOW, meaning no major scheduled catalyst was found in this window. That is not a guarantee against an unscheduled move — it means the calendar is clear, not that WY cannot fall.

WY shows an IV Rank of 71 — implied volatility is near the top of its own one-year range, so WY options are historically expensive, which favours premium-selling strategies, with a current implied volatility of about 33%. Read IV Rank alongside the catalyst score: it says how expensive WY options are, while the score says whether that price is justified by a scheduled event.

WY is scheduled to report earnings on 2026-10-29, which falls inside a typical monthly options expiry — expect elevated implied volatility into the event and an IV crush afterward.

WEYERHAEUSER CO (WY) current implied volatility and IV Rank

As of the latest scan, WEYERHAEUSER CO (WY) shows an IV Rank of 71 with implied volatility around 33%, alongside a TickerRisk options-risk score of 28/100. That is expensive by WY'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 →

WEYERHAEUSER CO (WY) next earnings date — 2026-10-29

WEYERHAEUSER CO (WY) reports earnings on 2026-10-29 — about 53 days away, which falls inside a typical options expiry window. WY's IV Rank is currently 71. 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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