CBRE GROUP, INC. (CBRE) Options Risk Score

Run a full CBRE 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 CBRE GROUP, INC. (CBRE) right now?

CBRE GROUP, INC. (CBRE) currently scores 38 out of 100 for options catalyst risk (LOW) over a 4-week expiry window. What pushes it there: an upcoming earnings report, 3 recent news items and 10 active legal filings, all landing inside the 4-week window. Below 45 is LOW: CBRE's calendar looks clear across this window. Unscheduled news can still move any stock, so a low score is the absence of a known event, not the absence of risk.

CBRE shows an IV Rank of 32, near the low end of its one-year range — options are relatively cheap, which favours option buyers over sellers, with a current implied volatility of about 37%. IV Rank answers how CBRE options are priced against their own history, which is the starting point for choosing between selling and buying premium.

CBRE 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.

CBRE GROUP, INC. (CBRE) current implied volatility and IV Rank

As of the latest scan, CBRE GROUP, INC. (CBRE) shows an IV Rank of 32 with implied volatility around 37%, alongside a TickerRisk options-risk score of 38/100. That is toward the bottom of its 12-month range, so premium is thin. Selling here pays poorly for the risk taken; if you expect a move, buying the move is the cheaper side.

For what this number does and does not tell you about CBRE's options, see IV Rank explained.

CBRE GROUP, INC. (CBRE) next earnings date — 2026-10-22

CBRE GROUP, INC. (CBRE) reports earnings on 2026-10-22 — about 46 days away, which falls inside a typical options expiry window. CBRE's IV Rank is currently 32. 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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