FIRST SOLAR, INC. (FSLR) Options Risk Score

Run a full FSLR 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 FIRST SOLAR, INC. (FSLR) right now?

For a 4-week expiry, FIRST SOLAR, INC. (FSLR) carries an options catalyst-risk score of 100 out of 100 (HIGH). That score is driven by an upcoming earnings report, 13 recent news items and 4 active legal filings falling inside the 4-week window. A HIGH reading (70+) means FSLR has a dated event inside the window, so an option sold here carries gap risk that time decay alone will not pay for. The score ranks event exposure, not the likely direction of the move.

FSLR shows an IV Rank of 30, 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 56%. Read IV Rank alongside the catalyst score: it says how expensive FSLR options are, while the score says whether that price is justified by a scheduled event.

The 2026-10-29 earnings report sits inside a standard monthly expiry for FSLR, so implied volatility should stay bid into the date and drop sharply once it passes.

FIRST SOLAR, INC. (FSLR) current implied volatility and IV Rank

FSLR is trading at an IV Rank of 30 with implied volatility around 56%, alongside a TickerRisk options-risk score of 100/100. Options on FSLR are inexpensive by its own recent history. Long premium and debit structures get more for their money at this level, while sellers are being paid little to carry the risk.

IV Rank is an index, not a percentage — it says where FSLR's implied volatility sits inside its own 1-year range. How to read IV Rank →

FIRST SOLAR, INC. (FSLR) next earnings date — 2026-10-29

FIRST SOLAR, INC. (FSLR) reports earnings on 2026-10-29 — about 7 days away, which falls inside a typical options expiry window. FSLR's IV Rank is currently 30. 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.

TickerRisk provides risk scoring for informational purposes only. This is not financial advice. Options trading involves substantial risk of loss. Full disclaimer