GILEAD SCIENCES, INC. (GILD) Options Risk Score

Run a full GILD 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 GILEAD SCIENCES, INC. (GILD) right now?

Over a 4-week expiry window, GILEAD SCIENCES, INC. (GILD) scores 61 out of 100 for options catalyst risk (MEDIUM). The contributing signals are an upcoming earnings report, 12 recent news items, 9 active legal filings, 1 recent SEC event and 19 clinical-trial catalysts within the 4-week window. A mid-range score (45–69) means GILD 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.

GILD shows an IV Rank of 54, putting implied volatility in the middle of its one-year range — options are moderately priced, with a current implied volatility of about 31%. IV Rank answers how GILD options are priced against their own history, which is the starting point for choosing between selling and buying premium.

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

GILEAD SCIENCES, INC. (GILD) current implied volatility and IV Rank

GILEAD SCIENCES, INC. (GILD) currently has an IV Rank of 54 with implied volatility around 31%, alongside a TickerRisk options-risk score of 61/100. That's moderate — options are fairly priced versus the past year, so there's no strong volatility edge in either direction right now; trade the direction, not the vol.

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

GILEAD SCIENCES, INC. (GILD) next earnings date — 2026-10-29

GILEAD SCIENCES, INC. (GILD) reports earnings on 2026-10-29 — about 53 days away, which falls inside a typical options expiry window. GILD's IV Rank is currently 54. 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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