LyondellBasell Industries N.V. (LYB) Options Risk Score
Real-time risk analysis for LYB options traders — updated every 30 minutes.
Data last updated: 2026-10-21
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Is it risky to sell options on LyondellBasell Industries N.V. (LYB) right now?
For a 4-week expiry, LyondellBasell Industries N.V. (LYB) carries an options catalyst-risk score of 63 out of 100 (MEDIUM). The contributing signals are an upcoming earnings report, 8 recent news items and 1 active legal filing within the 4-week window. A mid-range score (45–69) means LYB 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.
LYB shows an IV Rank of 68, putting implied volatility in the middle of its one-year range — options are moderately priced, with a current implied volatility of about 41%. Read IV Rank alongside the catalyst score: it says how expensive LYB options are, while the score says whether that price is justified by a scheduled event.
LYB reports on 2026-10-30. Any expiry beyond that date carries the gap, and the implied volatility priced in beforehand typically collapses the morning after.
LyondellBasell Industries N.V. (LYB) current implied volatility and IV Rank
The most recent read on LyondellBasell Industries N.V. (LYB) puts its IV Rank at 68 with implied volatility around 41%, alongside a TickerRisk options-risk score of 63/100. That is roughly mid-range for this stock, meaning implied volatility offers neither a clear selling edge nor a bargain. Directional conviction matters more than vol here.
IV Rank is an index, not a percentage — it says where LYB's implied volatility sits inside its own 1-year range. How to read IV Rank →
LyondellBasell Industries N.V. (LYB) next earnings date — 2026-10-30
LyondellBasell Industries N.V. (LYB) reports earnings on 2026-10-30 — about 9 days away, which falls inside a typical options expiry window. LYB's IV Rank is currently 68. 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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