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LyondellBasell Industries N.V. (LYB) Options Risk Score

Real-time risk analysis for LYB options traders — updated every 30 minutes.

60
MEDIUM Risk
93.6
IV Rank
53.6%
IV %
2026-10-30
Next Earnings
Industrial Organic Chemicals
Sector

Data last updated: 2026-09-06

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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 60 out of 100 (MEDIUM). The contributing signals are an upcoming earnings report, 11 recent news items and 2 active legal filings 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 94 — implied volatility is near the top of its own one-year range, so LYB options are historically expensive, which favours premium-selling strategies, with a current implied volatility of about 54%. 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 94 with implied volatility around 54%, alongside a TickerRisk options-risk score of 60/100. That is expensive by LYB'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.

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 54 days away, which falls inside a typical options expiry window. LYB's IV Rank is currently 94. 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