PUBLIC SERVICE ENTERPRISE GROUP INC (PEG) Options Risk Score

Run a full PEG 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 PUBLIC SERVICE ENTERPRISE GROUP INC (PEG) right now?

For a 4-week expiry, PUBLIC SERVICE ENTERPRISE GROUP INC (PEG) carries an options catalyst-risk score of 22 out of 100 (LOW). That score is driven by an upcoming earnings report, 10 active legal filings and 1 recent SEC event falling inside the 4-week window. On TickerRisk's scale anything below 45 is LOW, meaning no major scheduled catalyst was found in this window. That is not a guarantee against an unscheduled move — it means the calendar is clear, not that PEG cannot fall.

PEG shows an IV Rank of 26, 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 22%. IV Rank is the most useful figure for deciding whether to sell or buy premium on PEG.

The 2026-11-02 earnings report sits inside a standard monthly expiry for PEG, so implied volatility should stay bid into the date and drop sharply once it passes.

PUBLIC SERVICE ENTERPRISE GROUP INC (PEG) current implied volatility and IV Rank

PEG is trading at an IV Rank of 26 with implied volatility around 22%, alongside a TickerRisk options-risk score of 22/100. 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.

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

PUBLIC SERVICE ENTERPRISE GROUP INC (PEG) next earnings date — 2026-11-02

PUBLIC SERVICE ENTERPRISE GROUP INC (PEG) reports earnings on 2026-11-02 — about 57 days away, which falls inside a typical options expiry window. PEG's IV Rank is currently 26. 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