PRINCIPAL FINANCIAL GROUP INC (PFG) Options Risk Score

Run a full PFG 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 PRINCIPAL FINANCIAL GROUP INC (PFG) right now?

PRINCIPAL FINANCIAL GROUP INC (PFG) currently scores 93 out of 100 for options catalyst risk (HIGH) over a 4-week expiry window. The contributing signals are an upcoming earnings report, 8 recent news items, 1 active legal filing and 1 recent SEC event within the 4-week window. A HIGH reading (70+) means PFG 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.

PFG shows an IV Rank of 0, 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 14%. Read IV Rank alongside the catalyst score: it says how expensive PFG options are, while the score says whether that price is justified by a scheduled event.

PFG reports on 2026-10-26. Any expiry beyond that date carries the gap, and the implied volatility priced in beforehand typically collapses the morning after.

PRINCIPAL FINANCIAL GROUP INC (PFG) current implied volatility and IV Rank

PRINCIPAL FINANCIAL GROUP INC (PFG) currently has an IV Rank of 0 with implied volatility around 14%, alongside a TickerRisk options-risk score of 93/100. 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.

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PRINCIPAL FINANCIAL GROUP INC (PFG) next earnings date — 2026-10-26

PRINCIPAL FINANCIAL GROUP INC (PFG) reports earnings on 2026-10-26 — about 5 days away, which falls inside a typical options expiry window. PFG's IV Rank is currently 0. 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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