TELEDYNE TECHNOLOGIES INC (TDY) Options Risk Score

Run a full TDY 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 TELEDYNE TECHNOLOGIES INC (TDY) right now?

TELEDYNE TECHNOLOGIES INC (TDY) currently scores 61 out of 100 for options catalyst risk (MEDIUM) over a 4-week expiry window. What pushes it there: an upcoming earnings report, 8 recent news items and 3 active legal filings, all landing inside the 4-week window. MEDIUM covers 45 to 69: there is something on TDY's calendar worth reading before you pick an expiry, without it dominating the trade. Direction is not part of what the score measures.

TDY shows an IV Rank of 62, putting implied volatility in the middle of its one-year range — options are moderately priced, with a current implied volatility of about 36%. Read IV Rank alongside the catalyst score: it says how expensive TDY options are, while the score says whether that price is justified by a scheduled event.

TDY is scheduled to report earnings on 2026-10-21, which falls inside a typical monthly options expiry — expect elevated implied volatility into the event and an IV crush afterward.

TELEDYNE TECHNOLOGIES INC (TDY) current implied volatility and IV Rank

TELEDYNE TECHNOLOGIES INC (TDY) currently has an IV Rank of 62 with implied volatility around 36%, 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.

Unsure how to act on this? What IV Rank is worth selling at →

TELEDYNE TECHNOLOGIES INC (TDY) next earnings date — 2026-10-21

TELEDYNE TECHNOLOGIES INC (TDY) reports earnings on 2026-10-21 — about 45 days away, which falls inside a typical options expiry window. TDY's IV Rank is currently 62. 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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