TE Connectivity plc (TEL) Options Risk Score

Run a full TEL 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 TE Connectivity plc (TEL) right now?

For a 4-week expiry, TE Connectivity plc (TEL) carries an options catalyst-risk score of 43 out of 100 (LOW). What pushes it there: an upcoming earnings report, 4 recent news items and 10 active legal filings, all landing 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 TEL cannot fall.

TEL shows an IV Rank of 50, putting implied volatility in the middle of its one-year range — options are moderately priced, with a current implied volatility of about 36%. IV Rank is the most useful figure for deciding whether to sell or buy premium on TEL.

TEL is scheduled to report earnings on 2026-10-28, which falls inside a typical monthly options expiry — expect elevated implied volatility into the event and an IV crush afterward.

TE Connectivity plc (TEL) current implied volatility and IV Rank

As of the latest scan, TE Connectivity plc (TEL) shows an IV Rank of 50 with implied volatility around 36%, alongside a TickerRisk options-risk score of 43/100. 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.

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

TE Connectivity plc (TEL) next earnings date — 2026-10-28

TE Connectivity plc (TEL) reports earnings on 2026-10-28 — about 52 days away, which falls inside a typical options expiry window. TEL's IV Rank is currently 50. 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