IDT CORP (IDT) Options Statistics & Positioning

IDT CORP (IDT) options trade at a 30-day at-the-money implied volatility of 38.2%, an IV rank of 35 out of 100 over the past year. The options market prices a ±$2.86 (±5.3%) move in IDT for the front expiration. Max pain sits at $50 and the put/call open interest ratio is 0.14. Statistics are computed by OptiView from delayed OPRA options data and refresh every trading day.

Data as of Jul 10, 2026, 8:00 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.

Last close

$54.19

52-week range

$45.00 – $68.36

ATM IV (30d)

38.2%

IV rank

35 / 100

Low

Expected move

±$2.86 (±5.3%)

Put/call OI

0.14

Call-heavy

Max pain

$50

↓ 7.7% below close

Next earnings

Oct 11, 2026

Explore IDT Options Statistics

IDT Implied Volatility

38.2% ATM IV (30d)

An IV rank of 35 places implied volatility in the lower part of its 52-week range.

Full implied volatility analysis →

IDT Open Interest

0.14 put/call OI ratio

692 calls and 97 puts outstanding across all expirations.

Full open interest analysis →

IDT Max Pain

$50 max pain

7.7% below the last close — see how max pain has moved over the past year.

Full max pain analysis →

IDT Gamma Exposure

$5.49M net GEX

Positive dealer gamma — hedging currently leans against price swings.

Full gamma exposure analysis →

Upcoming Earnings

IDT's next expected earnings date is Oct 11, 2026. Options currently price a ±$2.86 (±5.3%) move for the front expiration.

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IDT Options FAQ

When is IDT's next earnings date?

IDT's next expected earnings date is Oct 11, 2026. Options currently price a ±$2.86 (±5.3%) move for the front expiration.

How often is IDT options data on this page updated?

All IDT statistics on this page are computed by OptiView from delayed OPRA options data and refresh every trading day after the session close.

Where can I see IDT max pain, open interest, and implied volatility in detail?

OptiView publishes dedicated IDT pages for implied volatility, max pain, open interest, gamma exposure, options volume, and the most active contracts — each with charts, history, and a plain-English explanation of what the numbers mean.

Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.

Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.