IV Rank

IV Rank tells you where current implied volatility sits within its own range over the past year, on a 0–100 scale.

IV Rank = (current IV − 1-year low) / (1-year high − 1-year low) × 100. A reading of 80 means IV is near the top of its yearly range; 20 means near the bottom.

Traders use it to decide whether to be net sellers of premium (high IV Rank) or net buyers (low IV Rank), since volatility tends to mean-revert.

Example. If a stock’s IV has ranged 15%–45% over the year and now reads 33%, its IV Rank is (33−15)/(45−15)×100 = 60.

FAQ

What is a high IV Rank?

Readings above ~50 are generally considered high, signaling that options are relatively expensive versus the past year and favoring premium-selling strategies.

How is IV Rank different from IV?

IV is the raw volatility level; IV Rank normalizes it against the stock’s own 1-year high and low so you can compare across names.

Related terms

References