IVR
IV Rank
Sentiment & DerivativesP1OptionsApplies to: US stocks
Definition
Where current IV sits within its 1-year range (0–100).
Formula
(current IV − 1-year low)/(1-year high − 1-year low)×100
How to read it
>50 relatively expensive (seller strategies), <20 relatively cheap (buyer strategies).
Outputvalue/series
Data source: tastytrade etc.. Public knowledge, not investment advice.
See IVR computed live on popular US stocks →
Related indicators
Reference metadata — public, well-known indicator definitions. Not investment advice.