Glossary

IV Rank

By Rohan Fernandes, Founder · Updated 2026-08-21 · Educational reference, not investment advice

IV rank locates a stock's current implied volatility within its own past year on a 0-100 scale; a rank of 80 means today's IV exceeds 80% of the year's readings. It contextualizes whether premium is rich or thin for this particular stock.

The percentile form (counting the past year's readings below today's) is more robust than the min-max form, which one spike day can distort for a year. IV rank's classic failure mode is the aftermath of a volatility spike: rank stays high because the spike stretched the window, while the sellable premium has already deflated. Cross-checking rank against NVRP, which measures the premium itself, resolves the disagreement; the full treatment is in What Is IV Rank.

Educational reference. Options Scanner is a software tool. It is not a broker-dealer, an investment adviser, or a fiduciary, and nothing on this page is investment advice or a recommendation to buy or sell any security. Options involve risk and are not suitable for every investor; read the Characteristics and Risks of Standardized Options before trading. Examples use hypothetical numbers for illustration only.