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IV rank and IV percentile calculator

IV rank and IV percentile sound interchangeable and are not. Rank asks where the current reading sits between the year's high and low; percentile asks how many readings were lower. A single spike can pull them thirty points apart. Enter the readings you have and see both.

These calculators do arithmetic on numbers you enter. They do not produce recommendations, do not connect to any market feed, and do not know what any instrument is worth — that is never advice, and it is not a substitute for your own judgement or a licensed professional's.

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to use the iv rank and iv percentile calculator — and the other 12: Position Size, Risk : Reward, Margin & Leverage, Drawdown, Options Payoff, Monte Carlo, Delta-Adjusted Sizing, Wheel Cycle, Theta Decay, Expiry Probability, Earnings Move, Candlestick Anatomy

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How this is calculated

No hidden model and nothing fitted to data. Every figure on this page comes out of these lines, applied to the numbers you typed.

IV rank       = ( current − low ) ÷ ( high − low ) × 100
IV percentile = readings below current ÷ all readings × 100
1σ move over d days = price × IV × √( d ÷ 365 )

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Frequently asked questions

What is IV rank?
Where the current implied volatility sits between its low and its high over a lookback period, usually 52 weeks, scaled from 0 to 100. A reading of 30 with a year's range of 20 to 40 has an IV rank of 50 — exactly halfway. It uses only the two extremes, which is both why it is simple and why one outlier can distort it.
What is IV percentile, and how is it different from IV rank?
IV percentile is the share of readings in the lookback period that were lower than the current one. It uses every reading rather than just the high and the low. If volatility spent most of the year near 20 and spiked once to 80, a reading of 30 has a low IV rank, about 16, but a high IV percentile, because it beats nearly every day of the year. The calculator shows both and explains the gap when they diverge.
Why does this not fetch the volatility for a ticker?
Because that would make it a market data product. Volatility history is exchange-derived data that carries licensing terms, and a page listing symbols beside their volatility readings stops being a calculator and starts working as a stock screen. Your broker's platform shows the readings; paste them here and the arithmetic is the same.
Does a high IV rank mean options are expensive?
It means implied volatility is high relative to its own recent range, which is a description rather than a verdict. Volatility can stay elevated or rise further, and a high reading often reflects something real — an event, a change in the business — that option prices are accounting for. This page reports where a reading sits; what to make of that is a judgement it does not make.
Where do the readings to paste come from?
From your broker or charting platform, which usually shows an implied volatility history for an underlying. Copy a column of daily readings and paste it, one per line or separated by commas. Percent signs, currency symbols and blank lines are ignored. About 252 readings make a year of trading days.
Is my data sent anywhere?
No. The calculation runs in your browser as JavaScript on this page. Pasted readings are never transmitted, never stored and never logged, and closing the tab discards them. A free account unlocks the calculator; it does not send anyone your numbers.

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These calculators are provided strictly for educational and informational purposes. They perform arithmetic on figures you enter. Nothing on these pages is financial, investment, trading, legal or tax advice, nor a recommendation to buy, sell or hold any security, derivative, commodity or cryptocurrency.

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