AGNC (AGNC Investment Corp. Common Stock)

Historical IV Rank & Volatility Regime

IV Rank measures where AGNC's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on AGNC are priced rich or cheap relative to its own recent regime.

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

AGNC IV Rank Summary
Current
14%
Compressed — premium buying regime
30-Day Avg
40%
60-Day Avg
42%
90-Day Avg
39%
90-Day Low
0%
90-Day High
81%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in AGNC's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
AGNC IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260813 14% 0.4%
20260812 23% 0.5%
20260811 20% 0.4%
20260810 6% 0.3%
20260806 26% 0.5%
20260805 29% 0.5%
20260804 26% 0.5%
20260803 40% 0.7%
20260731 51% 0.8%
20260730 30% 0.5%
20260729 66% 0.9%
20260728 54% 0.8%
20260727 59% 0.9%
20260724 46% 0.7%
20260723 62% 0.9%
20260722 46% 0.7%
20260721 48% 0.7%
20260720 50% 0.8%
20260716 43% 0.7%
20260715 50% 0.8%
20260714 41% 0.7%
20260713 53% 0.8%
20260710 38% 0.6%
20260709 61% 0.9%
20260708 61% 0.9%
20260707 41% 0.7%
20260706 24% 0.5%
20260702 23% 0.5%
20260701 25% 0.5%
20260630 43% 0.7%
20260629 49% 0.8%
20260626 61% 0.9%
20260625 44% 0.8%
20260624 40% 0.7%
20260623 43% 0.8%
20260622 40% 0.7%
20260618 81% 1.3%
20260617 69% 1.1%
20260616 51% 0.9%
20260615 40% 0.8%
20260613 59% 1.0%
20260612 52% 0.9%
20260611 55% 0.9%
20260610 36% 0.7%
20260609 49% 0.9%
20260608 37% 0.7%
20260605 16% 0.4%
20260604 25% 0.6%
20260603 34% 0.7%
20260602 33% 0.7%
20260601 28% 0.6%
20260529 57% 1.0%
20260528 0% 0.2%
20260527 42% 0.9%
20260526 47% 1.0%
20260522 52% 1.0%
20260521 55% 1.1%
20260520 39% 0.9%
20260519 42% 0.9%
20260518 47% 1.0%
20260515 33% 0.8%
20260514 31% 0.8%
20260513 12% 0.6%
20260512 27% 0.8%
20260511 0% 0.5%
20260510 16% 0.7%
20260508 26% 0.8%
20260507 21% 0.8%
20260506 13% 0.7%
20260505 0% 0.6%
20260504 48% 1.1%
20260502 33% 0.8%
20260501 32% 0.8%
20260430 16% 0.6%
20260429 63% 1.1%
20260428 51% 1.0%
20260427 43% 0.9%
20260424 43% 0.9%
20260423 32% 0.8%
20260422 45% 0.9%
20260421 33% 0.8%
20260420 43% 0.9%
20260417 54% 1.0%
20260416 43% 0.9%
20260415 51% 1.0%
20260414 42% 0.9%
20260413 35% 0.8%
20260410 38% 0.9%
20260409 33% 0.8%
20260408 41% 0.9%