AGNC · IV Rank History

AGNC Investment Corp. Common Stock

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.

AGNC IV rank history

89 sessions

IV rank = where today's implied volatility sits in its 1-year range (0–100). Above 50 favours selling premium; the shaded band marks 50–100.

AGNC IV Rank Summary
Current
36%
Subdued — neutral to long-vol
30-Day Avg
28%
60-Day Avg
34%
90-Day Avg
37%
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
20260929 36% 61.9%
20260928 32% 57.1%
20260925 19% 43.8%
20260924 29% 54.0%
20260923 23% 47.5%
20260922 25% 49.7%
20260921 26% 50.7%
20260918 41% 66.2%
20260917 40% 65.5%
20260916 2% 26.3%
20260915 34% 59.4%
20260914 43% 68.9%
20260911 24% 48.7%
20260910 19% 43.9%
20260909 23% 47.6%
20260908 24% 49.1%
20260904 37% 62.5%
20260903 20% 44.7%
20260902 22% 47.3%
20260901 17% 41.5%
20260831 21% 46.3%
20260828 38% 63.9%
20260827 19% 43.7%
20260826 24% 49.4%
20260825 32% 56.9%
20260824 18% 42.8%
20260821 42% 67.2%
20260820 35% 60.7%
20260819 33% 57.9%
20260818 33% 57.9%
20260817 26% 51.4%
20260814 30% 54.7%
20260813 14% 38.8%
20260812 23% 47.7%
20260811 20% 44.4%
20260810 6% 30.2%
20260806 26% 51.2%
20260805 29% 54.3%
20260804 26% 50.7%
20260803 40% 66.0%
20260731 51% 77.4%
20260730 30% 54.9%
20260729 66% 93.1%
20260728 54% 80.4%
20260727 59% 86.0%
20260724 46% 72.3%
20260723 62% 88.5%
20260722 46% 71.8%
20260721 48% 74.0%
20260720 50% 76.5%
20260716 43% 68.8%
20260715 50% 76.0%
20260714 41% 66.9%
20260713 53% 78.8%
20260710 38% 63.4%
20260709 61% 87.3%
20260708 61% 87.6%
20260707 41% 69.8%
20260706 24% 50.9%
20260702 23% 49.4%
20260701 25% 51.2%
20260630 43% 71.5%
20260629 49% 78.5%
20260626 61% 91.8%
20260625 44% 77.7%
20260624 40% 74.2%
20260623 43% 78.6%
20260622 40% 74.6%
20260618 81% 128.4%
20260617 69% 112.9%
20260616 51% 89.1%
20260615 40% 75.5%
20260613 59% 100.0%
20260612 52% 90.4%
20260611 55% 94.7%
20260610 36% 70.2%
20260609 49% 86.1%
20260608 37% 71.9%
20260605 16% 44.5%
20260604 25% 56.1%
20260603 34% 67.0%
20260602 33% 65.7%
20260601 28% 60.2%
20260529 57% 96.4%
20260528 0% 23.8%
20260527 42% 92.7%
20260526 47% 97.7%
20260522 52% 103.1%
20260521 55% 106.3%

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.