CAL (Caleres Inc)

Historical IV Rank & Volatility Regime

IV Rank measures where CAL'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 CAL 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.

CAL IV Rank Summary
Current
36%
Subdued — neutral to long-vol
30-Day Avg
34%
60-Day Avg
40%
90-Day Avg
38%
90-Day Low
0%
90-Day High
86%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in CAL'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.
CAL IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260626 36% 1.3%
20260625 73% 1.6%
20260624 30% 1.2%
20260623 72% 1.6%
20260622 69% 1.6%
20260618 12% 1.0%
20260617 50% 1.4%
20260616 49% 1.4%
20260615 51% 1.4%
20260613 46% 1.4%
20260612 46% 1.4%
20260611 5% 0.9%
20260610 19% 1.1%
20260609 14% 1.0%
20260608 2% 0.9%
20260605 23% 1.1%
20260604 0% 0.9%
20260603 27% 1.2%
20260602 42% 1.3%
20260601 62% 1.5%
20260529 63% 1.6%
20260528 59% 1.5%
20260527 56% 1.5%
20260526 22% 1.1%
20260510 12% 1.0%
20260508 10% 1.0%
20260507 15% 1.1%
20260506 42% 1.4%
20260505 8% 1.0%
20260504 0% 0.9%
20260502 73% 1.7%
20260501 69% 1.6%
20260430 66% 1.6%
20260429 86% 1.8%
20260428 59% 1.5%
20260427 67% 1.6%
20260424 56% 1.5%
20260423 71% 1.6%
20260422 48% 1.4%
20260421 78% 1.7%
20260420 46% 1.4%
20260417 42% 1.3%
20260416 43% 1.3%
20260415 40% 1.3%
20260414 48% 1.4%
20260413 43% 1.3%
20260410 26% 1.2%
20260409 32% 1.2%
20260408 52% 1.4%
20260407 29% 1.2%
20260406 32% 1.2%
20260402 25% 1.2%
20260401 46% 1.4%
20260331 43% 1.4%
20260330 65% 1.6%
20260327 56% 1.5%
20260326 23% 1.2%
20260325 9% 1.0%
20260324 17% 1.1%
20260323 25% 1.2%
20260320 48% 1.4%
20260319 21% 1.1%
20260318 44% 1.4%
20260317 4% 0.9%
20260316 34% 1.3%
20260313 27% 1.2%
20260312 36% 1.3%
20260311 27% 1.2%
20260310 26% 1.2%
20260309 30% 1.2%
20260308 8% 1.0%
20260306 7% 1.0%
20260305 15% 1.1%
20260304 54% 1.6%
20260303 74% 1.9%
20260302 80% 1.9%
20260227 27% 1.2%
20260226 13% 1.1%
20260225 45% 1.5%
20260224 51% 1.6%
20260223 44% 1.5%
20260221 23% 1.2%
20260220 22% 1.2%
20260219 37% 1.4%
20260218 40% 1.4%
20260217 34% 1.3%
20260213 25% 1.2%
20260212 35% 1.3%
20260211 30% 1.3%
20260210 40% 1.4%