CALM (Cal-Maine Foods Inc)

Historical IV Rank & Volatility Regime

IV Rank measures where CALM'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 CALM 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.

CALM IV Rank Summary
Current
33%
Subdued — neutral to long-vol
30-Day Avg
34%
60-Day Avg
38%
90-Day Avg
42%
90-Day Low
3%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in CALM'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.
CALM IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260818 33% 0.6%
20260817 29% 0.6%
20260814 25% 0.5%
20260813 34% 0.6%
20260812 23% 0.5%
20260811 28% 0.6%
20260810 33% 0.6%
20260806 35% 0.6%
20260805 61% 0.7%
20260804 52% 0.7%
20260803 30% 0.6%
20260731 35% 0.6%
20260730 48% 0.7%
20260729 63% 0.8%
20260728 28% 0.6%
20260727 51% 0.7%
20260724 46% 0.6%
20260723 24% 0.5%
20260722 30% 0.6%
20260721 39% 0.6%
20260720 38% 0.6%
20260716 31% 0.6%
20260715 35% 0.6%
20260714 31% 0.6%
20260713 27% 0.5%
20260710 18% 0.5%
20260709 18% 0.5%
20260708 27% 0.5%
20260707 21% 0.5%
20260706 26% 0.5%
20260702 72% 0.8%
20260701 92% 0.9%
20260630 70% 0.8%
20260629 61% 0.7%
20260626 56% 0.7%
20260625 49% 0.7%
20260624 49% 0.7%
20260623 47% 0.7%
20260622 38% 0.6%
20260618 39% 0.6%
20260617 29% 0.5%
20260616 47% 0.7%
20260615 29% 0.5%
20260613 26% 0.5%
20260612 50% 0.7%
20260611 37% 0.6%
20260610 22% 0.5%
20260609 22% 0.5%
20260608 24% 0.5%
20260605 28% 0.5%
20260604 33% 0.6%
20260603 26% 0.5%
20260602 65% 0.8%
20260601 62% 0.7%
20260529 53% 0.7%
20260528 20% 0.5%
20260527 25% 0.5%
20260526 19% 0.5%
20260510 34% 0.6%
20260508 23% 0.5%
20260507 30% 0.6%
20260506 26% 0.5%
20260505 3% 0.4%
20260504 6% 0.4%
20260502 100% 1.0%
20260501 99% 0.9%
20260430 80% 0.8%
20260429 51% 0.7%
20260428 92% 0.9%
20260427 100% 1.0%
20260424 90% 0.9%
20260423 82% 0.8%
20260422 37% 0.6%
20260421 76% 0.8%
20260420 36% 0.6%
20260417 34% 0.6%
20260416 18% 0.5%
20260415 41% 0.6%
20260414 36% 0.6%
20260413 60% 0.7%
20260410 54% 0.7%
20260409 42% 0.6%
20260408 50% 0.7%
20260407 42% 0.6%
20260406 50% 0.7%
20260402 38% 0.6%
20260401 55% 0.7%
20260331 35% 0.6%
20260330 26% 0.5%
20260327 24% 0.5%