CASS (Cass Information Systems Inc)

Historical IV Rank & Volatility Regime

IV Rank measures where CASS'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 CASS 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.

CASS IV Rank Summary
Current
17%
Compressed — premium buying regime
30-Day Avg
56%
60-Day Avg
45%
90-Day Avg
45%
90-Day Low
0%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in CASS'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.
CASS IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260608 17% 0.6%
20260605 5% 0.5%
20260604 10% 0.5%
20260603 12% 0.5%
20260602 100% 1.3%
20260601 79% 1.0%
20260529 88% 1.1%
20260528 84% 1.0%
20260527 100% 1.1%
20260526 75% 0.9%
20260510 62% 0.9%
20260508 59% 0.8%
20260507 54% 0.8%
20260506 55% 0.8%
20260505 63% 0.9%
20260504 57% 0.8%
20260502 100% 1.1%
20260501 92% 1.1%
20260430 67% 0.9%
20260429 99% 1.1%
20260428 74% 0.9%
20260427 72% 0.9%
20260424 61% 0.8%
20260423 29% 0.6%
20260422 33% 0.7%
20260421 49% 0.8%
20260420 22% 0.6%
20260417 0% 0.4%
20260416 44% 0.7%
20260415 26% 0.6%
20260414 27% 0.6%
20260413 16% 0.6%
20260410 4% 0.5%
20260409 10% 0.5%
20260408 26% 0.6%
20260407 21% 0.6%
20260406 23% 0.6%
20260402 7% 0.5%
20260401 60% 0.9%
20260331 49% 0.8%
20260330 63% 0.9%
20260327 59% 0.9%
20260326 40% 0.7%
20260325 56% 0.8%
20260324 46% 0.8%
20260323 52% 0.8%
20260320 30% 0.7%
20260319 0% 0.4%
20260318 46% 0.8%
20260317 47% 0.8%
20260316 29% 0.7%
20260313 40% 0.7%
20260312 20% 0.6%
20260311 10% 0.5%
20260310 26% 0.6%
20260309 25% 0.6%
20260308 27% 0.6%
20260306 25% 0.6%
20260305 34% 0.7%
20260304 84% 1.1%
20260303 70% 1.0%
20260302 92% 1.1%
20260227 56% 0.9%
20260226 53% 0.8%
20260225 63% 0.9%
20260224 59% 0.9%
20260223 63% 0.9%
20260221 44% 0.8%
20260220 51% 0.8%
20260219 45% 0.8%
20260218 44% 0.8%
20260217 47% 0.8%
20260213 32% 0.7%
20260212 36% 0.7%
20260211 34% 0.7%
20260210 54% 0.8%
20260209 44% 0.8%
20260206 31% 0.7%
20260205 30% 0.7%
20260204 48% 0.8%
20260203 29% 0.7%
20260202 42% 0.8%
20260130 51% 0.8%
20260129 42% 0.8%
20260128 60% 0.9%
20260127 18% 0.6%
20260126 32% 0.7%
20260123 27% 0.7%
20260122 14% 0.6%
20260121 19% 0.6%