CERY · IV Rank History

State Street SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF · ETF

IV rank shows where CERY's implied volatility sits within its own recent range: 0 is the lowest reading in the window, 100 the highest. This page gives the 52-week version, the 90-session version our screeners use, the IV percentile, and the daily history.

CERY's 30-day at-the-money implied volatility was 31.9% as of Oct 21, 2026. Its 52-week IV rank is 22 and its IV percentile is 61%: IV was lower on 61% of the past year's sessions. Over those 52 weeks it ranged from 14.7% (Jan 13, 2026) to 92.1% (Nov 18, 2025). On the 90-session window our screeners use, the IV rank is 17.

CERY IV rank history

385 sessions

Filled line: 90-session IV rank (0–100, left axis). Dashed line: 30-day at-the-money implied volatility (right axis).

CERY IV rank and implied volatility as of 2026-10-21

52-Week IV Rank
22
0 = year low, 100 = year high
IV Percentile
61%
of past-year sessions had lower IV
90-Session IV Rank
17
used by our screeners
30-Day ATM IV
31.9%
1-year average 34.1%
52-Week IV High
92.1%
2025-11-18
52-Week IV Low
14.7%
2026-01-13
History Since
2025-04-07
385 sessions

How these are measured. Implied volatility here is CERY's 30-day at-the-money IV: the implied volatility of the calls and puts struck nearest the share price, blended between the expirations on either side of 30 days so every reading covers the same horizon. It's the IV level options traders usually quote, and it doesn't jump when the nearest expiration rolls from a weekly to a monthly. The 7-day figure is the same measure a week out, so it reacts first to near-term events such as earnings.

52-week IV rank = (today's IV − 52-week low) ÷ (52-week high − 52-week low) × 100. IV percentile is the share of the past year's sessions that closed with lower IV than today. The 90-session IV rank applies the same rank formula to the last 90 sessions, so it reacts faster.

A high reading means CERY options are expensive relative to their own recent history, which is common ahead of earnings or after a sharp move. It says nothing about which way the stock will go. The Vol Arb Screener ranks every tracked symbol by these measures.

CERY implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2026 (to date) 30.7% 33.1% 29.1% 16
Sep 2026 29.6% 30.9% 26.3% 15
Aug 2026 31.2% 36.6% 24.9% 16
Jul 2026 33.2% 67.8% 25.0% 16
Jun 2026 31.0% 60.9% 23.0% 16
May 2026 32.0% 46.0% 26.2% 23
Apr 2026 52.4% 88.9% 28.9% 51
Mar 2026 38.3% 71.5% 24.6% 31
Feb 2026 29.6% 62.8% 21.5% 19
Jan 2026 24.4% 41.3% 14.7% 12
Dec 2025 30.5% 81.1% 16.1% 20
Nov 2025 48.3% 92.1% 16.2% 42
Oct 2025 32.1% 58.5% 15.6% 20
Sep 2025 27.1% 49.3% 16.0% 14
Aug 2025 27.1% 53.6% 15.3% 14
Jul 2025 40.7% 101.6% 16.6% 33
Jun 2025 38.4% 63.2% 16.1% 35
May 2025 37.5% 70.7% 15.3% 27
Apr 2025 55.6% 81.8% 38.9% —

CERY IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-10-21 17 31.9% —
2026-10-20 16 31.5% —
2026-10-19 15 31.0% —
2026-10-16 11 29.1% —
2026-10-15 15 30.8% —
2026-10-14 13 30.2% 101.3%
2026-10-13 15 29.5% 83.8%
2026-10-12 16 30.1% 73.0%
2026-10-09 20 31.8% 56.5%
2026-10-08 19 31.5% 52.9%
2026-10-07 17 30.6% 50.4%
2026-10-06 18 30.8% 49.0%
2026-10-05 23 33.1% 57.1%
2026-10-02 14 29.2% 40.3%
2026-10-01 16 30.0% 39.3%
2026-09-30 17 30.7% 39.7%
2026-09-29 16 30.0% 38.1%
2026-09-28 16 30.1% 37.4%
2026-09-25 14 29.0% 33.3%
2026-09-24 15 29.8% —
2026-09-23 14 29.3% —
2026-09-22 15 29.5% —
2026-09-21 13 29.0% —
2026-09-18 16 29.9% —
2026-09-17 16 30.0% —
2026-09-16 18 30.9% 80.4%
2026-09-15 10 27.4% 55.9%
2026-09-14 16 30.2% 61.5%
2026-09-11 13 29.0% 42.4%
2026-09-10 8 26.3% 34.2%

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.