CGEN (Compugen Ltd)

Historical IV Rank & Volatility Regime

IV Rank measures where CGEN'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 CGEN 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.

CGEN IV Rank Summary
Current
13%
Compressed — premium buying regime
30-Day Avg
32%
60-Day Avg
35%
90-Day Avg
43%
90-Day Low
0%
90-Day High
96%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in CGEN'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.
CGEN IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260613 13% 1.3%
20260612 23% 1.5%
20260611 32% 1.8%
20260610 25% 1.6%
20260609 21% 1.5%
20260608 24% 1.6%
20260605 36% 1.9%
20260604 11% 1.2%
20260603 0% 0.9%
20260602 96% 3.5%
20260601 62% 2.6%
20260529 52% 2.3%
20260528 34% 1.9%
20260527 41% 2.0%
20260526 41% 2.0%
20260522 46% 2.1%
20260521 37% 1.9%
20260520 33% 1.8%
20260519 35% 1.8%
20260518 34% 1.8%
20260515 29% 1.7%
20260514 27% 1.6%
20260513 30% 1.7%
20260512 26% 1.6%
20260511 26% 1.6%
20260510 22% 1.5%
20260508 19% 1.4%
20260507 24% 1.5%
20260506 23% 1.5%
20260505 26% 1.6%
20260504 23% 1.5%
20260502 47% 2.2%
20260501 43% 2.0%
20260430 47% 2.2%
20260429 33% 1.8%
20260428 33% 1.8%
20260427 49% 1.8%
20260424 38% 1.4%
20260423 37% 1.3%
20260422 36% 1.3%
20260421 38% 1.4%
20260420 33% 1.2%
20260417 30% 1.1%
20260416 30% 1.1%
20260415 37% 1.3%
20260414 45% 1.6%
20260413 46% 1.9%
20260410 43% 1.7%
20260409 47% 1.9%
20260408 23% 1.0%
20260407 38% 1.5%
20260406 26% 1.1%
20260402 40% 1.6%
20260401 31% 1.3%
20260331 71% 2.9%
20260330 46% 1.9%
20260327 53% 2.2%
20260326 56% 2.3%
20260325 29% 1.2%
20260324 25% 1.0%
20260323 43% 1.8%
20260320 34% 1.4%
20260319 37% 1.5%
20260318 27% 1.1%
20260317 44% 1.8%
20260316 42% 1.7%
20260313 41% 1.7%
20260312 37% 1.5%
20260311 43% 1.8%
20260310 47% 1.9%
20260309 48% 2.0%
20260308 43% 1.8%
20260306 44% 1.8%
20260305 34% 1.4%
20260304 79% 3.2%
20260303 64% 2.6%
20260302 49% 2.0%
20260227 88% 3.6%
20260226 84% 3.4%
20260225 83% 3.4%
20260224 81% 3.3%
20260223 86% 3.5%
20260221 75% 3.0%
20260220 74% 3.0%
20260219 84% 3.4%
20260218 46% 1.9%
20260217 70% 2.9%
20260213 67% 2.7%
20260212 62% 2.5%
20260211 61% 2.5%