CTA · IV Rank History

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IV rank shows where CTA'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.

CTA's 30-day at-the-money implied volatility was 37.7% as of Oct 23, 2026. Its 52-week IV rank is 45 and its IV percentile is 83%: IV was lower on 83% of the past year's sessions. Over those 52 weeks it ranged from 14.2% (Nov 12, 2025) to 66.8% (Oct 14, 2026). On the 90-session window our screeners use, the IV rank is 38.

CTA IV rank history

420 sessions

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

CTA IV rank and implied volatility as of 2026-10-23

52-Week IV Rank

0 = year low, 100 = year high

IV Percentile

83%

of past-year sessions had lower IV

90-Session IV Rank

used by our screeners

30-Day ATM IV

37.7%

1-year average 29.1%

52-Week IV High

66.8%

2026-10-14

52-Week IV Low

14.2%

2025-11-12

History Since

2025-02-14

420 sessions

How these are measured. Implied volatility here is CTA'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 CTA 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.

CTA implied volatility by month

Month	Avg ATM IV	High	Low	Avg IV Rank (90-session)
Oct 2026 (to date)	36.8%	66.8%	22.5%	38
Sep 2026	39.2%	54.9%	30.3%	45
Aug 2026	34.5%	43.9%	28.4%	35
Jul 2026	31.7%	62.5%	19.7%	34
Jun 2026	31.9%	45.1%	21.2%	40
May 2026	32.9%	45.2%	26.5%	44
Apr 2026	30.8%	54.8%	23.5%	40
Mar 2026	24.8%	50.9%	16.8%	21
Feb 2026	28.2%	49.5%	21.5%	28
Jan 2026	23.5%	51.2%	15.5%	22
Dec 2025	18.9%	26.4%	14.5%	14
Nov 2025	20.3%	64.3%	14.2%	16
Oct 2025	24.0%	36.6%	15.7%	24
Sep 2025	27.7%	61.8%	11.9%	36
Aug 2025	27.6%	43.1%	18.1%	47
Jul 2025	23.8%	33.7%	16.1%	36
Jun 2025	20.2%	28.2%	15.0%	23
May 2025	21.2%	41.4%	14.3%	33
Apr 2025	20.6%	32.8%	13.9%	33
Mar 2025	19.9%	34.2%	14.0%	42
Feb 2025	21.2%	26.2%	15.7%	—

CTA IV rank: last 30 sessions

Date	IV Rank (90-session)	30-Day ATM IV	7-Day ATM IV
2026-10-23	38	37.7%	—
2026-10-22	9	23.8%	—
2026-10-21	7	23.1%	—
2026-10-20	6	22.5%	—
2026-10-19	11	24.7%	—
2026-10-16	44	40.6%	—
2026-10-15	59	47.7%	—
2026-10-14	100	66.8%	48.5%
2026-10-13	18	27.3%	42.2%
2026-10-12	57	44.0%	46.7%
2026-10-09	35	34.7%	37.9%
2026-10-08	71	50.3%	38.0%
2026-10-07	23	29.7%	34.2%
2026-10-06	40	37.0%	40.4%
2026-10-05	52	42.0%	34.8%
2026-10-02	38	36.2%	36.7%
2026-10-01	40	36.8%	36.9%
2026-09-30	26	30.9%	32.7%
2026-09-29	44	38.7%	44.0%
2026-09-28	55	43.4%	52.3%
2026-09-25	82	54.9%	54.7%
2026-09-24	32	33.5%	—
2026-09-23	66	47.8%	—
2026-09-22	47	39.9%	—
2026-09-21	47	40.0%	—
2026-09-18	54	42.8%	—
2026-09-17	29	32.1%	—
2026-09-16	40	36.8%	46.2%
2026-09-15	26	30.8%	50.3%
2026-09-14	70	49.7%	42.9%