DDS · IV Rank History

DILLARD'S INC A

IV rank shows where DDS'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.

DDS's 30-day at-the-money implied volatility was 32.9% as of May 12, 2023.

DDS IV rank history

9 sessions

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

DDS IV rank and implied volatility as of 2023-05-12

30-Day ATM IV
32.9%
at-the-money implied volatility
7-Day ATM IV
32.9%
front-week options
History Since
2023-05-02
9 sessions

How these are measured. Implied volatility here is DDS'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; there isn't a full year of history for DDS yet, so only the 90-session measures are shown.

A high reading means DDS 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.

DDS implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
May 2023 (to date) 60.2% 71.7% 32.9% —

DDS IV rank: last 9 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2023-05-12 — 32.9% 32.9%
2023-05-11 — 42.4% 42.4%
2023-05-10 — 68.9% 68.9%
2023-05-09 — 71.7% 71.7%
2023-05-08 — 70.7% 70.7%
2023-05-05 — 70.8% 70.8%
2023-05-04 — 62.9% 62.9%
2023-05-03 — 59.0% 59.0%
2023-05-02 — 62.0% 62.0%

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.