DENN (DENNY'S CORP)
Historical IV Rank & Volatility Regime
IV Rank measures where DENN'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 DENN 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.
DENN IV Rank Summary
Current
41%
Subdued — neutral to long-vol
30-Day Avg
54%
60-Day Avg
57%
90-Day Avg
50%
90-Day Low
13%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically
precede mean reversion in DENN'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.
DENN IV Rank — Last 90 Trading Days
| Date | IV Rank | Avg IV |
|---|---|---|
| 20260120 | 41% | 1.9% |
| 20260116 | 37% | 1.8% |
| 20260115 | 33% | 1.7% |
| 20260114 | 31% | 1.6% |
| 20260113 | 32% | 1.5% |
| 20260112 | 31% | 1.5% |
| 20260109 | 28% | 1.3% |
| 20260108 | 32% | 1.5% |
| 20260107 | 27% | 1.3% |
| 20260106 | 32% | 1.5% |
| 20260105 | 36% | 1.6% |
| 20260102 | 100% | 3.4% |
| 20251231 | 64% | 2.2% |
| 20251230 | 91% | 2.9% |
| 20251229 | 57% | 2.0% |
| 20251226 | 79% | 2.6% |
| 20251224 | 44% | 1.7% |
| 20251223 | 50% | 1.8% |
| 20251222 | 21% | 1.1% |
| 20251219 | 40% | 1.6% |
| 20251218 | 64% | 2.2% |
| 20251217 | 90% | 2.9% |
| 20251216 | 88% | 2.8% |
| 20251215 | 78% | 2.6% |
| 20251212 | 52% | 1.9% |
| 20251211 | 42% | 1.6% |
| 20251210 | 57% | 2.0% |
| 20251209 | 100% | 3.2% |
| 20251208 | 59% | 2.0% |
| 20251205 | 88% | 2.7% |
| 20251204 | 89% | 2.8% |
| 20251203 | 61% | 2.1% |
| 20251202 | 73% | 2.3% |
| 20251201 | 60% | 2.0% |
| 20251128 | 44% | 1.6% |
| 20251126 | 48% | 1.7% |
| 20251125 | 48% | 1.7% |
| 20251124 | 43% | 1.6% |
| 20251121 | 44% | 1.6% |
| 20251120 | 71% | 2.3% |
| 20251119 | 47% | 1.7% |
| 20251118 | 45% | 1.7% |
| 20251117 | 44% | 1.6% |
| 20251114 | 36% | 1.4% |
| 20251113 | 65% | 2.1% |
| 20251112 | 56% | 1.9% |
| 20251111 | 50% | 1.8% |
| 20251110 | 38% | 1.5% |
| 20251107 | 34% | 1.4% |
| 20251106 | 21% | 1.1% |
| 20251105 | 100% | 3.0% |
| 20251104 | 100% | 2.4% |
| 20251103 | 93% | 2.0% |
| 20251031 | 70% | 1.7% |
| 20251030 | 73% | 1.7% |
| 20251029 | 73% | 1.7% |
| 20251028 | 72% | 1.7% |
| 20251027 | 55% | 1.4% |
| 20251024 | 70% | 1.7% |
| 20251023 | 66% | 1.6% |
| 20251022 | 70% | 1.7% |
| 20251021 | 57% | 1.5% |
| 20251020 | 49% | 1.3% |
| 20251017 | 48% | 1.3% |
| 20251016 | 55% | 1.4% |
| 20251015 | 51% | 1.4% |
| 20251014 | 63% | 1.6% |
| 20251013 | 49% | 1.3% |
| 20251010 | 47% | 1.3% |
| 20251009 | 30% | 1.0% |
| 20251008 | 30% | 1.1% |
| 20251007 | 35% | 1.2% |
| 20251006 | 35% | 1.2% |
| 20251003 | 35% | 1.2% |
| 20251002 | 36% | 1.3% |
| 20251001 | 37% | 1.3% |
| 20250930 | 20% | 0.9% |
| 20250929 | 35% | 1.2% |
| 20250926 | 34% | 1.2% |
| 20250925 | 29% | 1.1% |
| 20250924 | 13% | 0.8% |
| 20250923 | 20% | 0.9% |
| 20250922 | 26% | 1.1% |
| 20250919 | 27% | 1.1% |
| 20250918 | 19% | 0.9% |
| 20250917 | 19% | 0.9% |
| 20250916 | 13% | 0.8% |
| 20250915 | 16% | 0.9% |
| 20250912 | 19% | 0.9% |
| 20250911 | 25% | 1.0% |