DJP (iPath Bloomberg Commodity Index Total Return ETN due June 12, 2036)

Historical IV Rank & Volatility Regime

IV Rank measures where DJP'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 DJP 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.

DJP IV Rank Summary
Current
69%
Moderate — neutral regime
30-Day Avg
37%
60-Day Avg
35%
90-Day Avg
31%
90-Day Low
0%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in DJP'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.
DJP IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260302 69% 0.5%
20260227 40% 0.4%
20260226 39% 0.4%
20260225 45% 0.4%
20260224 23% 0.3%
20260223 42% 0.4%
20260221 44% 0.4%
20260220 42% 0.4%
20260219 31% 0.3%
20260218 35% 0.4%
20260217 32% 0.4%
20260213 27% 0.3%
20260212 26% 0.3%
20260211 34% 0.4%
20260210 17% 0.3%
20260209 33% 0.4%
20260206 30% 0.3%
20260205 31% 0.3%
20260204 47% 0.4%
20260203 51% 0.4%
20260202 47% 0.4%
20260130 51% 0.4%
20260129 53% 0.4%
20260128 28% 0.3%
20260127 38% 0.4%
20260126 39% 0.4%
20260123 48% 0.4%
20260122 24% 0.3%
20260121 30% 0.3%
20260120 22% 0.3%
20260116 20% 0.3%
20260115 8% 0.2%
20260114 22% 0.3%
20260113 24% 0.3%
20260112 21% 0.3%
20260109 11% 0.3%
20260108 24% 0.3%
20260107 0% 0.2%
20260106 1% 0.2%
20260105 23% 0.3%
20260102 100% 0.7%
20251231 87% 0.6%
20251230 88% 0.6%
20251229 59% 0.4%
20251226 20% 0.3%
20251224 21% 0.3%
20251223 33% 0.3%
20251222 28% 0.3%
20251219 34% 0.3%
20251218 36% 0.4%
20251217 35% 0.4%
20251216 43% 0.4%
20251215 24% 0.3%
20251212 32% 0.3%
20251211 36% 0.4%
20251210 18% 0.3%
20251209 11% 0.3%
20251208 45% 0.4%
20251205 30% 0.3%
20251204 25% 0.3%
20251203 67% 0.5%
20251202 57% 0.4%
20251201 22% 0.3%
20251128 35% 0.4%
20251126 25% 0.3%
20251125 27% 0.3%
20251124 13% 0.3%
20251121 15% 0.3%
20251120 43% 0.4%
20251119 14% 0.3%
20251118 9% 0.3%
20251117 34% 0.3%
20251114 3% 0.2%
20251113 34% 0.3%
20251112 4% 0.2%
20251111 0% 0.2%
20251110 20% 0.3%
20251107 11% 0.3%
20251106 16% 0.3%
20251105 65% 0.5%
20251104 18% 0.3%
20251103 19% 0.3%
20251031 15% 0.3%
20251030 12% 0.3%
20251029 13% 0.3%
20251028 10% 0.3%
20251027 6% 0.3%
20251024 16% 0.3%
20251023 26% 0.4%
20251022 27% 0.4%