DMRC (Digimarc Corporation Common Stock)

Historical IV Rank & Volatility Regime

IV Rank measures where DMRC'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 DMRC 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.

DMRC IV Rank Summary
Current
2%
Compressed — premium buying regime
30-Day Avg
27%
60-Day Avg
28%
90-Day Avg
44%
90-Day Low
2%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in DMRC'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.
DMRC IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260605 2% 1.3%
20260604 12% 1.6%
20260603 11% 1.6%
20260602 58% 2.9%
20260601 36% 2.3%
20260529 29% 2.1%
20260528 35% 2.2%
20260527 26% 2.0%
20260526 25% 2.0%
20260522 33% 2.2%
20260521 21% 1.8%
20260520 28% 1.8%
20260519 22% 1.6%
20260518 36% 2.1%
20260515 32% 1.9%
20260514 30% 1.9%
20260513 28% 1.8%
20260512 24% 1.7%
20260511 32% 1.9%
20260510 24% 1.7%
20260508 23% 1.6%
20260507 25% 1.7%
20260506 19% 1.5%
20260505 24% 1.7%
20260504 21% 1.6%
20260502 50% 2.5%
20260501 31% 1.9%
20260430 28% 1.8%
20260429 22% 1.6%
20260428 31% 1.9%
20260427 29% 1.8%
20260424 33% 1.9%
20260423 32% 1.9%
20260422 32% 1.9%
20260421 13% 1.4%
20260420 21% 1.6%
20260417 19% 1.5%
20260416 12% 1.3%
20260415 23% 1.4%
20260414 19% 1.3%
20260413 28% 1.6%
20260410 29% 1.6%
20260409 22% 1.4%
20260408 27% 1.5%
20260407 20% 1.3%
20260406 24% 1.4%
20260402 26% 1.5%
20260401 39% 1.9%
20260331 40% 2.0%
20260330 34% 1.8%
20260327 31% 1.7%
20260326 36% 1.8%
20260325 38% 1.9%
20260324 49% 2.3%
20260323 36% 1.8%
20260320 29% 1.6%
20260319 27% 1.5%
20260318 29% 1.6%
20260317 26% 1.5%
20260316 34% 1.8%
20260313 26% 1.5%
20260312 22% 1.4%
20260311 30% 1.6%
20260310 21% 1.3%
20260309 21% 1.3%
20260308 23% 1.4%
20260306 22% 1.4%
20260305 23% 1.4%
20260304 91% 3.7%
20260303 100% 4.0%
20260302 100% 3.5%
20260227 90% 3.2%
20260226 100% 3.5%
20260225 100% 3.3%
20260224 100% 3.2%
20260223 95% 3.1%
20260221 95% 3.1%
20260220 93% 3.1%
20260219 100% 3.2%
20260218 100% 2.7%
20260217 100% 2.7%
20260213 100% 2.6%
20260212 90% 2.2%
20260211 91% 2.3%
20260210 84% 2.1%
20260209 86% 2.2%
20260206 85% 2.1%
20260205 96% 2.3%
20260204 79% 2.0%
20260203 96% 2.3%