EGP (EastGroup Properties Inc.)

Historical IV Rank & Volatility Regime

IV Rank measures where EGP'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 EGP 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.

EGP IV Rank Summary
Current
43%
Subdued — neutral to long-vol
30-Day Avg
32%
60-Day Avg
25%
90-Day Avg
31%
90-Day Low
8%
90-Day High
74%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in EGP'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.
EGP IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260901 43% 0.5%
20260831 21% 0.4%
20260828 38% 0.5%
20260827 38% 0.5%
20260826 46% 0.5%
20260825 40% 0.5%
20260824 34% 0.5%
20260821 30% 0.5%
20260820 35% 0.5%
20260819 23% 0.4%
20260818 32% 0.5%
20260817 25% 0.4%
20260814 23% 0.4%
20260813 18% 0.4%
20260812 25% 0.4%
20260811 33% 0.5%
20260810 29% 0.4%
20260806 24% 0.4%
20260805 45% 0.5%
20260804 41% 0.5%
20260803 37% 0.5%
20260731 33% 0.5%
20260730 34% 0.5%
20260729 25% 0.4%
20260728 33% 0.5%
20260727 31% 0.5%
20260724 30% 0.5%
20260723 34% 0.5%
20260722 27% 0.4%
20260721 28% 0.4%
20260720 34% 0.5%
20260716 26% 0.4%
20260715 16% 0.4%
20260714 23% 0.4%
20260713 18% 0.4%
20260710 11% 0.4%
20260709 17% 0.4%
20260708 11% 0.4%
20260707 12% 0.4%
20260706 15% 0.4%
20260702 32% 0.5%
20260701 39% 0.6%
20260630 24% 0.5%
20260629 37% 0.5%
20260626 31% 0.5%
20260625 19% 0.4%
20260624 23% 0.5%
20260623 23% 0.5%
20260622 17% 0.4%
20260618 18% 0.4%
20260617 14% 0.4%
20260616 10% 0.4%
20260615 15% 0.4%
20260613 13% 0.4%
20260612 10% 0.4%
20260611 11% 0.4%
20260610 9% 0.4%
20260609 11% 0.4%
20260608 8% 0.4%
20260605 8% 0.4%
20260604 10% 0.4%
20260603 10% 0.4%
20260602 55% 0.6%
20260601 74% 0.8%
20260529 63% 0.7%
20260528 66% 0.7%
20260527 68% 0.7%
20260526 66% 0.7%
20260522 56% 0.6%
20260521 48% 0.6%
20260520 44% 0.6%
20260519 43% 0.6%
20260518 47% 0.6%
20260515 43% 0.6%
20260514 44% 0.6%
20260513 40% 0.5%
20260512 38% 0.5%
20260511 41% 0.6%
20260510 38% 0.5%
20260508 36% 0.5%
20260507 33% 0.5%
20260506 35% 0.5%
20260505 32% 0.5%
20260504 31% 0.5%
20260502 48% 0.6%
20260501 42% 0.6%
20260430 35% 0.5%
20260429 39% 0.5%
20260428 35% 0.5%
20260427 32% 0.5%