EGRX (EAGLE PHARMS INC)
Historical IV Rank & Volatility Regime
IV Rank measures where EGRX'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 EGRX 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.
EGRX IV Rank Summary
Current
0%
Compressed — premium buying regime
30-Day Avg
61%
60-Day Avg
51%
90-Day Avg
48%
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 EGRX'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.
EGRX IV Rank — Last 90 Trading Days
| Date | IV Rank | Avg IV |
|---|---|---|
| 20250321 | 0% | 0.0% |
| 20250320 | 50% | 9.9% |
| 20250319 | 0% | 0.0% |
| 20250318 | 100% | 19.8% |
| 20250317 | 86% | 11.7% |
| 20250314 | 76% | 10.9% |
| 20250313 | 68% | 10.2% |
| 20250312 | 100% | 12.9% |
| 20250311 | 100% | 12.5% |
| 20250310 | 81% | 10.5% |
| 20250307 | 100% | 11.9% |
| 20250305 | 71% | 7.5% |
| 20250304 | 100% | 8.8% |
| 20250303 | 100% | 8.4% |
| 20250228 | 96% | 7.9% |
| 20250227 | 91% | 7.7% |
| 20250226 | 57% | 6.5% |
| 20250225 | 73% | 7.0% |
| 20250224 | 41% | 5.9% |
| 20250221 | 32% | 5.6% |
| 20250219 | 18% | 5.1% |
| 20250218 | 70% | 6.9% |
| 20250214 | 26% | 5.3% |
| 20250213 | 7% | 4.7% |
| 20250212 | 24% | 5.3% |
| 20250211 | 76% | 7.1% |
| 20250210 | 37% | 5.7% |
| 20250207 | 33% | 5.6% |
| 20250206 | 28% | 5.4% |
| 20250205 | 100% | 8.0% |
| 20250204 | 18% | 5.0% |
| 20250203 | 100% | 7.7% |
| 20250131 | 17% | 4.9% |
| 20250130 | 16% | 4.9% |
| 20250129 | 27% | 5.2% |
| 20250128 | 27% | 5.2% |
| 20250127 | 2% | 4.5% |
| 20250124 | 14% | 4.8% |
| 20250123 | 39% | 5.5% |
| 20250122 | 19% | 5.0% |
| 20250121 | 79% | 6.7% |
| 20250117 | 84% | 6.8% |
| 20250116 | 50% | 5.8% |
| 20250115 | 89% | 7.0% |
| 20250114 | 78% | 6.7% |
| 20250113 | 77% | 6.6% |
| 20250110 | 22% | 5.1% |
| 20250108 | 100% | 7.2% |
| 20250107 | 46% | 5.6% |
| 20250106 | 66% | 6.1% |
| 20250103 | 0% | 4.4% |
| 20250102 | 50% | 7.0% |
| 20241231 | 39% | 7.7% |
| 20241230 | 39% | 7.7% |
| 20241227 | 38% | 7.5% |
| 20241226 | 26% | 5.2% |
| 20241224 | 27% | 5.4% |
| 20241223 | 24% | 4.8% |
| 20241220 | 0% | 0.0% |
| 20241219 | 0% | 0.0% |
| 20241218 | 43% | 8.5% |
| 20241217 | 37% | 7.3% |
| 20241216 | 96% | 19.0% |
| 20241213 | 69% | 13.7% |
| 20241212 | 81% | 16.1% |
| 20241211 | 61% | 12.0% |
| 20241210 | 49% | 9.7% |
| 20241209 | 53% | 10.6% |
| 20241206 | 47% | 9.4% |
| 20241129 | 37% | 7.3% |
| 20241127 | 39% | 7.7% |
| 20241126 | 33% | 6.5% |
| 20241125 | 36% | 7.1% |
| 20241122 | 29% | 5.8% |
| 20241121 | 29% | 5.8% |
| 20241120 | 34% | 6.7% |
| 20241119 | 33% | 6.5% |
| 20241118 | 28% | 5.5% |
| 20241115 | 33% | 6.6% |
| 20241114 | 33% | 6.5% |
| 20241113 | 31% | 6.2% |
| 20241112 | 26% | 5.2% |
| 20241111 | 27% | 5.3% |
| 20241108 | 23% | 4.6% |
| 20241107 | 25% | 4.9% |
| 20241106 | 28% | 5.6% |
| 20241105 | 31% | 6.1% |
| 20241104 | 42% | 8.4% |
| 20241101 | 63% | 12.4% |
| 20241031 | 56% | 11.2% |