ELAN (Elanco Animal Health Incorporated Common Stock)

Historical IV Rank & Volatility Regime

IV Rank measures where ELAN'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 ELAN 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.

ELAN IV Rank Summary
Current
36%
Subdued — neutral to long-vol
30-Day Avg
22%
60-Day Avg
20%
90-Day Avg
22%
90-Day Low
5%
90-Day High
57%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in ELAN'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.
ELAN IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260622 36% 0.8%
20260618 18% 0.7%
20260617 31% 0.7%
20260616 24% 0.7%
20260615 31% 0.8%
20260613 17% 0.6%
20260612 23% 0.7%
20260611 18% 0.7%
20260610 25% 0.7%
20260609 13% 0.6%
20260608 21% 0.7%
20260605 24% 0.7%
20260604 27% 0.7%
20260603 12% 0.6%
20260602 34% 0.8%
20260601 34% 0.8%
20260529 29% 0.7%
20260528 23% 0.7%
20260527 20% 0.7%
20260526 20% 0.7%
20260522 27% 0.7%
20260521 20% 0.6%
20260520 22% 0.6%
20260519 25% 0.7%
20260518 21% 0.6%
20260515 23% 0.6%
20260514 17% 0.6%
20260513 10% 0.5%
20260512 16% 0.6%
20260511 15% 0.6%
20260510 17% 0.6%
20260508 5% 0.5%
20260507 5% 0.5%
20260506 6% 0.5%
20260505 12% 0.6%
20260504 10% 0.6%
20260502 30% 0.9%
20260501 28% 0.9%
20260430 30% 0.9%
20260429 26% 0.8%
20260428 28% 0.9%
20260427 25% 0.8%
20260424 20% 0.7%
20260423 21% 0.8%
20260422 19% 0.7%
20260421 21% 0.8%
20260420 15% 0.7%
20260417 22% 0.8%
20260416 14% 0.6%
20260415 11% 0.6%
20260414 12% 0.6%
20260413 13% 0.6%
20260410 11% 0.6%
20260409 12% 0.6%
20260408 11% 0.6%
20260407 12% 0.6%
20260406 11% 0.6%
20260402 11% 0.6%
20260401 57% 1.3%
20260331 36% 1.0%
20260330 35% 1.0%
20260327 28% 0.9%
20260326 29% 0.9%
20260325 22% 0.8%
20260324 38% 1.0%
20260323 34% 1.0%
20260320 33% 0.9%
20260319 28% 0.9%
20260318 35% 1.0%
20260317 30% 0.9%
20260316 19% 0.7%
20260313 16% 0.7%
20260312 23% 0.8%
20260311 15% 0.7%
20260310 27% 0.8%
20260309 15% 0.7%
20260308 33% 0.9%
20260306 12% 0.6%
20260305 13% 0.6%
20260304 29% 0.9%
20260303 28% 0.9%
20260302 28% 0.9%
20260227 19% 0.7%
20260226 24% 0.8%
20260225 24% 0.8%
20260224 15% 0.7%
20260223 20% 0.7%
20260221 19% 0.7%
20260220 18% 0.7%
20260219 21% 0.8%