ELP (Companhia Paranaense de Energia - COPEL American Depositary Shares (each representing four (4) Class A Preferred Shares))
Historical IV Rank & Volatility Regime
IV Rank measures where ELP'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 ELP 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.
ELP IV Rank Summary
Current
7%
Compressed — premium buying regime
30-Day Avg
16%
60-Day Avg
28%
90-Day Avg
36%
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 ELP'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.
ELP IV Rank — Last 90 Trading Days
| Date | IV Rank | Avg IV |
|---|---|---|
| 20260613 | 7% | 1.7% |
| 20260612 | 7% | 1.6% |
| 20260611 | 7% | 1.6% |
| 20260610 | 6% | 1.6% |
| 20260609 | 6% | 1.6% |
| 20260608 | 6% | 1.6% |
| 20260605 | 5% | 1.5% |
| 20260604 | 5% | 1.5% |
| 20260603 | 5% | 1.5% |
| 20260602 | 5% | 1.5% |
| 20260601 | 4% | 1.4% |
| 20260529 | 4% | 1.4% |
| 20260528 | 4% | 1.4% |
| 20260527 | 4% | 1.4% |
| 20260526 | 4% | 1.4% |
| 20260502 | 1% | 1.1% |
| 20260501 | 1% | 1.1% |
| 20260430 | 1% | 1.1% |
| 20260429 | 1% | 1.1% |
| 20260428 | 1% | 1.1% |
| 20260427 | 0% | 1.1% |
| 20260424 | 0% | 1.1% |
| 20260423 | 0% | 1.1% |
| 20260422 | 0% | 1.1% |
| 20260421 | 0% | 1.1% |
| 20260420 | 0% | 1.1% |
| 20260417 | 98% | 9.4% |
| 20260416 | 100% | 9.6% |
| 20260415 | 100% | 7.1% |
| 20260414 | 100% | 5.8% |
| 20260413 | 100% | 5.1% |
| 20260410 | 86% | 3.9% |
| 20260409 | 79% | 3.6% |
| 20260408 | 72% | 3.4% |
| 20260407 | 67% | 3.3% |
| 20260406 | 62% | 3.1% |
| 20260402 | 48% | 2.7% |
| 20260401 | 46% | 2.6% |
| 20260331 | 43% | 2.5% |
| 20260330 | 41% | 2.4% |
| 20260327 | 36% | 2.3% |
| 20260326 | 34% | 2.2% |
| 20260325 | 33% | 2.2% |
| 20260324 | 31% | 2.1% |
| 20260323 | 30% | 2.1% |
| 20260320 | 33% | 2.0% |
| 20260319 | 32% | 1.9% |
| 20260318 | 31% | 1.9% |
| 20260317 | 30% | 1.9% |
| 20260316 | 30% | 1.8% |
| 20260313 | 27% | 1.8% |
| 20260312 | 28% | 1.7% |
| 20260311 | 27% | 1.7% |
| 20260310 | 27% | 1.7% |
| 20260309 | 26% | 1.7% |
| 20260308 | 26% | 1.7% |
| 20260306 | 25% | 1.6% |
| 20260305 | 24% | 1.6% |
| 20260304 | 24% | 1.6% |
| 20260303 | 23% | 1.6% |
| 20251226 | 100% | 4.3% |
| 20251224 | 98% | 4.1% |
| 20251223 | 62% | 2.9% |
| 20251222 | 25% | 1.6% |
| 20251219 | 40% | 2.1% |
| 20251218 | 47% | 2.4% |
| 20251217 | 36% | 2.0% |
| 20251216 | 39% | 2.1% |
| 20251215 | 32% | 1.9% |
| 20251212 | 31% | 1.8% |
| 20251211 | 23% | 1.5% |
| 20251210 | 29% | 1.7% |
| 20251209 | 27% | 1.7% |
| 20251208 | 36% | 1.8% |
| 20251205 | 32% | 1.7% |
| 20251204 | 33% | 1.7% |
| 20251203 | 92% | 3.9% |
| 20251202 | 70% | 3.1% |
| 20251201 | 69% | 3.0% |
| 20251128 | 66% | 3.0% |
| 20251126 | 86% | 3.7% |
| 20251125 | 61% | 2.8% |
| 20251124 | 62% | 2.8% |
| 20251121 | 53% | 2.5% |
| 20251120 | 57% | 2.6% |
| 20251119 | 53% | 2.5% |
| 20251118 | 51% | 2.4% |
| 20251117 | 51% | 2.4% |
| 20251114 | 39% | 1.9% |
| 20251113 | 37% | 1.9% |