ESSA (ESSA Bancorp, Inc.)
Historical IV Rank & Volatility Regime
IV Rank measures where ESSA'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 ESSA 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.
ESSA IV Rank Summary
Current
46%
Subdued — neutral to long-vol
30-Day Avg
34%
60-Day Avg
38%
90-Day Avg
42%
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 ESSA'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.
ESSA IV Rank — Last 90 Trading Days
| Date | IV Rank | Avg IV |
|---|---|---|
| 20250725 | 46% | 1.5% |
| 20250724 | 44% | 1.5% |
| 20250723 | 42% | 1.4% |
| 20250722 | 18% | 0.9% |
| 20250721 | 21% | 1.0% |
| 20250718 | 54% | 1.7% |
| 20250717 | 45% | 1.5% |
| 20250716 | 50% | 1.6% |
| 20250715 | 55% | 1.7% |
| 20250714 | 2% | 0.6% |
| 20250711 | 30% | 1.2% |
| 20250710 | 33% | 1.2% |
| 20250709 | 23% | 1.0% |
| 20250708 | 37% | 1.3% |
| 20250707 | 26% | 1.1% |
| 20250703 | 3% | 0.6% |
| 20250702 | 48% | 1.5% |
| 20250701 | 49% | 1.6% |
| 20250630 | 100% | 2.6% |
| 20250627 | 9% | 0.7% |
| 20250626 | 32% | 1.1% |
| 20250625 | 41% | 1.3% |
| 20250624 | 35% | 1.2% |
| 20250623 | 33% | 1.2% |
| 20250620 | 25% | 1.0% |
| 20250618 | 16% | 0.8% |
| 20250617 | 40% | 1.3% |
| 20250616 | 30% | 1.1% |
| 20250613 | 22% | 1.0% |
| 20250612 | 9% | 0.7% |
| 20250611 | 10% | 0.7% |
| 20250610 | 6% | 0.7% |
| 20250609 | 6% | 0.7% |
| 20250606 | 8% | 0.7% |
| 20250605 | 7% | 0.7% |
| 20250604 | 100% | 2.4% |
| 20250603 | 46% | 1.3% |
| 20250530 | 71% | 1.8% |
| 20250529 | 97% | 2.2% |
| 20250528 | 78% | 1.9% |
| 20250527 | 69% | 1.7% |
| 20250523 | 84% | 2.0% |
| 20250522 | 60% | 1.6% |
| 20250521 | 70% | 1.7% |
| 20250520 | 47% | 1.3% |
| 20250519 | 10% | 0.7% |
| 20250516 | 26% | 1.0% |
| 20250515 | 52% | 1.4% |
| 20250514 | 66% | 1.7% |
| 20250513 | 37% | 1.2% |
| 20250512 | 55% | 1.5% |
| 20250509 | 45% | 1.3% |
| 20250508 | 29% | 1.0% |
| 20250507 | 44% | 1.3% |
| 20250506 | 25% | 1.0% |
| 20250505 | 0% | 0.6% |
| 20250502 | 44% | 1.3% |
| 20250501 | 21% | 0.9% |
| 20250430 | 18% | 0.9% |
| 20250429 | 8% | 0.7% |
| 20250428 | 35% | 1.2% |
| 20250425 | 65% | 1.7% |
| 20250424 | 10% | 0.7% |
| 20250423 | 75% | 1.8% |
| 20250422 | 15% | 0.8% |
| 20250421 | 36% | 1.2% |
| 20250417 | 46% | 1.3% |
| 20250415 | 27% | 1.0% |
| 20250414 | 51% | 1.4% |
| 20250411 | 41% | 1.2% |
| 20250410 | 26% | 1.0% |
| 20250409 | 26% | 1.0% |
| 20250408 | 34% | 1.1% |
| 20250407 | 46% | 1.3% |
| 20250404 | 15% | 0.8% |
| 20250403 | 28% | 1.0% |
| 20250402 | 6% | 0.7% |
| 20250401 | 84% | 2.0% |
| 20250331 | 83% | 2.0% |
| 20250328 | 85% | 2.0% |
| 20250327 | 69% | 1.7% |
| 20250326 | 75% | 1.8% |
| 20250325 | 65% | 1.7% |
| 20250324 | 66% | 1.7% |
| 20250321 | 50% | 1.4% |
| 20250320 | 70% | 1.7% |
| 20250319 | 59% | 1.6% |
| 20250318 | 77% | 1.9% |
| 20250317 | 74% | 1.8% |
| 20250314 | 53% | 1.5% |