EXE · IV Rank History

Expand Energy Corporation Common Stock

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IV rank shows where EXE's implied volatility sits within its own recent range: 0 is the lowest reading in the window, 100 the highest. This page gives the 52-week version, the 90-session version our screeners use, the IV percentile, and the daily history.

EXE's 30-day at-the-money implied volatility was 30.7% as of Oct 30, 2026. Its 52-week IV rank is 36 and its IV percentile is 36%: IV was lower on 36% of the past year's sessions. Over those 52 weeks it ranged from 24.2% (Jun 18, 2026) to 42.5% (Mar 6, 2026). On the 90-session window our screeners use, the IV rank is 32.

EXE IV rank history

409 sessions

Filled line: 90-session IV rank (0–100, left axis). Dashed line: 30-day at-the-money implied volatility (right axis).

EXE IV rank and implied volatility as of 2026-10-30

52-Week IV Rank

0 = year low, 100 = year high

IV Percentile

36%

of past-year sessions had lower IV

90-Session IV Rank

used by our screeners

30-Day ATM IV

30.7%

1-year average 32.8%

7-Day ATM IV

33.3%

90-session rank 33

52-Week IV High

42.5%

2026-03-06

52-Week IV Low

24.2%

2026-06-18

History Since

2024-10-04

409 sessions

How these are measured. Implied volatility here is EXE's 30-day at-the-money IV: the implied volatility of the calls and puts struck nearest the share price, blended between the expirations on either side of 30 days so every reading covers the same horizon. It's the IV level options traders usually quote, and it doesn't jump when the nearest expiration rolls from a weekly to a monthly. The 7-day figure is the same measure a week out, so it reacts first to near-term events such as earnings.

52-week IV rank = (today's IV − 52-week low) ÷ (52-week high − 52-week low) × 100. IV percentile is the share of the past year's sessions that closed with lower IV than today. The 90-session IV rank applies the same rank formula to the last 90 sessions, so it reacts faster.

A high reading means EXE options are expensive relative to their own recent history, which is common ahead of earnings or after a sharp move. It says nothing about which way the stock will go. The Vol Arb Screener ranks every tracked symbol by these measures.

EXE implied volatility by month

Month	Avg ATM IV	High	Low	Avg IV Rank (90-session)
Oct 2026 (to date)	33.4%	37.4%	30.7%	68
Sep 2026	30.4%	33.3%	28.0%	47
Aug 2026	29.4%	30.6%	27.9%	36
Jul 2026	33.6%	35.6%	29.6%	54
Jun 2026	30.0%	37.3%	24.2%	18
May 2026	31.1%	32.5%	29.3%	17
Apr 2026	34.5%	38.4%	30.7%	49
Mar 2026	39.1%	42.5%	36.0%	80
Feb 2026	38.5%	41.5%	35.9%	84
Jan 2026	33.0%	36.7%	29.7%	55
Dec 2025	29.4%	31.9%	26.9%	25
Nov 2025	31.2%	35.5%	28.7%	41
Oct 2025	34.0%	37.9%	30.9%	75
Sep 2025	29.3%	30.7%	28.1%	45
Aug 2025	28.8%	31.9%	26.6%	20
Jul 2025	31.2%	34.9%	27.5%	27
Jun 2025	27.3%	30.3%	25.1%	14
May 2025	26.7%	29.5%	24.7%	12
Apr 2025	37.6%	51.7%	29.0%	45
Mar 2025	27.5%	29.4%	26.0%	—
Feb 2025	26.9%	27.6%	26.2%	—
Jan 2025	25.5%	27.1%	23.4%	—
Dec 2024	24.2%	24.8%	23.7%	—
Nov 2024	25.9%	29.1%	23.8%	—
Oct 2024	31.7%	32.8%	30.9%	—

EXE IV rank: last 30 sessions

Date	IV Rank (90-session)	30-Day ATM IV	7-Day ATM IV
2026-10-30	32	30.7%	33.3%
2026-10-29	35	31.0%	35.4%
2026-10-28	68	34.3%	35.7%
2026-10-27	90	36.0%	46.0%
2026-10-26	100	37.4%	48.1%
2026-10-23	87	35.7%	43.5%
2026-10-22	93	36.4%	42.5%
2026-10-21	81	34.8%	38.7%
2026-10-20	84	35.2%	40.3%
2026-10-19	82	34.9%	39.4%
2026-10-16	83	35.1%	31.9%
2026-10-15	81	34.8%	30.5%
2026-10-14	72	33.7%	32.8%
2026-10-13	66	32.9%	31.5%
2026-10-12	55	31.4%	27.9%
2026-10-09	50	30.8%	24.8%
2026-10-08	59	31.9%	27.9%
2026-10-07	54	31.3%	31.5%
2026-10-06	63	32.5%	27.8%
2026-10-05	62	32.4%	42.2%
2026-10-02	53	31.2%	28.3%
2026-10-01	54	31.3%	30.3%
2026-09-30	61	32.2%	33.6%
2026-09-29	59	31.9%	29.8%
2026-09-28	56	31.6%	32.4%
2026-09-25	44	29.9%	30.0%
2026-09-24	46	30.2%	31.6%
2026-09-23	55	31.4%	32.8%
2026-09-22	60	32.1%	32.9%
2026-09-21	42	29.8%	32.3%