EXEL (Exelixis Inc)

Historical IV Rank & Volatility Regime

IV Rank measures where EXEL'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 EXEL 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.

EXEL IV Rank Summary
Current
23%
Compressed — premium buying regime
30-Day Avg
28%
60-Day Avg
27%
90-Day Avg
22%
90-Day Low
1%
90-Day High
70%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in EXEL'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.
EXEL IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260608 23% 0.5%
20260605 18% 0.4%
20260604 16% 0.4%
20260603 13% 0.4%
20260602 52% 0.7%
20260601 41% 0.6%
20260529 44% 0.6%
20260528 47% 0.6%
20260527 29% 0.5%
20260526 37% 0.6%
20260522 16% 0.4%
20260521 15% 0.4%
20260520 29% 0.5%
20260519 24% 0.5%
20260518 25% 0.5%
20260515 24% 0.5%
20260514 24% 0.5%
20260513 21% 0.5%
20260512 18% 0.4%
20260511 17% 0.4%
20260510 11% 0.4%
20260508 5% 0.4%
20260507 6% 0.4%
20260506 5% 0.4%
20260505 11% 0.4%
20260504 12% 0.4%
20260502 70% 1.0%
20260501 70% 1.0%
20260430 68% 1.0%
20260429 46% 0.8%
20260428 64% 0.9%
20260427 61% 0.9%
20260424 51% 0.8%
20260423 40% 0.7%
20260422 34% 0.6%
20260421 33% 0.6%
20260420 45% 0.7%
20260417 27% 0.6%
20260416 30% 0.6%
20260415 31% 0.6%
20260414 33% 0.6%
20260413 33% 0.6%
20260410 26% 0.6%
20260409 25% 0.6%
20260408 21% 0.5%
20260407 19% 0.5%
20260406 19% 0.5%
20260402 14% 0.5%
20260401 19% 0.5%
20260331 17% 0.5%
20260330 17% 0.5%
20260327 16% 0.5%
20260326 19% 0.5%
20260325 8% 0.4%
20260324 10% 0.4%
20260323 13% 0.5%
20260320 11% 0.4%
20260319 10% 0.4%
20260318 8% 0.4%
20260317 7% 0.4%
20260316 8% 0.4%
20260313 14% 0.5%
20260312 8% 0.4%
20260311 2% 0.3%
20260310 8% 0.4%
20260309 9% 0.4%
20260308 16% 0.5%
20260306 13% 0.4%
20260305 10% 0.4%
20260304 16% 0.5%
20260303 17% 0.5%
20260302 32% 0.6%
20260227 12% 0.4%
20260226 12% 0.4%
20260225 12% 0.4%
20260224 7% 0.4%
20260223 7% 0.4%
20260221 9% 0.4%
20260220 10% 0.4%
20260219 7% 0.4%
20260218 1% 0.3%
20260217 8% 0.4%
20260213 5% 0.4%
20260212 8% 0.4%
20260211 7% 0.4%
20260210 24% 0.5%
20260209 11% 0.4%
20260206 11% 0.4%
20260205 12% 0.4%
20260204 43% 0.7%