GAIN · IV Rank History

Gladstone Investment Corporation

IV rank shows where GAIN'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.

GAIN's 30-day at-the-money implied volatility was 27.9% as of Oct 16, 2026. Its 52-week IV rank is 11 and its IV percentile is 2%: IV was lower on 2% of the past year's sessions. Over those 52 weeks it ranged from 18.1% (Jun 17, 2026) to 107.8% (Sep 8, 2025). On the 90-session window our screeners use, the IV rank is 18.

GAIN IV rank history

504 sessions

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

GAIN IV rank and implied volatility as of 2026-10-16

52-Week IV Rank
11
0 = year low, 100 = year high
IV Percentile
2%
of past-year sessions had lower IV
90-Session IV Rank
18
used by our screeners
30-Day ATM IV
27.9%
1-year average 47.1%
52-Week IV High
107.8%
2025-09-08
52-Week IV Low
18.1%
2026-06-17
History Since
2023-05-02
752 sessions

How these are measured. Implied volatility here is GAIN'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 GAIN 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.

GAIN implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2026 (to date) 39.2% 54.8% 27.3% 39
Sep 2026 45.8% 72.3% 28.3% 56
Aug 2026 44.3% 66.2% 32.9% 48
Jul 2026 40.0% 61.7% 30.5% 37
Jun 2026 32.4% 52.8% 18.1% 12
May 2026 36.2% 56.6% 28.5% 9
Apr 2026 46.2% 76.4% 31.3% 21
Mar 2026 47.3% 67.9% 32.7% 23
Feb 2026 56.1% 90.6% 30.0% 37
Jan 2026 72.2% 107.7% 51.0% 58
Dec 2025 48.5% 75.9% 34.3% 27
Nov 2025 51.2% 66.5% 38.1% 29
Oct 2025 53.3% 70.1% 31.2% 31
Sep 2025 55.6% 107.8% 26.8% 33
Aug 2025 58.5% 105.7% 22.6% 32
Jul 2025 70.8% 121.8% 44.0% 31
Jun 2025 62.8% 107.2% 30.9% 26
May 2025 60.2% 98.2% 22.4% 22
Apr 2025 69.6% 113.7% 39.3% 28
Mar 2025 62.2% 139.9% 27.8% 24
Feb 2025 78.8% 176.5% 49.6% 41
Jan 2025 60.8% 94.2% 35.8% 35
Dec 2024 63.1% 82.3% 42.9% 37
Nov 2024 66.8% 125.9% 37.1% 42
Oct 2024 62.9% 133.3% 27.6% 44
Sep 2024 47.0% 67.5% 21.6% 38
Aug 2024 43.0% 98.2% 22.5% 35
Jul 2024 58.1% 86.9% 19.2% 66
Jun 2024 33.4% 55.1% 18.2% 43
May 2024 24.8% 42.6% 14.9% 24
Apr 2024 30.8% 60.5% 16.4% 37
Mar 2024 24.2% 33.8% 17.9% 23
Feb 2024 26.8% 43.5% 12.9% 26
Jan 2024 27.4% 61.3% 19.8% 24
Dec 2023 24.3% 40.6% 16.5% 16
Nov 2023 22.2% 29.5% 17.0% 3
Oct 2023 31.8% 48.0% 22.1% 10
Sep 2023 26.4% 63.1% 18.5% 6
Aug 2023 29.0% 50.1% 20.1% 7
Jul 2023 61.7% 154.3% 20.1% 32
Jun 2023 28.9% 58.8% 20.5% 5
May 2023 41.8% 139.4% 23.7% 11

GAIN IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-10-16 18 27.9% —
2026-10-15 26 32.4% —
2026-10-14 42 41.1% 28.3%
2026-10-13 24 31.1% 45.8%
2026-10-12 17 27.3% 47.6%
2026-10-09 37 38.3% 63.7%
2026-10-08 37 38.1% 57.0%
2026-10-07 29 34.0% 52.1%
2026-10-06 65 53.3% 57.1%
2026-10-05 53 46.7% 67.5%
2026-10-02 49 44.8% 48.4%
2026-10-01 68 54.8% 70.5%
2026-09-30 56 48.4% 61.2%
2026-09-29 55 47.8% 56.7%
2026-09-28 100 72.3% 97.3%
2026-09-25 47 40.8% 32.5%
2026-09-24 59 46.3% —
2026-09-23 61 47.3% —
2026-09-22 53 43.6% —
2026-09-21 49 41.5% —
2026-09-18 27 31.3% —
2026-09-17 34 34.2% —
2026-09-16 40 37.4% 272.8%
2026-09-15 21 28.3% 182.9%
2026-09-14 32 33.6% 181.8%
2026-09-11 44 39.2% 157.0%
2026-09-10 68 50.6% 184.1%
2026-09-09 72 52.6% 132.3%
2026-09-08 47 40.8% 73.9%
2026-09-04 72 52.9% 101.5%

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.