GAN (GAN Limited Ordinary Shares)

Historical IV Rank & Volatility Regime

IV Rank measures where GAN'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 GAN 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.

GAN IV Rank Summary
Current
37%
Subdued — neutral to long-vol
30-Day Avg
30%
60-Day Avg
40%
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 GAN'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.
GAN IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20250528 37% 2.9%
20250527 23% 1.8%
20250523 22% 1.7%
20250522 48% 3.7%
20250521 18% 1.4%
20250520 37% 2.8%
20250519 0% 0.0%
20250516 21% 1.6%
20250515 11% 0.9%
20250514 17% 1.3%
20250513 9% 0.7%
20250512 10% 0.8%
20250509 23% 1.7%
20250508 0% 0.0%
20250507 19% 1.5%
20250506 22% 1.7%
20250505 16% 1.2%
20250502 56% 4.3%
20250501 20% 1.5%
20250430 100% 7.7%
20250429 61% 3.7%
20250428 66% 4.0%
20250425 69% 4.2%
20250424 41% 2.5%
20250423 48% 2.9%
20250422 32% 2.0%
20250421 49% 3.0%
20250417 36% 2.2%
20250415 0% 0.0%
20250414 0% 0.0%
20250411 38% 2.3%
20250410 39% 2.4%
20250409 26% 1.6%
20250408 32% 2.0%
20250407 61% 3.7%
20250404 89% 5.5%
20250403 12% 0.7%
20250402 22% 1.4%
20250401 47% 2.9%
20250331 73% 4.5%
20250328 81% 5.0%
20250327 79% 4.9%
20250326 57% 3.5%
20250325 46% 2.8%
20250324 54% 3.3%
20250321 47% 2.9%
20250320 34% 2.1%
20250319 70% 4.3%
20250318 59% 3.6%
20250317 50% 3.0%
20250314 35% 2.1%
20250313 30% 1.8%
20250312 30% 1.9%
20250311 29% 1.8%
20250310 49% 3.0%
20250307 49% 3.0%
20250305 42% 2.6%
20250304 54% 3.3%
20250303 74% 4.5%
20250228 56% 3.4%
20250227 41% 2.5%
20250226 56% 3.4%
20250225 49% 3.0%
20250224 48% 2.9%
20250221 38% 2.3%
20250219 47% 2.9%
20250218 0% 0.0%
20250214 0% 0.0%
20250213 17% 1.0%
20250212 0% 0.0%
20250211 0% 0.0%
20250210 0% 0.0%
20250207 33% 2.0%
20250206 42% 2.6%
20250205 52% 3.2%
20250204 30% 1.8%
20250203 62% 3.8%
20250131 18% 1.1%
20250130 36% 2.2%
20250129 36% 2.2%
20250128 17% 1.0%
20250127 0% 0.0%
20250124 32% 2.4%
20250123 24% 2.1%
20250122 100% 6.1%
20250121 0% 0.8%
20250117 23% 1.6%
20250116 29% 1.8%
20250115 16% 1.4%
20250114 0% 0.9%