GCC · IV Rank History

WisdomTree Enhanced Commodity Strategy Fund · ETF

IV rank shows where GCC'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.

GCC's 30-day at-the-money implied volatility was 70.6% as of Oct 21, 2026. Its 52-week IV rank is 35 and its IV percentile is 58%: IV was lower on 58% of the past year's sessions. Over those 52 weeks it ranged from 39.6% (Dec 23, 2025) to 128.7% (Dec 16, 2025). On the 90-session window our screeners use, the IV rank is 35.

GCC 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).

GCC IV rank and implied volatility as of 2026-10-21

52-Week IV Rank
35
0 = year low, 100 = year high
IV Percentile
58%
of past-year sessions had lower IV
90-Session IV Rank
35
used by our screeners
30-Day ATM IV
70.6%
1-year average 69.1%
52-Week IV High
128.7%
2025-12-16
52-Week IV Low
39.6%
2025-12-23
History Since
2023-05-02
785 sessions

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

GCC implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2026 (to date) 94.8% 125.2% 70.6% 70
Sep 2026 75.4% 91.0% 70.4% 54
Aug 2026 58.7% 77.1% 45.9% 28
Jul 2026 57.1% 84.6% 41.5% 22
Jun 2026 88.0% 103.8% 70.1% 74
May 2026 59.5% 69.0% 52.2% 26
Apr 2026 58.3% 64.5% 53.7% 22
Mar 2026 69.7% 83.2% 50.9% 34
Feb 2026 69.9% 98.6% 51.9% 34
Jan 2026 59.4% 88.3% 44.9% 28
Dec 2025 82.9% 128.7% 39.6% 65
Nov 2025 60.9% 89.5% 50.5% 45
Oct 2025 64.7% 104.5% 43.0% 24
Sep 2025 42.6% 76.8% 28.7% 10
Aug 2025 33.5% 45.2% 25.9% 5
Jul 2025 36.6% 68.4% 26.7% 7
Jun 2025 75.9% 213.0% 28.8% 25
May 2025 43.6% 147.8% 22.6% 9
Apr 2025 81.5% 232.6% 36.3% 29
Mar 2025 118.2% 143.1% 91.3% 59
Feb 2025 56.3% 102.3% 26.5% 18
Jan 2025 52.5% 118.8% 28.7% 13
Dec 2024 143.9% 179.8% 48.4% 70
Nov 2024 79.2% 154.6% 54.6% 30
Oct 2024 114.1% 191.9% 77.5% 53
Sep 2024 108.7% 189.5% 56.5% 86
Aug 2024 69.6% 98.4% 33.4% 54
Jul 2024 54.4% 74.1% 32.7% 35
Jun 2024 44.3% 104.2% 28.1% 25
May 2024 59.7% 99.3% 35.0% 66
Apr 2024 57.4% 60.8% 46.2% 57
Mar 2024 57.7% 67.1% 39.4% 37
Feb 2024 58.9% 67.8% 25.8% 38
Jan 2024 53.5% 68.8% 21.8% 35
Dec 2023 42.0% 52.3% 29.3% 26
Nov 2023 52.0% 122.5% 32.1% 35
Oct 2023 45.2% 91.1% 19.3% 29
Sep 2023 42.0% 59.6% 27.8% 26
Aug 2023 50.4% 93.2% 32.0% 34
Jul 2023 37.2% 80.1% 13.8% 21
Jun 2023 32.0% 42.0% 23.5% 8
May 2023 58.5% 120.8% 25.0% —

GCC IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-10-21 35 70.6% —
2026-10-20 51 84.0% —
2026-10-19 54 86.7% —
2026-10-16 51 83.8% —
2026-10-15 50 83.3% —
2026-10-14 64 95.0% 282.2%
2026-10-13 100 125.2% 230.6%
2026-10-12 100 123.6% 200.9%
2026-10-09 73 97.1% 154.5%
2026-10-08 72 96.2% 145.5%
2026-10-07 73 97.2% 137.1%
2026-10-06 100 117.5% 129.1%
2026-10-05 76 88.7% 124.5%
2026-10-02 73 86.7% 111.0%
2026-10-01 71 85.9% 106.6%
2026-09-30 63 80.7% 103.3%
2026-09-29 61 79.3% 100.5%
2026-09-28 79 91.0% 97.5%
2026-09-25 71 85.9% 89.4%
2026-09-24 52 74.0% —
2026-09-23 52 73.6% —
2026-09-22 51 73.2% —
2026-09-21 57 77.0% —
2026-09-18 55 75.8% —
2026-09-17 55 76.0% —
2026-09-16 54 74.9% 227.6%
2026-09-15 51 73.0% 185.1%
2026-09-14 51 73.0% 173.1%
2026-09-11 50 72.7% 126.1%
2026-09-10 46 70.4% 115.2%

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.