GCMG (GCM Grosvenor Inc. Class A Common Stock)

Historical IV Rank & Volatility Regime

IV Rank measures where GCMG'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 GCMG 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.

GCMG IV Rank Summary
Current
22%
Compressed — premium buying regime
30-Day Avg
45%
60-Day Avg
49%
90-Day Avg
46%
90-Day Low
3%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in GCMG'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.
GCMG IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260604 22% 1.1%
20260603 17% 1.1%
20260602 63% 1.9%
20260601 75% 2.2%
20260529 8% 0.9%
20260528 54% 1.8%
20260527 53% 1.7%
20260526 37% 1.4%
20260522 49% 1.7%
20260521 10% 0.9%
20260520 41% 1.5%
20260519 39% 1.5%
20260518 39% 1.5%
20260515 39% 1.5%
20260514 32% 1.3%
20260513 48% 1.6%
20260512 11% 0.9%
20260511 46% 1.6%
20260510 7% 0.9%
20260508 6% 0.8%
20260507 3% 0.8%
20260506 45% 1.6%
20260505 24% 1.2%
20260504 27% 1.2%
20260502 100% 2.7%
20260501 98% 2.6%
20260430 56% 1.8%
20260429 100% 2.6%
20260428 89% 2.2%
20260427 99% 2.3%
20260424 86% 2.1%
20260423 63% 1.7%
20260422 82% 2.1%
20260421 82% 2.1%
20260420 71% 1.9%
20260417 59% 1.7%
20260416 52% 1.6%
20260415 69% 1.9%
20260414 45% 1.5%
20260413 44% 1.4%
20260410 20% 1.0%
20260409 32% 1.2%
20260408 24% 1.1%
20260407 35% 1.3%
20260406 30% 1.2%
20260402 13% 0.9%
20260401 77% 2.0%
20260331 56% 1.6%
20260330 63% 1.8%
20260327 61% 1.7%
20260326 59% 1.7%
20260325 57% 1.7%
20260324 64% 1.8%
20260323 51% 1.6%
20260320 47% 1.5%
20260319 40% 1.4%
20260318 53% 1.6%
20260317 57% 1.6%
20260316 50% 1.5%
20260313 35% 1.3%
20260312 48% 1.5%
20260311 47% 1.5%
20260310 43% 1.4%
20260309 29% 1.1%
20260308 42% 1.4%
20260306 28% 1.2%
20260305 34% 1.3%
20260304 49% 1.6%
20260303 40% 1.4%
20260302 4% 0.7%
20260227 51% 1.6%
20260226 44% 1.5%
20260225 44% 1.5%
20260224 47% 1.5%
20260223 20% 1.0%
20260221 48% 1.5%
20260220 46% 1.5%
20260219 41% 1.4%
20260218 43% 1.4%
20260217 12% 0.8%
20260213 42% 1.4%
20260212 44% 1.4%
20260211 22% 1.0%
20260210 21% 1.0%
20260209 11% 0.8%
20260206 41% 1.4%
20260205 42% 1.4%
20260204 79% 2.1%
20260203 92% 2.4%
20260202 74% 2.0%