GCO (Genesco Inc.)

Historical IV Rank & Volatility Regime

IV Rank measures where GCO'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 GCO 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.

GCO IV Rank Summary
Current
8%
Compressed — premium buying regime
30-Day Avg
38%
60-Day Avg
30%
90-Day Avg
32%
90-Day Low
0%
90-Day High
82%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in GCO'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.
GCO IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260911 8% 0.7%
20260910 15% 0.8%
20260909 15% 0.8%
20260908 26% 0.9%
20260904 4% 0.7%
20260903 11% 0.8%
20260902 63% 1.3%
20260901 80% 1.5%
20260831 60% 1.3%
20260828 60% 1.3%
20260827 64% 1.4%
20260826 43% 1.1%
20260825 59% 1.3%
20260824 54% 1.2%
20260821 38% 1.1%
20260820 45% 1.1%
20260819 46% 1.1%
20260818 43% 1.1%
20260817 34% 1.0%
20260814 41% 1.1%
20260813 27% 0.9%
20260812 46% 1.2%
20260811 35% 1.0%
20260810 46% 1.2%
20260806 13% 0.8%
20260805 49% 1.2%
20260804 38% 1.1%
20260803 43% 1.1%
20260731 23% 0.9%
20260730 27% 0.9%
20260729 26% 0.9%
20260728 23% 0.9%
20260727 22% 0.9%
20260724 20% 0.9%
20260723 17% 0.8%
20260722 17% 0.8%
20260721 16% 0.8%
20260720 8% 0.7%
20260716 1% 0.6%
20260715 14% 0.8%
20260714 13% 0.8%
20260713 18% 0.8%
20260710 11% 0.8%
20260709 6% 0.7%
20260708 12% 0.8%
20260707 0% 0.6%
20260706 0% 0.7%
20260702 51% 1.3%
20260701 42% 1.2%
20260630 40% 1.2%
20260629 28% 1.0%
20260626 29% 1.1%
20260625 40% 1.2%
20260624 20% 1.0%
20260623 43% 1.2%
20260622 8% 0.9%
20260618 21% 1.0%
20260617 28% 1.0%
20260616 33% 1.1%
20260615 24% 1.0%
20260613 31% 1.1%
20260612 24% 1.0%
20260611 21% 1.0%
20260610 13% 0.9%
20260609 11% 0.9%
20260608 6% 0.8%
20260605 17% 0.9%
20260604 8% 0.8%
20260603 0% 0.8%
20260602 69% 1.5%
20260601 54% 1.3%
20260529 55% 1.3%
20260528 82% 1.6%
20260527 62% 1.4%
20260526 55% 1.3%
20260522 49% 1.3%
20260521 45% 1.2%
20260520 41% 1.2%
20260519 34% 1.1%
20260518 52% 1.3%
20260515 26% 1.0%
20260514 40% 1.2%
20260513 28% 1.0%
20260512 28% 1.0%
20260511 43% 1.2%
20260510 36% 1.1%
20260508 34% 1.0%
20260507 42% 1.1%
20260506 39% 1.1%
20260505 27% 1.0%