GLDD (Great Lakes Dredge & Dock Corporation)

Historical IV Rank & Volatility Regime

IV Rank measures where GLDD'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 GLDD 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.

GLDD IV Rank Summary
Current
14%
Compressed — premium buying regime
30-Day Avg
39%
60-Day Avg
43%
90-Day Avg
49%
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 GLDD'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.
GLDD IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260331 14% 0.4%
20260330 22% 0.6%
20260327 100% 2.5%
20260326 25% 0.6%
20260325 46% 1.1%
20260324 40% 1.0%
20260323 100% 2.3%
20260320 60% 1.3%
20260319 14% 0.4%
20260318 40% 0.9%
20260317 0% 0.1%
20260316 75% 1.6%
20260313 56% 1.2%
20260312 2% 0.1%
20260311 1% 0.1%
20260310 16% 0.4%
20260309 16% 0.4%
20260308 15% 0.4%
20260306 0% 0.1%
20260305 0% 0.3%
20260304 39% 1.2%
20260303 98% 2.0%
20260302 66% 1.6%
20260227 31% 1.1%
20260226 72% 1.7%
20260225 84% 1.8%
20260224 36% 1.2%
20260223 49% 1.4%
20260221 30% 1.1%
20260220 20% 1.0%
20260219 59% 1.5%
20260218 43% 1.3%
20260217 42% 1.3%
20260213 40% 1.2%
20260212 6% 0.8%
20260211 20% 1.0%
20260210 45% 1.3%
20260209 36% 1.2%
20260206 26% 1.0%
20260205 38% 1.2%
20260204 98% 2.0%
20260203 65% 1.6%
20260202 85% 1.8%
20260130 74% 1.7%
20260129 65% 1.6%
20260128 74% 1.7%
20260127 56% 1.4%
20260126 71% 1.7%
20260123 49% 1.4%
20260122 73% 1.7%
20260121 43% 1.3%
20260120 61% 1.5%
20260116 42% 1.3%
20260115 10% 0.8%
20260114 43% 1.3%
20260113 0% 0.7%
20260112 8% 1.0%
20260109 37% 1.3%
20260108 44% 1.4%
20260107 50% 1.5%
20260106 27% 1.2%
20260105 23% 1.2%
20260102 85% 1.9%
20251231 94% 2.0%
20251230 99% 2.0%
20251229 99% 2.0%
20251226 100% 2.1%
20251224 29% 1.0%
20251223 59% 1.5%
20251222 95% 2.0%
20251219 43% 1.2%
20251218 29% 1.0%
20251217 72% 1.7%
20251216 64% 1.5%
20251215 31% 1.1%
20251212 74% 1.7%
20251211 43% 1.2%
20251210 44% 1.2%
20251209 54% 1.3%
20251208 35% 1.0%
20251205 45% 1.2%
20251204 55% 1.4%
20251203 84% 2.1%
20251202 78% 1.9%
20251201 63% 1.7%
20251128 37% 1.2%
20251126 74% 1.9%
20251125 61% 1.6%
20251124 67% 1.7%
20251121 64% 1.7%