GMAB (Genmab A/S ADS)

Historical IV Rank & Volatility Regime

IV Rank measures where GMAB'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 GMAB 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.

GMAB IV Rank Summary
Current
27%
Subdued — neutral to long-vol
30-Day Avg
22%
60-Day Avg
26%
90-Day Avg
26%
90-Day Low
0%
90-Day High
58%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in GMAB'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.
GMAB IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260925 27% 0.6%
20260924 0% 0.4%
20260923 20% 0.6%
20260922 17% 0.6%
20260921 7% 0.6%
20260918 44% 0.8%
20260917 17% 0.6%
20260916 9% 0.6%
20260915 7% 0.6%
20260914 22% 0.6%
20260911 27% 0.7%
20260910 16% 0.7%
20260909 12% 0.6%
20260908 4% 0.6%
20260904 9% 0.6%
20260903 0% 0.5%
20260902 42% 1.0%
20260901 48% 1.0%
20260831 48% 1.0%
20260828 58% 1.1%
20260827 37% 0.9%
20260826 10% 0.7%
20260825 41% 1.0%
20260824 47% 1.0%
20260821 25% 0.8%
20260820 8% 0.6%
20260819 20% 0.7%
20260818 16% 0.7%
20260817 8% 0.6%
20260814 19% 0.7%
20260813 10% 0.6%
20260812 12% 0.7%
20260811 10% 0.7%
20260810 25% 0.8%
20260806 26% 0.8%
20260805 58% 1.1%
20260804 57% 1.1%
20260803 42% 0.9%
20260731 35% 0.9%
20260730 47% 1.0%
20260729 46% 1.0%
20260728 43% 0.9%
20260727 49% 1.0%
20260724 33% 0.8%
20260723 28% 0.8%
20260722 34% 0.9%
20260721 26% 0.8%
20260720 43% 1.0%
20260716 27% 0.8%
20260715 22% 0.7%
20260714 31% 0.8%
20260713 20% 0.7%
20260710 13% 0.6%
20260709 11% 0.6%
20260708 9% 0.6%
20260707 25% 0.8%
20260706 23% 0.7%
20260702 43% 0.9%
20260701 27% 0.8%
20260630 52% 1.0%
20260629 43% 0.9%
20260626 28% 0.8%
20260625 30% 0.8%
20260624 37% 0.9%
20260623 36% 0.9%
20260622 25% 0.8%
20260618 32% 0.8%
20260617 29% 0.8%
20260616 13% 0.6%
20260615 27% 0.8%
20260613 20% 0.7%
20260612 18% 0.7%
20260611 17% 0.7%
20260610 15% 0.7%
20260609 8% 0.6%
20260608 7% 0.6%
20260605 7% 0.6%
20260604 8% 0.6%
20260603 14% 0.7%
20260602 56% 1.1%
20260601 52% 1.0%
20260529 44% 1.0%
20260528 26% 0.8%
20260527 35% 0.9%
20260526 20% 0.7%
20260522 15% 0.7%
20260521 22% 0.7%
20260520 15% 0.7%
20260519 31% 0.8%