GNE (GENIE ENERGY LTD)

Historical IV Rank & Volatility Regime

IV Rank measures where GNE'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 GNE 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.

GNE IV Rank Summary
Current
1%
Compressed — premium buying regime
30-Day Avg
44%
60-Day Avg
59%
90-Day Avg
56%
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 GNE'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.
GNE IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260608 1% 0.8%
20260605 0% 0.7%
20260604 9% 1.1%
20260603 25% 1.8%
20260602 55% 3.1%
20260601 60% 3.3%
20260529 58% 3.2%
20260528 45% 2.7%
20260527 46% 2.7%
20260526 49% 2.9%
20260522 40% 2.5%
20260521 44% 2.6%
20260520 43% 2.6%
20260519 42% 2.5%
20260518 41% 2.5%
20260515 40% 2.4%
20260514 54% 2.8%
20260513 41% 2.2%
20260512 37% 2.0%
20260511 45% 2.4%
20260510 43% 2.3%
20260508 42% 2.2%
20260507 34% 1.9%
20260506 36% 2.0%
20260505 37% 2.0%
20260504 38% 2.0%
20260502 68% 3.5%
20260501 66% 3.4%
20260430 73% 3.7%
20260429 100% 5.0%
20260428 99% 4.3%
20260427 99% 4.3%
20260424 89% 3.9%
20260423 100% 4.3%
20260422 91% 4.0%
20260421 92% 4.0%
20260420 100% 4.3%
20260417 95% 3.7%
20260416 98% 3.8%
20260415 100% 3.8%
20260414 86% 3.2%
20260413 100% 3.7%
20260410 42% 1.2%
20260409 26% 0.8%
20260408 35% 1.1%
20260407 24% 0.8%
20260406 40% 1.2%
20260402 22% 0.8%
20260401 100% 2.6%
20260331 80% 2.0%
20260330 76% 1.9%
20260327 71% 1.8%
20260326 75% 1.9%
20260325 58% 1.5%
20260324 95% 2.3%
20260323 60% 1.6%
20260320 75% 1.9%
20260319 48% 1.3%
20260318 87% 2.2%
20260317 65% 1.7%
20260316 68% 1.7%
20260313 39% 1.1%
20260312 57% 1.5%
20260311 55% 1.5%
20260310 39% 1.1%
20260309 37% 1.0%
20260308 27% 0.8%
20260306 26% 0.8%
20260305 43% 1.2%
20260304 35% 1.0%
20260303 62% 1.6%
20260302 70% 1.8%
20260227 69% 1.8%
20260226 51% 1.4%
20260225 65% 1.7%
20260224 42% 1.2%
20260223 59% 1.5%
20260221 59% 1.5%
20260220 58% 1.5%
20260219 50% 1.3%
20260218 59% 1.5%
20260217 41% 1.1%
20260213 37% 1.1%
20260212 50% 1.3%
20260211 56% 1.5%
20260210 45% 1.2%
20260209 36% 1.0%
20260206 51% 1.4%
20260205 49% 1.3%
20260204 72% 1.8%