GPMT (Granite Point Mortgage Trust Inc. Common Stock)

Historical IV Rank & Volatility Regime

IV Rank measures where GPMT'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 GPMT 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.

GPMT IV Rank Summary
Current
35%
Subdued — neutral to long-vol
30-Day Avg
56%
60-Day Avg
52%
90-Day Avg
42%
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 GPMT'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.
GPMT IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260914 35% 1.6%
20260911 0% 0.0%
20260910 62% 2.8%
20260909 39% 1.8%
20260908 43% 1.9%
20260904 50% 2.2%
20260903 65% 2.9%
20260902 82% 3.6%
20260901 83% 3.7%
20260831 77% 3.4%
20260828 73% 3.3%
20260827 49% 2.2%
20260826 17% 0.8%
20260825 67% 3.0%
20260824 64% 2.9%
20260821 56% 2.5%
20260820 70% 3.1%
20260819 46% 2.0%
20260818 57% 2.5%
20260817 53% 2.4%
20260814 49% 2.2%
20260813 47% 2.1%
20260812 47% 2.1%
20260811 45% 2.0%
20260810 46% 2.1%
20260806 42% 1.9%
20260805 73% 3.2%
20260804 80% 3.6%
20260803 66% 3.0%
20260731 83% 3.7%
20260730 52% 2.3%
20260729 69% 3.1%
20260728 89% 4.0%
20260727 100% 4.5%
20260724 67% 2.6%
20260723 30% 1.2%
20260722 93% 3.7%
20260721 48% 1.9%
20260720 72% 2.8%
20260716 66% 2.6%
20260715 60% 2.4%
20260714 30% 1.2%
20260713 0% 0.0%
20260710 0% 0.0%
20260709 0% 0.0%
20260708 46% 1.8%
20260707 0% 0.0%
20260706 23% 0.9%
20260702 0% 0.0%
20260701 60% 2.4%
20260630 82% 3.3%
20260629 100% 4.0%
20260626 91% 3.5%
20260625 81% 3.1%
20260624 76% 2.9%
20260623 0% 0.0%
20260622 0% 0.0%
20260618 0% 0.0%
20260617 39% 1.5%
20260616 48% 1.8%
20260615 58% 2.2%
20260613 67% 2.6%
20260612 66% 2.5%
20260611 31% 1.2%
20260610 31% 1.2%
20260609 0% 0.0%
20260608 39% 1.5%
20260605 43% 1.6%
20260604 44% 1.7%
20260603 50% 1.9%
20260602 7% 0.3%
20260601 11% 0.4%
20260529 23% 0.9%
20260528 40% 1.5%
20260527 40% 1.5%
20260526 7% 0.3%
20260510 0% 0.0%
20260508 0% 0.0%
20260507 27% 1.0%
20260506 5% 0.2%
20260505 0% 0.0%
20260504 0% 0.0%
20260502 0% 0.0%
20260501 0% 0.0%
20260430 45% 1.7%
20260429 39% 1.5%
20260428 31% 1.2%
20260427 26% 1.0%
20260424 0% 0.0%
20260423 0% 0.0%