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
52%
Moderate — neutral regime
30-Day Avg
47%
60-Day Avg
36%
90-Day Avg
40%
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
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%
20260422 0% 0.0%
20260421 0% 0.0%
20260420 18% 0.7%
20260417 31% 1.2%
20260416 32% 1.2%
20260415 38% 1.4%
20260414 30% 1.2%
20260413 32% 1.2%
20260410 0% 0.0%
20260409 64% 2.5%
20260408 57% 2.3%
20260407 35% 1.5%
20260406 66% 2.6%
20260402 64% 2.5%
20260401 81% 3.2%
20260331 100% 3.8%
20260330 67% 2.1%
20260327 21% 0.8%
20260326 83% 2.5%
20260325 90% 2.7%
20260324 88% 2.7%
20260323 93% 2.8%
20260320 87% 2.6%
20260319 50% 1.6%
20260318 32% 1.1%
20260317 50% 1.6%
20260316 32% 1.1%
20260313 52% 1.7%
20260312 50% 1.6%
20260311 31% 1.1%