GTE · IV Rank History

Gran Tierra Energy Inc.

IV rank shows where GTE's implied volatility sits within its own recent range: 0 is the lowest reading in the window, 100 the highest. This page gives the 52-week version, the 90-session version our screeners use, the IV percentile, and the daily history.

GTE's 30-day at-the-money implied volatility was 76.8% as of Oct 26, 2026. Its 52-week IV rank is 19 and its IV percentile is 49%: IV was lower on 49% of the past year's sessions. Over those 52 weeks it ranged from 43.1% (Nov 21, 2025) to 218.1% (Jan 7, 2026). On the 90-session window our screeners use, the IV rank is 33.

GTE IV rank history

504 sessions

Filled line: 90-session IV rank (0–100, left axis). Dashed line: 30-day at-the-money implied volatility (right axis).

GTE IV rank and implied volatility as of 2026-10-26

52-Week IV Rank
19
0 = year low, 100 = year high
IV Percentile
49%
of past-year sessions had lower IV
90-Session IV Rank
33
used by our screeners
30-Day ATM IV
76.8%
1-year average 79.8%
52-Week IV High
218.1%
2026-01-07
52-Week IV Low
43.1%
2025-11-21
History Since
2023-05-05
770 sessions

How these are measured. Implied volatility here is GTE's 30-day at-the-money IV: the implied volatility of the calls and puts struck nearest the share price, blended between the expirations on either side of 30 days so every reading covers the same horizon. It's the IV level options traders usually quote, and it doesn't jump when the nearest expiration rolls from a weekly to a monthly. The 7-day figure is the same measure a week out, so it reacts first to near-term events such as earnings.

52-week IV rank = (today's IV − 52-week low) ÷ (52-week high − 52-week low) × 100. IV percentile is the share of the past year's sessions that closed with lower IV than today. The 90-session IV rank applies the same rank formula to the last 90 sessions, so it reacts faster.

A high reading means GTE options are expensive relative to their own recent history, which is common ahead of earnings or after a sharp move. It says nothing about which way the stock will go. The Vol Arb Screener ranks every tracked symbol by these measures.

GTE implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2026 (to date) 74.1% 83.8% 66.3% 29
Sep 2026 64.3% 73.2% 53.7% 15
Aug 2026 67.8% 111.2% 54.8% 11
Jul 2026 86.3% 123.8% 67.4% 37
Jun 2026 81.9% 95.4% 66.7% 23
May 2026 79.7% 102.7% 66.2% 18
Apr 2026 85.4% 92.9% 76.1% 21
Mar 2026 91.1% 115.7% 73.6% 28
Feb 2026 92.5% 137.3% 73.8% 28
Jan 2026 89.4% 218.1% 59.5% 28
Dec 2025 89.5% 174.4% 52.1% 38
Nov 2025 75.3% 120.0% 43.1% 27
Oct 2025 63.5% 76.4% 55.6% 18
Sep 2025 75.5% 142.5% 52.6% 27
Aug 2025 71.1% 82.0% 60.1% 20
Jul 2025 72.3% 156.9% 55.5% 20
Jun 2025 59.9% 86.2% 46.1% 12
May 2025 60.5% 93.7% 43.2% 14
Apr 2025 78.2% 184.6% 50.6% 31
Mar 2025 62.8% 81.9% 51.1% 35
Feb 2025 61.5% 72.5% 54.9% 13
Jan 2025 57.2% 70.6% 40.3% 10
Dec 2024 58.9% 98.0% 44.1% 12
Nov 2024 66.0% 83.6% 42.5% 17
Oct 2024 72.9% 104.7% 50.6% 22
Sep 2024 80.6% 200.8% 46.7% 26
Aug 2024 72.3% 191.9% 43.8% 35
Jul 2024 56.6% 86.6% 37.9% 48
Jun 2024 53.9% 70.1% 38.8% 47
May 2024 50.6% 64.3% 41.5% 38
Apr 2024 55.6% 73.1% 43.2% 53
Mar 2024 49.9% 68.3% 36.8% 32
Feb 2024 53.2% 58.5% 43.5% 35
Jan 2024 53.2% 58.4% 49.3% 35
Dec 2023 50.9% 57.4% 41.0% 12
Nov 2023 57.7% 70.1% 52.0% 31
Oct 2023 70.4% 75.8% 64.0% 77
Sep 2023 55.6% 59.8% 49.3% 10
Aug 2023 63.0% 68.3% 58.2% 2
Jul 2023 70.6% 76.6% 64.6% 5
Jun 2023 65.7% 72.8% 56.6% 2
May 2023 88.5% 330.0% 68.6% —

GTE IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-10-26 33 76.8% —
2026-10-23 20 68.0% —
2026-10-22 34 77.6% —
2026-10-21 43 83.8% —
2026-10-20 30 74.9% —
2026-10-19 40 81.4% —
2026-10-16 32 76.4% —
2026-10-15 27 72.6% —
2026-10-14 33 76.8% 148.9%
2026-10-13 29 74.2% 173.5%
2026-10-12 18 66.3% —
2026-10-09 27 72.8% 71.6%
2026-10-08 26 71.8% 79.1%
2026-10-07 24 70.8% 84.5%
2026-10-06 22 69.4% 70.0%
2026-10-05 29 74.2% 75.3%
2026-10-02 36 78.7% 78.8%
2026-10-01 18 66.5% 59.1%
2026-09-30 23 69.5% 60.5%
2026-09-29 23 69.9% 64.7%
2026-09-28 28 73.2% 68.0%
2026-09-25 24 70.6% 66.6%
2026-09-24 17 65.8% —
2026-09-23 19 66.8% —
2026-09-22 21 68.6% —
2026-09-21 19 67.0% —
2026-09-18 9 60.0% —
2026-09-17 10 61.1% —
2026-09-16 17 65.8% 122.7%
2026-09-15 14 63.4% 124.3%

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.