HBR · IV Rank History

Canary Capital Group LLX Canary HBAR ETF · ETF

IV rank shows where HBR'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.

HBR's 30-day at-the-money implied volatility was 66.0% as of Oct 9, 2026. Its 52-week IV rank is 31 and its IV percentile is 30%: IV was lower on 30% of the past year's sessions. Over those 52 weeks it ranged from 42.4% (Aug 17, 2026) to 117.5% (Feb 5, 2026). On the 90-session window our screeners use, the IV rank is 46.

HBR IV rank history

234 sessions

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

HBR IV rank and implied volatility as of 2026-10-09

52-Week IV Rank
31
0 = year low, 100 = year high
IV Percentile
30%
of past-year sessions had lower IV
90-Session IV Rank
46
used by our screeners
30-Day ATM IV
66.0%
1-year average 71.3%
7-Day ATM IV
70.5%
90-session rank 10
52-Week IV High
117.5%
2026-02-05
52-Week IV Low
42.4%
2026-08-17
History Since
2025-11-03
234 sessions

How these are measured. Implied volatility here is HBR'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 HBR 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.

HBR implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2026 (to date) 69.7% 77.9% 63.7% 54
Sep 2026 54.9% 68.0% 48.6% 24
Aug 2026 55.3% 63.4% 42.4% 16
Jul 2026 63.3% 79.7% 53.0% 23
Jun 2026 71.9% 93.3% 56.7% 36
May 2026 65.9% 79.3% 53.0% 15
Apr 2026 77.1% 97.8% 62.7% 25
Mar 2026 80.9% 92.4% 70.9% 29
Feb 2026 86.8% 117.5% 74.3% 46
Jan 2026 74.0% 85.7% 66.2% 24
Dec 2025 76.4% 88.5% 67.8% 31
Nov 2025 79.6% 94.6% 69.6% —

HBR IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-10-09 46 66.0% 70.5%
2026-10-08 70 77.9% 136.0%
2026-10-07 70 77.8% 133.1%
2026-10-06 54 69.8% 92.5%
2026-10-05 46 65.9% 63.4%
2026-10-02 42 63.7% 60.5%
2026-10-01 48 66.6% 66.8%
2026-09-30 49 67.5% 68.9%
2026-09-29 50 68.0% 68.4%
2026-09-28 27 56.0% 57.8%
2026-09-25 17 51.1% 48.9%
2026-09-24 21 53.3% —
2026-09-23 21 52.9% —
2026-09-22 21 53.3% —
2026-09-21 27 56.0% —
2026-09-18 20 52.4% —
2026-09-17 14 49.8% —
2026-09-16 12 48.6% 116.5%
2026-09-15 21 53.2% 105.6%
2026-09-14 21 53.0% 106.8%
2026-09-11 19 52.3% 71.1%
2026-09-10 21 53.3% 75.5%
2026-09-09 29 57.4% 70.7%
2026-09-08 29 57.3% 70.2%
2026-09-04 24 54.6% 62.6%
2026-09-03 29 57.4% 59.0%
2026-09-02 16 50.6% 48.0%
2026-09-01 25 54.9% 58.8%
2026-08-31 16 50.5% 49.9%
2026-08-28 13 49.2% 46.3%

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.