JWN · IV Rank History

Nordstrom, Inc.

IV rank shows where JWN'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.

JWN's 30-day at-the-money implied volatility was 36.9% as of May 22, 2025. Its 52-week IV rank is 30 and its IV percentile is 37%: IV was lower on 37% of the past year's sessions. Over those 52 weeks it ranged from 14.0% (Apr 1, 2025) to 91.0% (Apr 30, 2025). On the 90-session window our screeners use, the IV rank is 30.

JWN IV rank history

488 sessions

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

JWN IV rank and implied volatility as of 2025-05-22

52-Week IV Rank
30
0 = year low, 100 = year high
IV Percentile
37%
of past-year sessions had lower IV
90-Session IV Rank
30
used by our screeners
30-Day ATM IV
36.9%
1-year average 43.7%
7-Day ATM IV
53.8%
90-session rank 31
52-Week IV High
91.0%
2025-04-30
52-Week IV Low
14.0%
2025-04-01
History Since
2023-05-02
488 sessions

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

JWN implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
May 2025 (to date) 34.9% 64.2% 14.9% 27
Apr 2025 52.1% 91.0% 14.0% 56
Mar 2025 38.1% 78.6% 18.9% 41
Feb 2025 32.4% 64.8% 15.4% 32
Jan 2025 36.3% 70.3% 14.9% 38
Dec 2024 33.3% 51.7% 16.1% 23
Nov 2024 51.5% 62.6% 32.1% 57
Oct 2024 40.9% 60.8% 30.1% 34
Sep 2024 33.7% 48.4% 25.2% 10
Aug 2024 57.2% 71.4% 31.3% 48
Jul 2024 45.7% 64.1% 31.8% 25
Jun 2024 40.1% 59.0% 33.1% 13
May 2024 62.8% 85.4% 47.5% 54
Apr 2024 53.0% 78.5% 38.2% 40
Mar 2024 46.2% 75.5% 37.4% 21
Feb 2024 65.5% 74.0% 55.4% 72
Jan 2024 47.7% 54.4% 43.6% 26
Dec 2023 45.1% 48.6% 42.4% 20
Nov 2023 62.3% 74.6% 42.1% 71
Oct 2023 53.8% 69.6% 43.2% 46
Sep 2023 40.9% 44.2% 37.8% 5
Aug 2023 58.2% 70.9% 41.0% 46
Jul 2023 45.8% 53.1% 41.5% 14
Jun 2023 43.6% 50.3% 40.3% 1
May 2023 71.4% 79.3% 68.7% 100

JWN IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2025-05-22 30 36.9% 53.8%
2025-05-21 39 43.8% 50.7%
2025-05-20 37 42.3% 48.1%
2025-05-19 37 42.7% 69.8%
2025-05-16 39 43.7% 49.1%
2025-05-15 6 18.7% 47.6%
2025-05-14 3 16.5% 9.5%
2025-05-13 1 14.9% 9.1%
2025-05-12 5 17.5% 7.0%
2025-05-09 16 26.1% —
2025-05-08 29 36.1% 108.5%
2025-05-07 19 28.7% 34.7%
2025-05-06 65 64.2% 33.1%
2025-05-05 37 42.2% 69.0%
2025-05-02 46 49.2% 40.5%
2025-05-01 27 35.0% 96.5%
2025-04-30 100 91.0% 86.4%
2025-04-29 2 15.6% 80.7%
2025-04-28 16 25.5% 111.3%
2025-04-25 44 45.4% 60.8%
2025-04-24 85 74.6% 90.7%
2025-04-23 33 37.7% 84.8%
2025-04-22 28 33.8% 54.1%
2025-04-21 66 60.5% 102.8%
2025-04-17 60 56.6% 52.5%
2025-04-15 100 84.9% 52.9%
2025-04-14 100 83.0% 118.8%
2025-04-11 49 45.8% 76.5%
2025-04-10 53 48.5% 76.1%
2025-04-09 54 49.1% 109.5%

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.