LDI (loanDepot, Inc.)
Historical IV Rank & Volatility Regime
IV Rank measures where LDI'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 LDI 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.
LDI IV Rank Summary
Current
45%
Subdued — neutral to long-vol
30-Day Avg
65%
60-Day Avg
59%
90-Day Avg
56%
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 LDI'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.
LDI IV Rank — Last 90 Trading Days
| Date | IV Rank | Avg IV |
|---|---|---|
| 20260720 | 45% | 2.3% |
| 20260716 | 55% | 2.5% |
| 20260715 | 38% | 2.2% |
| 20260714 | 79% | 3.0% |
| 20260713 | 92% | 3.3% |
| 20260710 | 75% | 2.9% |
| 20260709 | 92% | 3.3% |
| 20260708 | 82% | 3.1% |
| 20260707 | 81% | 3.1% |
| 20260706 | 48% | 2.4% |
| 20260702 | 100% | 3.5% |
| 20260701 | 85% | 3.0% |
| 20260630 | 95% | 3.1% |
| 20260629 | 90% | 3.1% |
| 20260626 | 53% | 2.4% |
| 20260625 | 72% | 2.7% |
| 20260624 | 75% | 2.8% |
| 20260623 | 63% | 2.6% |
| 20260622 | 79% | 2.9% |
| 20260618 | 17% | 1.7% |
| 20260617 | 21% | 1.8% |
| 20260616 | 0% | 1.4% |
| 20260615 | 21% | 1.8% |
| 20260613 | 79% | 2.9% |
| 20260612 | 79% | 2.9% |
| 20260611 | 21% | 1.8% |
| 20260610 | 68% | 2.7% |
| 20260609 | 83% | 2.9% |
| 20260608 | 62% | 2.6% |
| 20260605 | 95% | 3.2% |
| 20260604 | 51% | 2.4% |
| 20260603 | 88% | 3.0% |
| 20260602 | 35% | 2.1% |
| 20260601 | 87% | 3.0% |
| 20260529 | 21% | 1.8% |
| 20260528 | 27% | 1.9% |
| 20260527 | 5% | 1.5% |
| 20260526 | 38% | 2.1% |
| 20260522 | 67% | 2.6% |
| 20260521 | 77% | 2.8% |
| 20260520 | 75% | 2.8% |
| 20260519 | 84% | 3.0% |
| 20260518 | 83% | 2.9% |
| 20260515 | 4% | 1.5% |
| 20260514 | 32% | 2.0% |
| 20260513 | 32% | 2.0% |
| 20260512 | 30% | 2.0% |
| 20260511 | 26% | 1.8% |
| 20260510 | 41% | 2.1% |
| 20260508 | 82% | 2.9% |
| 20260507 | 55% | 2.4% |
| 20260506 | 60% | 2.5% |
| 20260505 | 58% | 2.5% |
| 20260504 | 69% | 2.7% |
| 20260502 | 60% | 2.5% |
| 20260501 | 49% | 2.3% |
| 20260430 | 36% | 2.0% |
| 20260429 | 80% | 2.9% |
| 20260428 | 57% | 2.4% |
| 20260427 | 65% | 2.6% |
| 20260424 | 55% | 2.3% |
| 20260423 | 38% | 1.9% |
| 20260422 | 40% | 1.9% |
| 20260421 | 51% | 2.2% |
| 20260420 | 26% | 1.6% |
| 20260417 | 18% | 1.4% |
| 20260416 | 33% | 1.8% |
| 20260415 | 23% | 1.5% |
| 20260414 | 20% | 1.5% |
| 20260413 | 24% | 1.6% |
| 20260410 | 38% | 1.9% |
| 20260409 | 32% | 1.7% |
| 20260408 | 57% | 2.3% |
| 20260407 | 68% | 2.5% |
| 20260406 | 72% | 2.6% |
| 20260402 | 38% | 1.9% |
| 20260401 | 34% | 1.8% |
| 20260331 | 60% | 2.4% |
| 20260330 | 37% | 1.8% |
| 20260327 | 72% | 2.6% |
| 20260326 | 100% | 3.2% |
| 20260325 | 96% | 2.8% |
| 20260324 | 80% | 2.5% |
| 20260323 | 83% | 2.6% |
| 20260320 | 63% | 2.2% |
| 20260319 | 52% | 2.0% |
| 20260318 | 55% | 2.1% |
| 20260317 | 49% | 1.9% |
| 20260316 | 39% | 1.8% |
| 20260313 | 100% | 2.9% |