LEGR · IV Rank History

First Trust Indxx Innovative Transaction & Process ETF · ETF

IV rank shows where LEGR'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.

LEGR's 30-day at-the-money implied volatility was 13.6% as of Oct 9, 2026. Its 52-week IV rank is 8 and its IV percentile is 5%: IV was lower on 5% of the past year's sessions. Over those 52 weeks it ranged from 11.6% (Sep 30, 2026) to 37.4% (Oct 9, 2025). On the 90-session window our screeners use, the IV rank is 11.

LEGR 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).

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

52-Week IV Rank
8
0 = year low, 100 = year high
IV Percentile
5%
of past-year sessions had lower IV
90-Session IV Rank
11
used by our screeners
30-Day ATM IV
13.6%
1-year average 20.5%
7-Day ATM IV
20.0%
90-session rank 9
52-Week IV High
37.4%
2025-10-09
52-Week IV Low
11.6%
2026-09-30
History Since
2023-05-02
835 sessions

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

LEGR implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2026 (to date) 13.0% 13.6% 12.1% 7
Sep 2026 14.7% 17.4% 11.6% 10
Aug 2026 16.1% 20.9% 13.2% 17
Jul 2026 21.7% 27.9% 17.7% 49
Jun 2026 22.6% 30.0% 13.9% 56
May 2026 18.2% 22.4% 13.7% 26
Apr 2026 21.1% 25.7% 16.9% 46
Mar 2026 23.9% 29.4% 21.5% 68
Feb 2026 22.1% 24.5% 18.6% 44
Jan 2026 19.4% 21.8% 14.0% 18
Dec 2025 21.6% 25.5% 18.7% 16
Nov 2025 23.4% 28.1% 20.3% 22
Oct 2025 25.3% 37.4% 17.6% 29
Sep 2025 27.6% 47.0% 19.5% 36
Aug 2025 20.6% 25.5% 16.8% 12
Jul 2025 22.5% 26.2% 18.9% 16
Jun 2025 21.7% 27.6% 16.5% 9
May 2025 27.0% 32.8% 22.1% 21
Apr 2025 34.3% 52.8% 23.9% 55
Mar 2025 23.6% 28.9% 20.7% 40
Feb 2025 24.0% 26.4% 21.7% 34
Jan 2025 23.2% 27.9% 20.2% 24
Dec 2024 24.6% 26.4% 22.3% 21
Nov 2024 24.4% 27.2% 20.2% 13
Oct 2024 26.8% 30.3% 22.8% 22
Sep 2024 26.5% 32.7% 22.4% 21
Aug 2024 31.0% 53.6% 24.8% 39
Jul 2024 23.8% 25.9% 20.1% 36
Jun 2024 21.9% 29.8% 19.3% 28
May 2024 23.1% 28.4% 20.1% 35
Apr 2024 21.8% 37.6% 18.3% 32
Mar 2024 19.1% 35.5% 16.0% 49
Feb 2024 17.8% 20.0% 16.4% 47
Jan 2024 18.3% 20.3% 15.2% 47
Dec 2023 17.9% 19.9% 15.8% 44
Nov 2023 18.2% 21.2% 10.4% 43
Oct 2023 22.4% 27.3% 18.3% 59
Sep 2023 18.7% 22.2% 12.7% 34
Aug 2023 19.1% 22.4% 13.8% 36
Jul 2023 18.1% 22.1% 12.1% 28
Jun 2023 18.8% 31.5% 13.7% 28
May 2023 19.9% 22.7% 16.2% 66

LEGR IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-10-09 11 13.6% 20.0%
2026-10-08 6 12.7% 18.4%
2026-10-07 6 12.8% 18.5%
2026-10-06 11 13.6% 20.3%
2026-10-05 7 12.8% 15.4%
2026-10-02 2 12.1% 12.3%
2026-10-01 9 13.3% 14.8%
2026-09-30 0 11.6% 11.6%
2026-09-29 0 12.2% 13.0%
2026-09-28 0 13.0% 14.6%
2026-09-25 5 13.9% 15.3%
2026-09-24 0 13.1% —
2026-09-23 4 13.8% —
2026-09-22 11 15.1% —
2026-09-21 25 17.4% —
2026-09-18 19 16.5% —
2026-09-17 13 15.4% —
2026-09-16 13 15.4% 55.3%
2026-09-15 9 14.8% 44.2%
2026-09-14 12 15.3% 36.7%
2026-09-11 12 15.2% 30.0%
2026-09-10 14 15.6% 29.0%
2026-09-09 15 15.7% 24.7%
2026-09-08 10 14.8% 26.2%
2026-09-04 14 15.5% 26.4%
2026-09-03 11 15.0% 22.6%
2026-09-02 9 14.6% 18.4%
2026-09-01 10 14.9% 18.8%
2026-08-31 33 18.7% 17.2%
2026-08-28 3 13.7% 15.9%

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.