LSEA · IV Rank History

Landsea Homes Corporation Common Stock

IV rank shows where LSEA'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.

LSEA's 30-day at-the-money implied volatility was 60.7% as of Jun 26, 2025. Its 52-week IV rank is 11 and its IV percentile is 38%: IV was lower on 38% of the past year's sessions. Over those 52 weeks it ranged from 34.6% (May 21, 2024) to 268.8% (May 13, 2025). On the 90-session window our screeners use, the IV rank is 10.

LSEA IV rank history

425 sessions

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

LSEA IV rank and implied volatility as of 2025-06-26

52-Week IV Rank
11
0 = year low, 100 = year high
IV Percentile
38%
of past-year sessions had lower IV
90-Session IV Rank
10
used by our screeners
30-Day ATM IV
60.7%
1-year average 73.1%
52-Week IV High
268.8%
2025-05-13
52-Week IV Low
34.6%
2024-05-21
History Since
2023-07-28
425 sessions

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

LSEA implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Jun 2025 (to date) 84.2% 117.1% 36.5% 20
May 2025 91.5% 268.8% 43.5% 28
Apr 2025 97.9% 192.5% 68.1% 40
Mar 2025 61.9% 85.9% 41.5% 24
Feb 2025 74.9% 107.8% 59.4% 36
Jan 2025 78.3% 134.7% 39.8% 35
Dec 2024 65.1% 98.4% 38.4% 23
Nov 2024 104.1% 127.6% 67.5% 58
Oct 2024 62.4% 105.1% 40.1% 23
Sep 2024 73.9% 151.3% 42.6% 34
Aug 2024 78.3% 120.4% 59.8% 50
Jul 2024 63.1% 121.2% 45.3% 29
Jun 2024 59.7% 99.1% 35.9% 24
May 2024 47.9% 63.4% 34.6% 12
Apr 2024 53.5% 72.4% 46.7% 16
Mar 2024 51.6% 62.7% 43.4% 14
Feb 2024 60.7% 139.8% 43.5% 32
Jan 2024 54.0% 68.1% 39.6% 25
Dec 2023 48.7% 71.7% 36.8% 16
Nov 2023 57.9% 75.3% 38.8% 26
Oct 2023 64.7% 106.5% 53.3% 36
Sep 2023 61.2% 87.7% 42.9% 31
Aug 2023 64.3% 101.7% 54.0% 0
Jul 2023 65.1% 65.1% 65.1% —

LSEA IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2025-06-26 10 60.7% —
2025-06-25 10 60.1% —
2025-06-24 21 85.2% —
2025-06-23 0 36.5% —
2025-06-20 32 114.0% —
2025-06-18 33 117.1% 142.4%
2025-06-17 4 50.9% —
2025-06-16 31 112.3% 101.9%
2025-06-13 18 82.6% 77.9%
2025-06-12 17 80.5% 73.3%
2025-06-09 31 111.3% 62.6%
2025-06-06 31 112.9% —
2025-06-05 31 111.0% —
2025-06-04 25 97.7% 51.9%
2025-06-03 4 49.9% 49.9%
2025-06-02 11 65.3% 48.8%
2025-05-30 26 100.1% 125.4%
2025-05-29 7 55.5% —
2025-05-28 2 43.5% —
2025-05-27 20 84.9% —
2025-05-23 10 63.3% —
2025-05-22 10 63.3% —
2025-05-21 26 98.6% —
2025-05-16 3 45.8% —
2025-05-15 6 54.5% —
2025-05-13 100 268.8% 297.3%
2025-05-12 22 72.6% 135.4%
2025-05-09 33 88.9% 186.8%
2025-05-08 44 106.6% 153.1%
2025-05-07 39 98.6% —

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.