LUNA (LUNA INNOVATIONS INC)
Historical IV Rank & Volatility Regime
IV Rank measures where LUNA'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 LUNA 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.
LUNA IV Rank Summary
Current
23%
Compressed — premium buying regime
30-Day Avg
62%
60-Day Avg
66%
90-Day Avg
50%
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 LUNA'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.
LUNA IV Rank — Last 90 Trading Days
| Date | IV Rank | Avg IV |
|---|---|---|
| 20250404 | 23% | 4.0% |
| 20250403 | 19% | 3.2% |
| 20250402 | 22% | 3.8% |
| 20250401 | 21% | 3.7% |
| 20250331 | 17% | 2.8% |
| 20250328 | 18% | 3.2% |
| 20250327 | 18% | 3.1% |
| 20250326 | 18% | 3.2% |
| 20250325 | 18% | 3.1% |
| 20250324 | 15% | 2.5% |
| 20250321 | 0% | 0.0% |
| 20250320 | 100% | 17.2% |
| 20250319 | 100% | 15.6% |
| 20250318 | 100% | 15.3% |
| 20250317 | 100% | 11.4% |
| 20250314 | 100% | 10.4% |
| 20250313 | 93% | 7.9% |
| 20250312 | 94% | 8.0% |
| 20250311 | 100% | 8.4% |
| 20250310 | 98% | 7.1% |
| 20250307 | 81% | 6.2% |
| 20250305 | 79% | 6.1% |
| 20250304 | 100% | 7.3% |
| 20250303 | 95% | 6.3% |
| 20250228 | 83% | 5.7% |
| 20250227 | 80% | 5.6% |
| 20250226 | 59% | 4.6% |
| 20250225 | 75% | 5.3% |
| 20250224 | 73% | 5.2% |
| 20250221 | 53% | 4.3% |
| 20250219 | 47% | 4.0% |
| 20250218 | 45% | 3.9% |
| 20250214 | 48% | 4.0% |
| 20250213 | 43% | 3.8% |
| 20250212 | 42% | 3.8% |
| 20250211 | 41% | 3.7% |
| 20250210 | 41% | 3.7% |
| 20250207 | 35% | 3.4% |
| 20250206 | 34% | 3.4% |
| 20250205 | 70% | 5.1% |
| 20250204 | 79% | 5.5% |
| 20250203 | 100% | 6.5% |
| 20250131 | 82% | 4.3% |
| 20250130 | 100% | 4.9% |
| 20250129 | 100% | 4.5% |
| 20250128 | 93% | 4.1% |
| 20250127 | 100% | 4.2% |
| 20250124 | 91% | 3.3% |
| 20250123 | 89% | 3.3% |
| 20250122 | 82% | 3.2% |
| 20250121 | 79% | 3.1% |
| 20250117 | 72% | 3.0% |
| 20250116 | 68% | 2.9% |
| 20250115 | 64% | 2.9% |
| 20250114 | 66% | 2.9% |
| 20250113 | 64% | 2.9% |
| 20250110 | 58% | 2.8% |
| 20250108 | 82% | 3.2% |
| 20250107 | 100% | 3.5% |
| 20250106 | 100% | 3.2% |
| 20250103 | 100% | 2.2% |
| 20250102 | 50% | 1.8% |
| 20241231 | 14% | 2.4% |
| 20241230 | 14% | 2.4% |
| 20241227 | 14% | 2.4% |
| 20241226 | 18% | 3.1% |
| 20241224 | 18% | 3.1% |
| 20241223 | 20% | 3.4% |
| 20241220 | 13% | 2.2% |
| 20241219 | 16% | 2.7% |
| 20241218 | 17% | 3.0% |
| 20241217 | 13% | 2.3% |
| 20241216 | 10% | 1.7% |
| 20241213 | 16% | 2.7% |
| 20241212 | 14% | 2.5% |
| 20241211 | 13% | 2.2% |
| 20241210 | 7% | 1.3% |
| 20241209 | 12% | 2.0% |
| 20241206 | 10% | 1.8% |
| 20241129 | 21% | 3.6% |
| 20241127 | 17% | 3.0% |
| 20241126 | 15% | 2.6% |
| 20241125 | 16% | 2.7% |
| 20241122 | 17% | 2.9% |
| 20241121 | 17% | 2.9% |
| 20241120 | 17% | 2.9% |
| 20241119 | 15% | 2.6% |
| 20241118 | 15% | 2.5% |
| 20241115 | 16% | 2.8% |
| 20241114 | 17% | 2.9% |