LYG (Lloyds Banking Group PLC)

Historical IV Rank & Volatility Regime

IV Rank measures where LYG'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 LYG 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.

LYG IV Rank Summary
Current
37%
Subdued — neutral to long-vol
30-Day Avg
37%
60-Day Avg
42%
90-Day Avg
40%
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 LYG'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.
LYG IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260608 37% 1.1%
20260605 38% 1.1%
20260604 21% 0.8%
20260603 44% 1.3%
20260602 79% 1.9%
20260601 52% 1.4%
20260529 31% 1.0%
20260528 38% 1.1%
20260527 48% 1.3%
20260526 0% 0.4%
20260522 60% 1.7%
20260521 56% 1.6%
20260520 20% 1.0%
20260519 32% 1.2%
20260518 20% 1.0%
20260515 0% 0.6%
20260514 45% 1.4%
20260513 15% 0.9%
20260512 0% 0.6%
20260511 40% 1.3%
20260510 19% 0.9%
20260508 22% 1.0%
20260507 49% 1.5%
20260506 22% 1.0%
20260505 20% 1.0%
20260504 50% 1.5%
20260502 71% 1.8%
20260501 60% 1.7%
20260430 36% 1.3%
20260429 75% 1.9%
20260428 58% 1.6%
20260427 82% 2.0%
20260424 87% 2.1%
20260423 70% 1.8%
20260422 98% 2.3%
20260421 77% 2.0%
20260420 73% 1.9%
20260417 64% 1.7%
20260416 70% 1.8%
20260415 62% 1.7%
20260414 10% 0.8%
20260413 15% 0.9%
20260410 21% 1.0%
20260409 13% 0.8%
20260408 38% 1.3%
20260407 21% 1.0%
20260406 29% 1.1%
20260402 19% 0.9%
20260401 39% 1.3%
20260331 48% 1.4%
20260330 57% 1.6%
20260327 51% 1.5%
20260326 45% 1.4%
20260325 70% 1.8%
20260324 35% 1.2%
20260323 44% 1.4%
20260320 45% 1.4%
20260319 33% 1.2%
20260318 37% 1.3%
20260317 29% 1.1%
20260316 19% 0.9%
20260313 32% 1.2%
20260312 33% 1.2%
20260311 35% 1.2%
20260310 32% 1.1%
20260309 26% 1.0%
20260308 23% 0.9%
20260306 22% 0.9%
20260305 29% 1.0%
20260304 33% 1.1%
20260303 40% 1.2%
20260302 100% 2.3%
20260227 71% 1.8%
20260226 34% 1.1%
20260225 23% 0.9%
20260224 33% 1.1%
20260223 65% 1.7%
20260221 15% 0.8%
20260220 14% 0.8%
20260219 44% 1.3%
20260218 43% 1.3%
20260217 24% 0.9%
20260213 17% 0.8%
20260212 7% 0.6%
20260211 8% 0.6%
20260210 23% 0.9%
20260209 25% 1.0%
20260206 49% 1.4%
20260205 20% 0.9%
20260204 100% 2.3%