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
38%
Subdued — neutral to long-vol
30-Day Avg
41%
60-Day Avg
41%
90-Day Avg
41%
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
20260925 38% 1.1%
20260924 47% 1.3%
20260923 56% 1.4%
20260922 56% 1.4%
20260921 48% 1.3%
20260918 31% 1.0%
20260917 37% 1.1%
20260916 54% 1.4%
20260915 28% 0.9%
20260914 36% 1.0%
20260911 23% 0.8%
20260910 45% 1.2%
20260909 40% 1.1%
20260908 38% 1.1%
20260904 14% 0.7%
20260903 1% 0.4%
20260902 40% 1.1%
20260901 29% 0.9%
20260831 100% 2.2%
20260828 27% 0.9%
20260827 60% 1.6%
20260826 65% 1.6%
20260825 20% 0.8%
20260824 53% 1.4%
20260821 23% 0.8%
20260820 8% 0.6%
20260819 67% 1.7%
20260818 54% 1.4%
20260817 34% 1.1%
20260814 45% 1.3%
20260813 42% 1.2%
20260812 17% 0.7%
20260811 34% 1.1%
20260810 22% 0.8%
20260806 33% 1.0%
20260805 38% 1.1%
20260804 46% 1.3%
20260803 51% 1.4%
20260731 61% 1.6%
20260730 49% 1.3%
20260729 74% 1.8%
20260728 52% 1.4%
20260727 66% 1.7%
20260724 92% 2.1%
20260723 38% 1.1%
20260722 47% 1.3%
20260721 29% 1.0%
20260720 61% 1.6%
20260716 33% 1.0%
20260715 20% 0.8%
20260714 13% 0.6%
20260713 42% 1.2%
20260710 4% 0.5%
20260709 35% 1.1%
20260708 31% 1.0%
20260707 38% 1.1%
20260706 14% 0.7%
20260702 72% 1.8%
20260701 41% 1.2%
20260630 58% 1.5%
20260629 23% 0.8%
20260626 39% 1.2%
20260625 45% 1.3%
20260624 30% 1.0%
20260623 49% 1.4%
20260622 28% 0.9%
20260618 40% 1.2%
20260617 41% 1.2%
20260616 39% 1.2%
20260615 54% 1.5%
20260613 42% 1.2%
20260612 40% 1.2%
20260611 22% 0.8%
20260610 49% 1.4%
20260609 41% 1.2%
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%