MPB (Mid Penn Bancorp, Inc.)

Historical IV Rank & Volatility Regime

IV Rank measures where MPB'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 MPB 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.

MPB IV Rank Summary
Current
43%
Subdued — neutral to long-vol
30-Day Avg
32%
60-Day Avg
38%
90-Day Avg
38%
90-Day Low
6%
90-Day High
94%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in MPB'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.
MPB IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260609 43% 0.9%
20260608 40% 0.9%
20260605 30% 0.8%
20260604 20% 0.7%
20260603 41% 0.9%
20260602 38% 0.9%
20260601 65% 1.1%
20260529 26% 0.8%
20260528 24% 0.8%
20260527 40% 0.9%
20260526 32% 0.8%
20260522 29% 0.8%
20260521 31% 0.8%
20260520 25% 0.7%
20260519 33% 0.8%
20260518 19% 0.7%
20260515 32% 0.8%
20260514 19% 0.7%
20260513 39% 0.9%
20260512 27% 0.8%
20260511 38% 0.9%
20260510 15% 0.6%
20260508 13% 0.6%
20260507 18% 0.7%
20260506 31% 0.8%
20260505 22% 0.7%
20260504 25% 0.7%
20260502 58% 1.1%
20260501 34% 0.8%
20260430 44% 0.9%
20260429 86% 1.3%
20260428 40% 0.9%
20260427 46% 0.9%
20260424 51% 1.0%
20260423 32% 0.8%
20260422 12% 0.6%
20260421 59% 1.1%
20260420 47% 1.0%
20260417 37% 0.9%
20260416 14% 0.6%
20260415 30% 0.8%
20260414 31% 0.8%
20260413 20% 0.7%
20260410 27% 0.8%
20260409 35% 0.8%
20260408 30% 0.8%
20260407 6% 0.6%
20260406 16% 0.7%
20260402 14% 0.6%
20260401 94% 1.4%
20260331 68% 1.2%
20260330 78% 1.3%
20260327 70% 1.2%
20260326 56% 1.1%
20260325 55% 1.0%
20260324 61% 1.1%
20260323 54% 1.0%
20260320 52% 1.0%
20260319 43% 0.9%
20260318 51% 1.0%
20260317 42% 0.9%
20260316 43% 0.9%
20260313 46% 1.0%
20260312 40% 0.9%
20260311 36% 0.9%
20260310 45% 0.9%
20260309 26% 0.8%
20260308 18% 0.7%
20260306 16% 0.7%
20260305 37% 0.9%
20260304 51% 1.0%
20260303 37% 0.9%
20260302 93% 1.4%
20260227 68% 1.2%
20260226 56% 1.0%
20260225 32% 0.8%
20260224 36% 0.9%
20260223 54% 1.0%
20260221 27% 0.8%
20260220 26% 0.8%
20260219 31% 0.8%
20260218 49% 1.0%
20260217 32% 0.8%
20260213 27% 0.8%
20260212 40% 0.9%
20260211 42% 0.9%
20260210 19% 0.7%
20260209 39% 0.9%
20260206 37% 0.9%
20260205 21% 0.7%