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
28%
Subdued — neutral to long-vol
30-Day Avg
44%
60-Day Avg
38%
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 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
20260724 28% 0.7%
20260723 40% 0.8%
20260722 43% 0.9%
20260721 34% 0.7%
20260720 0% 0.4%
20260716 2% 0.6%
20260715 4% 0.6%
20260714 13% 0.7%
20260713 21% 0.8%
20260710 21% 0.8%
20260709 12% 0.7%
20260708 22% 0.8%
20260707 30% 0.9%
20260706 17% 0.7%
20260702 100% 1.5%
20260701 91% 1.3%
20260630 86% 1.3%
20260629 100% 1.4%
20260626 59% 1.1%
20260625 81% 1.3%
20260624 61% 1.1%
20260623 45% 0.9%
20260622 65% 1.1%
20260618 60% 1.1%
20260617 59% 1.1%
20260616 55% 1.0%
20260615 57% 1.1%
20260613 50% 1.0%
20260612 47% 1.0%
20260611 32% 0.8%
20260610 54% 1.0%
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%