MRSN (Mersana Therapeutics, Inc. Common Stock)
Historical IV Rank & Volatility Regime
IV Rank measures where MRSN'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 MRSN 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.
MRSN IV Rank Summary
Current
15%
Compressed — premium buying regime
30-Day Avg
14%
60-Day Avg
31%
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 MRSN'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.
MRSN IV Rank — Last 90 Trading Days
| Date | IV Rank | Avg IV |
|---|---|---|
| 20260107 | 15% | 2.9% |
| 20260106 | 41% | 8.2% |
| 20260105 | 41% | 8.1% |
| 20260102 | 11% | 2.3% |
| 20251231 | 11% | 2.1% |
| 20251230 | 10% | 2.0% |
| 20251229 | 10% | 2.0% |
| 20251226 | 9% | 1.8% |
| 20251224 | 18% | 3.6% |
| 20251223 | 9% | 1.7% |
| 20251222 | 8% | 1.7% |
| 20251219 | 8% | 1.6% |
| 20251218 | 8% | 1.6% |
| 20251217 | 8% | 1.6% |
| 20251216 | 8% | 1.5% |
| 20251215 | 7% | 1.5% |
| 20251212 | 7% | 1.4% |
| 20251211 | 7% | 1.4% |
| 20251210 | 7% | 1.4% |
| 20251209 | 7% | 1.4% |
| 20251208 | 7% | 1.4% |
| 20251205 | 7% | 1.3% |
| 20251204 | 20% | 4.0% |
| 20251203 | 20% | 4.0% |
| 20251202 | 20% | 4.0% |
| 20251201 | 20% | 3.9% |
| 20251128 | 19% | 3.8% |
| 20251126 | 19% | 3.7% |
| 20251125 | 18% | 3.7% |
| 20251124 | 18% | 3.6% |
| 20251121 | 18% | 3.5% |
| 20251120 | 18% | 3.5% |
| 20251119 | 0% | 0.0% |
| 20251118 | 0% | 0.0% |
| 20251117 | 0% | 0.0% |
| 20251114 | 0% | 0.0% |
| 20251113 | 0% | 0.0% |
| 20251112 | 33% | 6.6% |
| 20251111 | 64% | 12.8% |
| 20251110 | 93% | 18.6% |
| 20251107 | 85% | 17.1% |
| 20251106 | 79% | 15.9% |
| 20251105 | 77% | 15.5% |
| 20251104 | 75% | 15.0% |
| 20251103 | 72% | 14.4% |
| 20251031 | 68% | 13.5% |
| 20251030 | 66% | 13.2% |
| 20251029 | 63% | 12.6% |
| 20251028 | 62% | 12.4% |
| 20251027 | 62% | 12.4% |
| 20251024 | 59% | 11.8% |
| 20251023 | 58% | 11.6% |
| 20251022 | 56% | 11.3% |
| 20251021 | 55% | 10.9% |
| 20251020 | 54% | 10.8% |
| 20251017 | 51% | 10.3% |
| 20251016 | 51% | 10.2% |
| 20251015 | 50% | 10.1% |
| 20251014 | 50% | 10.1% |
| 20251013 | 50% | 10.0% |
| 20251010 | 49% | 9.7% |
| 20251009 | 47% | 9.4% |
| 20251008 | 48% | 9.6% |
| 20251007 | 47% | 9.4% |
| 20251006 | 46% | 9.2% |
| 20251003 | 46% | 9.2% |
| 20251002 | 45% | 9.1% |
| 20251001 | 45% | 9.0% |
| 20250930 | 44% | 8.9% |
| 20250929 | 44% | 8.8% |
| 20250926 | 43% | 8.7% |
| 20250925 | 43% | 8.5% |
| 20250924 | 42% | 8.5% |
| 20250923 | 42% | 8.4% |
| 20250922 | 42% | 8.3% |
| 20250919 | 0% | 0.0% |
| 20250918 | 0% | 0.0% |
| 20250917 | 0% | 0.0% |
| 20250916 | 0% | 0.0% |
| 20250915 | 100% | 20.0% |
| 20250912 | 100% | 20.0% |
| 20250911 | 100% | 20.0% |
| 20250910 | 100% | 19.8% |
| 20250909 | 100% | 19.5% |
| 20250908 | 100% | 19.0% |
| 20250905 | 93% | 16.6% |
| 20250904 | 90% | 16.2% |
| 20250903 | 87% | 15.6% |
| 20250902 | 86% | 15.3% |
| 20250829 | 77% | 13.8% |