NGVC (NATURAL GROCERS BY VITAMIN COTTAGE, INC)

Historical IV Rank & Volatility Regime

IV Rank measures where NGVC'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 NGVC 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.

NGVC IV Rank Summary
Current
20%
Compressed — premium buying regime
30-Day Avg
32%
60-Day Avg
37%
90-Day Avg
38%
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 NGVC'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.
NGVC IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260623 20% 0.9%
20260622 9% 0.7%
20260618 33% 1.0%
20260617 18% 0.8%
20260616 17% 0.8%
20260615 26% 0.9%
20260613 24% 0.9%
20260612 24% 0.9%
20260611 24% 0.9%
20260610 8% 0.7%
20260609 18% 0.8%
20260608 35% 1.0%
20260605 16% 0.8%
20260604 15% 0.8%
20260603 0% 0.7%
20260602 73% 1.4%
20260601 79% 1.4%
20260529 68% 1.3%
20260528 50% 1.2%
20260527 51% 1.2%
20260526 44% 1.1%
20260522 44% 1.1%
20260521 39% 1.0%
20260520 40% 1.1%
20260519 42% 1.1%
20260518 34% 1.0%
20260515 26% 0.9%
20260514 35% 1.0%
20260513 37% 1.0%
20260512 25% 0.9%
20260511 37% 1.0%
20260510 41% 1.1%
20260508 39% 1.0%
20260507 34% 1.0%
20260506 42% 1.1%
20260505 27% 0.9%
20260504 31% 1.0%
20260502 100% 1.6%
20260501 70% 1.2%
20260430 50% 1.1%
20260429 59% 1.1%
20260428 74% 1.3%
20260427 69% 1.2%
20260424 50% 1.1%
20260423 67% 1.2%
20260422 36% 1.0%
20260421 62% 1.2%
20260420 66% 1.2%
20260417 29% 0.9%
20260416 41% 1.0%
20260415 53% 1.1%
20260414 4% 0.7%
20260413 26% 1.0%
20260410 15% 0.8%
20260409 17% 0.9%
20260408 22% 0.9%
20260407 17% 0.9%
20260406 7% 0.8%
20260402 9% 0.8%
20260401 62% 1.4%
20260331 71% 1.5%
20260330 56% 1.3%
20260327 42% 1.2%
20260326 49% 1.2%
20260325 49% 1.2%
20260324 53% 1.3%
20260323 43% 1.2%
20260320 56% 1.3%
20260319 35% 1.1%
20260318 53% 1.3%
20260317 38% 1.1%
20260316 36% 1.1%
20260313 28% 1.0%
20260312 29% 1.0%
20260311 28% 1.0%
20260310 37% 1.1%
20260309 25% 1.0%
20260308 36% 1.1%
20260306 34% 1.1%
20260305 23% 0.9%
20260304 41% 1.1%
20260303 41% 1.1%
20260302 29% 1.0%
20260227 30% 1.0%
20260226 27% 1.0%
20260225 33% 1.0%
20260224 28% 1.0%
20260223 33% 1.1%
20260221 33% 1.0%
20260220 31% 1.0%