NIC (Nicolet Bankshares,Inc.)

Historical IV Rank & Volatility Regime

IV Rank measures where NIC'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 NIC 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.

NIC IV Rank Summary
Current
49%
Subdued — neutral to long-vol
30-Day Avg
25%
60-Day Avg
33%
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 NIC'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.
NIC IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260608 49% 0.7%
20260605 49% 0.7%
20260604 48% 0.7%
20260603 57% 0.7%
20260602 30% 0.5%
20260601 40% 0.6%
20260529 29% 0.5%
20260528 24% 0.4%
20260527 29% 0.5%
20260526 23% 0.4%
20260522 23% 0.4%
20260521 19% 0.4%
20260520 16% 0.4%
20260519 17% 0.4%
20260518 15% 0.4%
20260515 20% 0.4%
20260514 18% 0.4%
20260513 18% 0.4%
20260512 12% 0.3%
20260511 15% 0.4%
20260510 0% 0.2%
20260508 10% 0.3%
20260507 11% 0.3%
20260506 9% 0.3%
20260505 11% 0.3%
20260504 14% 0.4%
20260502 40% 0.6%
20260501 23% 0.4%
20260430 41% 0.6%
20260429 36% 0.6%
20260428 28% 0.5%
20260427 33% 0.5%
20260424 32% 0.5%
20260423 30% 0.5%
20260422 30% 0.5%
20260421 25% 0.5%
20260420 23% 0.4%
20260417 16% 0.4%
20260416 13% 0.3%
20260415 17% 0.4%
20260414 26% 0.5%
20260413 18% 0.4%
20260410 21% 0.4%
20260409 9% 0.3%
20260408 20% 0.4%
20260407 24% 0.4%
20260406 20% 0.4%
20260402 17% 0.4%
20260401 92% 1.0%
20260331 66% 0.8%
20260330 74% 0.9%
20260327 77% 0.9%
20260326 65% 0.8%
20260325 73% 0.9%
20260324 71% 0.9%
20260323 68% 0.8%
20260320 63% 0.8%
20260319 56% 0.7%
20260318 59% 0.8%
20260317 55% 0.7%
20260316 58% 0.7%
20260313 55% 0.7%
20260312 52% 0.7%
20260311 41% 0.6%
20260310 55% 0.7%
20260309 45% 0.6%
20260308 36% 0.6%
20260306 33% 0.5%
20260305 44% 0.6%
20260304 100% 1.1%
20260303 100% 1.0%
20260302 100% 0.9%
20260227 97% 0.8%
20260226 71% 0.7%
20260225 70% 0.7%
20260224 71% 0.7%
20260223 100% 0.8%
20260221 91% 0.7%
20260220 89% 0.7%
20260219 99% 0.7%
20260218 79% 0.6%
20260217 87% 0.7%
20260213 55% 0.5%
20260212 0% 0.2%
20260211 16% 0.3%
20260210 31% 0.4%
20260209 5% 0.3%
20260206 0% 0.2%
20260205 6% 0.4%
20260204 62% 0.6%