NMR · IV Rank History
Nomura Holdings, Inc
IV Rank measures where NMR'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 NMR are priced rich or cheap relative to its own recent regime.
NMR IV rank history
90 sessionsIV rank = where today's implied volatility sits in its 1-year range (0–100). Above 50 favours selling premium; the shaded band marks 50–100.
NMR IV Rank Summary
Current
43%
Subdued — neutral to long-vol
30-Day Avg
44%
60-Day Avg
44%
90-Day Avg
43%
90-Day Low
3%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically
precede mean reversion in NMR'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.
NMR IV Rank — Last 90 Trading Days
| Date | IV Rank | Avg IV |
|---|---|---|
| 20260929 | 43% | 98.6% |
| 20260928 | 29% | 80.3% |
| 20260925 | 30% | 81.2% |
| 20260924 | 36% | 89.7% |
| 20260923 | 62% | 125.1% |
| 20260922 | 38% | 92.6% |
| 20260921 | 55% | 115.7% |
| 20260918 | 33% | 83.9% |
| 20260917 | 45% | 99.9% |
| 20260916 | 80% | 148.1% |
| 20260915 | 45% | 99.6% |
| 20260914 | 40% | 93.0% |
| 20260911 | 18% | 61.9% |
| 20260910 | 56% | 115.1% |
| 20260909 | 54% | 112.1% |
| 20260908 | 41% | 94.2% |
| 20260904 | 13% | 54.3% |
| 20260903 | 19% | 63.0% |
| 20260902 | 37% | 89.2% |
| 20260901 | 100% | 176.7% |
| 20260831 | 77% | 129.9% |
| 20260828 | 19% | 60.1% |
| 20260827 | 31% | 74.5% |
| 20260826 | 67% | 117.7% |
| 20260825 | 24% | 66.1% |
| 20260824 | 37% | 81.5% |
| 20260821 | 31% | 74.7% |
| 20260820 | 24% | 65.7% |
| 20260819 | 76% | 128.2% |
| 20260818 | 72% | 123.2% |
| 20260817 | 26% | 68.7% |
| 20260814 | 36% | 80.3% |
| 20260813 | 16% | 56.2% |
| 20260812 | 45% | 91.2% |
| 20260811 | 57% | 105.2% |
| 20260810 | 41% | 86.2% |
| 20260806 | 18% | 58.7% |
| 20260805 | 87% | 142.2% |
| 20260804 | 50% | 97.0% |
| 20260803 | 40% | 84.8% |
| 20260731 | 35% | 79.1% |
| 20260730 | 60% | 109.2% |
| 20260729 | 81% | 134.6% |
| 20260728 | 98% | 154.8% |
| 20260727 | 78% | 130.4% |
| 20260724 | 46% | 91.9% |
| 20260723 | 70% | 120.9% |
| 20260722 | 65% | 114.9% |
| 20260721 | 23% | 64.3% |
| 20260720 | 51% | 98.2% |
| 20260716 | 48% | 94.2% |
| 20260715 | 22% | 63.7% |
| 20260714 | 3% | 40.3% |
| 20260713 | 37% | 81.8% |
| 20260710 | 19% | 59.9% |
| 20260709 | 22% | 63.5% |
| 20260708 | 19% | 60.1% |
| 20260707 | 34% | 93.8% |
| 20260706 | 17% | 66.1% |
| 20260702 | 71% | 157.5% |
| 20260701 | 55% | 129.2% |
| 20260630 | 52% | 124.7% |
| 20260629 | 43% | 110.4% |
| 20260626 | 46% | 115.2% |
| 20260625 | 66% | 148.7% |
| 20260624 | 69% | 153.2% |
| 20260623 | 39% | 102.9% |
| 20260622 | 32% | 90.3% |
| 20260618 | 58% | 135.3% |
| 20260617 | 53% | 126.9% |
| 20260616 | 32% | 90.6% |
| 20260615 | 41% | 106.4% |
| 20260613 | 42% | 108.8% |
| 20260612 | 41% | 105.8% |
| 20260611 | 38% | 102.0% |
| 20260610 | 40% | 105.3% |
| 20260609 | 41% | 106.6% |
| 20260608 | 34% | 94.7% |
| 20260605 | 45% | 112.3% |
| 20260604 | 29% | 85.7% |
| 20260603 | 38% | 100.4% |
| 20260602 | 31% | 90.0% |
| 20260601 | 48% | 117.4% |
| 20260529 | 31% | 89.1% |
| 20260528 | 44% | 112.2% |
| 20260527 | 25% | 79.4% |
| 20260526 | 29% | 85.6% |
| 20260522 | 55% | 129.6% |
| 20260521 | 37% | 99.1% |
| 20260520 | 25% | 79.6% |
More on NMR
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.