NNE · IV Rank History

Nano Nuclear Energy Inc. Common Stock

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IV rank shows where NNE's implied volatility sits within its own recent range: 0 is the lowest reading in the window, 100 the highest. This page gives the 52-week version, the 90-session version our screeners use, the IV percentile, and the daily history.

NNE's 30-day at-the-money implied volatility was 74.3% as of Oct 22, 2026. Its 52-week IV rank is 14 and its IV percentile is 7%: IV was lower on 7% of the past year's sessions. Over those 52 weeks it ranged from 66.3% (Oct 9, 2026) to 123.8% (Oct 23, 2025). On the 90-session window our screeners use, the IV rank is 19.

NNE IV rank history

502 sessions

Filled line: 90-session IV rank (0–100, left axis). Dashed line: 30-day at-the-money implied volatility (right axis).

NNE IV rank and implied volatility as of 2026-10-22

52-Week IV Rank

0 = year low, 100 = year high

IV Percentile

of past-year sessions had lower IV

90-Session IV Rank

used by our screeners

30-Day ATM IV

74.3%

1-year average 94.9%

7-Day ATM IV

73.9%

90-session rank 25

52-Week IV High

123.8%

2025-10-23

52-Week IV Low

66.3%

2026-10-09

History Since

2024-10-09

502 sessions

How these are measured. Implied volatility here is NNE's 30-day at-the-money IV: the implied volatility of the calls and puts struck nearest the share price, blended between the expirations on either side of 30 days so every reading covers the same horizon. It's the IV level options traders usually quote, and it doesn't jump when the nearest expiration rolls from a weekly to a monthly. The 7-day figure is the same measure a week out, so it reacts first to near-term events such as earnings.

52-week IV rank = (today's IV − 52-week low) ÷ (52-week high − 52-week low) × 100. IV percentile is the share of the past year's sessions that closed with lower IV than today. The 90-session IV rank applies the same rank formula to the last 90 sessions, so it reacts faster.

A high reading means NNE options are expensive relative to their own recent history, which is common ahead of earnings or after a sharp move. It says nothing about which way the stock will go. The Vol Arb Screener ranks every tracked symbol by these measures.

NNE implied volatility by month

Month	Avg ATM IV	High	Low	Avg IV Rank (90-session)
Oct 2026 (to date)	72.5%	74.3%	66.3%	12
Sep 2026	77.8%	85.1%	69.8%	11
Aug 2026	90.8%	102.7%	83.3%	23
Jul 2026	102.1%	104.7%	94.9%	66
Jun 2026	103.0%	112.2%	93.6%	66
May 2026	101.9%	108.5%	94.7%	61
Apr 2026	96.1%	106.2%	87.4%	43
Mar 2026	88.6%	96.3%	82.1%	15
Feb 2026	98.7%	114.5%	88.9%	32
Jan 2026	94.6%	100.9%	87.9%	34
Dec 2025	95.4%	106.5%	83.9%	39
Nov 2025	104.6%	110.6%	87.2%	56
Oct 2025	117.4%	129.8%	90.1%	82
Sep 2025	86.6%	116.2%	73.1%	25
Aug 2025	83.2%	91.5%	78.1%	14
Jul 2025	86.5%	93.3%	80.1%	28
Jun 2025	92.4%	102.2%	86.5%	34
May 2025	88.4%	123.1%	77.4%	18
Apr 2025	97.9%	119.7%	80.0%	28
Mar 2025	88.7%	107.7%	71.9%	7
Feb 2025	101.3%	120.6%	86.1%	12
Jan 2025	114.6%	163.4%	90.8%	22
Dec 2024	103.4%	111.7%	94.7%	7
Nov 2024	129.1%	145.3%	105.8%	8
Oct 2024	163.1%	197.7%	145.5%	—

NNE IV rank: last 30 sessions

Date	IV Rank (90-session)	30-Day ATM IV	7-Day ATM IV
2026-10-22	19	74.3%	73.9%
2026-10-21	14	72.1%	71.9%
2026-10-20	17	73.4%	75.9%
2026-10-19	19	74.2%	82.1%
2026-10-16	19	74.2%	73.0%
2026-10-15	17	73.5%	70.8%
2026-10-14	16	72.8%	75.6%
2026-10-13	15	72.3%	70.4%
2026-10-12	16	73.8%	76.0%
2026-10-09	0	66.3%	62.8%
2026-10-08	1	70.3%	66.6%
2026-10-07	1	70.0%	65.3%
2026-10-06	10	74.2%	70.2%
2026-10-05	6	72.2%	72.3%
2026-10-02	7	72.7%	61.2%
2026-10-01	8	73.4%	72.0%
2026-09-30	18	77.6%	72.4%
2026-09-29	13	75.2%	73.5%
2026-09-28	13	75.1%	72.7%
2026-09-25	0	69.8%	73.0%
2026-09-24	0	72.9%	70.6%
2026-09-23	9	77.7%	75.0%
2026-09-22	6	76.3%	78.5%
2026-09-21	10	78.1%	85.8%
2026-09-18	6	76.3%	70.0%
2026-09-17	15	79.9%	78.1%
2026-09-16	13	79.3%	73.1%
2026-09-15	11	78.6%	79.6%
2026-09-14	22	82.4%	80.2%
2026-09-11	20	81.7%	76.5%