NNI (Nelnet, Inc. Class A)

Historical IV Rank & Volatility Regime

IV Rank measures where NNI'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 NNI 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.

NNI IV Rank Summary
Current
15%
Compressed — premium buying regime
30-Day Avg
27%
60-Day Avg
40%
90-Day Avg
43%
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 NNI'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.
NNI IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260626 15% 0.4%
20260625 12% 0.4%
20260624 14% 0.4%
20260623 7% 0.3%
20260622 13% 0.4%
20260618 0% 0.3%
20260617 6% 0.3%
20260616 9% 0.3%
20260615 5% 0.3%
20260613 4% 0.3%
20260612 5% 0.3%
20260611 5% 0.3%
20260610 5% 0.3%
20260609 3% 0.3%
20260608 2% 0.3%
20260605 2% 0.3%
20260604 2% 0.3%
20260603 0% 0.3%
20260602 75% 0.7%
20260601 64% 0.6%
20260529 100% 0.8%
20260528 62% 0.6%
20260527 62% 0.6%
20260526 34% 0.4%
20260522 34% 0.4%
20260521 59% 0.5%
20260520 52% 0.5%
20260519 59% 0.5%
20260518 51% 0.5%
20260515 33% 0.4%
20260514 50% 0.5%
20260513 54% 0.5%
20260512 53% 0.5%
20260511 37% 0.4%
20260510 46% 0.4%
20260508 45% 0.4%
20260507 36% 0.4%
20260506 39% 0.4%
20260505 46% 0.4%
20260504 48% 0.5%
20260502 100% 0.7%
20260501 80% 0.6%
20260430 99% 0.7%
20260429 79% 0.6%
20260428 71% 0.6%
20260427 47% 0.5%
20260424 65% 0.5%
20260423 58% 0.5%
20260422 50% 0.5%
20260421 39% 0.4%
20260420 57% 0.5%
20260417 52% 0.5%
20260416 50% 0.5%
20260415 53% 0.5%
20260414 39% 0.4%
20260413 41% 0.4%
20260410 37% 0.4%
20260409 45% 0.4%
20260408 42% 0.4%
20260407 39% 0.4%
20260406 39% 0.4%
20260402 30% 0.4%
20260401 59% 0.5%
20260331 38% 0.4%
20260330 46% 0.4%
20260327 45% 0.4%
20260326 56% 0.5%
20260325 46% 0.4%
20260324 41% 0.4%
20260323 46% 0.4%
20260320 47% 0.5%
20260319 41% 0.4%
20260318 35% 0.4%
20260317 36% 0.4%
20260316 33% 0.4%
20260313 34% 0.4%
20260312 32% 0.4%
20260311 29% 0.4%
20260310 27% 0.3%
20260309 27% 0.3%
20260308 29% 0.4%
20260306 17% 0.3%
20260305 30% 0.4%
20260304 81% 0.6%
20260303 79% 0.6%
20260302 100% 0.7%
20260227 98% 0.6%
20260226 100% 0.6%
20260225 92% 0.6%
20260224 96% 0.6%