NRC (NRC Health Common Stock)

Historical IV Rank & Volatility Regime

IV Rank measures where NRC'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 NRC 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.

NRC IV Rank Summary
Current
5%
Compressed — premium buying regime
30-Day Avg
15%
60-Day Avg
39%
90-Day Avg
48%
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 NRC'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.
NRC IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260622 5% 0.6%
20260618 0% 0.5%
20260617 6% 0.6%
20260616 0% 0.5%
20260615 3% 0.6%
20260613 5% 0.6%
20260612 4% 0.6%
20260611 14% 0.8%
20260610 5% 0.6%
20260609 0% 0.5%
20260608 2% 0.6%
20260605 0% 0.5%
20260604 2% 0.6%
20260603 0% 0.5%
20260602 48% 1.4%
20260601 37% 1.2%
20260529 42% 1.3%
20260528 30% 1.1%
20260527 22% 1.0%
20260526 17% 0.9%
20260522 17% 0.9%
20260521 23% 0.9%
20260520 18% 0.9%
20260519 23% 0.9%
20260518 23% 0.9%
20260515 25% 0.9%
20260514 22% 0.9%
20260513 23% 0.9%
20260512 17% 0.8%
20260511 18% 0.8%
20260510 21% 0.8%
20260508 20% 0.8%
20260507 17% 0.8%
20260506 29% 1.0%
20260505 21% 0.8%
20260504 20% 0.8%
20260502 87% 1.9%
20260501 80% 1.8%
20260430 67% 1.6%
20260429 72% 1.7%
20260428 100% 2.1%
20260427 100% 1.9%
20260424 95% 1.7%
20260423 99% 1.7%
20260422 90% 1.6%
20260421 100% 1.7%
20260420 90% 1.6%
20260417 82% 1.5%
20260416 77% 1.5%
20260415 76% 1.4%
20260414 43% 1.0%
20260413 43% 1.0%
20260410 46% 1.1%
20260409 42% 1.0%
20260408 51% 1.1%
20260407 40% 1.0%
20260406 44% 1.0%
20260402 36% 0.9%
20260401 92% 1.6%
20260331 100% 1.7%
20260330 79% 1.5%
20260327 66% 1.3%
20260326 93% 1.6%
20260325 88% 1.6%
20260324 61% 1.2%
20260323 89% 1.6%
20260320 61% 1.2%
20260319 81% 1.5%
20260318 100% 1.7%
20260317 95% 1.6%
20260316 55% 1.1%
20260313 46% 1.0%
20260312 74% 1.3%
20260311 51% 1.1%
20260310 59% 1.2%
20260309 83% 1.4%
20260308 48% 1.1%
20260306 39% 0.9%
20260305 40% 1.0%
20260304 68% 1.3%
20260303 64% 1.2%
20260302 100% 1.6%
20260227 58% 1.1%
20260226 65% 1.2%
20260225 71% 1.3%
20260224 67% 1.2%
20260223 59% 1.1%
20260221 47% 1.0%
20260220 46% 1.0%
20260219 52% 1.1%