NREF · IV Rank History
NexPoint Real Estate Finance, Inc.
IV Rank measures where NREF'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 NREF are priced rich or cheap relative to its own recent regime.
NREF 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.
NREF IV Rank Summary
Current
78%
Elevated — premium selling regime
30-Day Avg
55%
60-Day Avg
49%
90-Day Avg
44%
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 NREF'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.
NREF IV Rank — Last 90 Trading Days
| Date | IV Rank | Avg IV |
|---|---|---|
| 20260929 | 78% | 210.8% |
| 20260928 | 94% | 239.3% |
| 20260925 | 16% | 100.4% |
| 20260924 | 100% | 250.0% |
| 20260923 | 90% | 228.4% |
| 20260922 | 62% | 180.4% |
| 20260921 | 51% | 160.5% |
| 20260918 | 94% | 235.5% |
| 20260917 | 38% | 137.8% |
| 20260916 | 92% | 232.4% |
| 20260915 | 66% | 187.5% |
| 20260914 | 16% | 99.1% |
| 20260911 | 50% | 158.3% |
| 20260910 | 44% | 147.9% |
| 20260909 | 47% | 153.7% |
| 20260908 | 42% | 145.6% |
| 20260904 | 29% | 121.2% |
| 20260903 | 37% | 135.5% |
| 20260902 | 66% | 187.8% |
| 20260901 | 60% | 176.2% |
| 20260831 | 70% | 193.3% |
| 20260828 | 64% | 183.9% |
| 20260827 | 27% | 118.6% |
| 20260826 | 56% | 170.1% |
| 20260825 | 57% | 170.2% |
| 20260824 | 25% | 114.7% |
| 20260821 | 61% | 177.7% |
| 20260820 | 61% | 177.3% |
| 20260819 | 18% | 102.2% |
| 20260818 | 34% | 131.3% |
| 20260817 | 32% | 126.8% |
| 20260814 | 33% | 128.9% |
| 20260813 | 18% | 103.0% |
| 20260812 | 34% | 131.3% |
| 20260811 | 41% | 143.7% |
| 20260810 | 50% | 162.3% |
| 20260806 | 27% | 125.6% |
| 20260805 | 87% | 246.6% |
| 20260804 | 83% | 237.9% |
| 20260803 | 65% | 202.3% |
| 20260731 | 59% | 190.0% |
| 20260730 | 64% | 200.4% |
| 20260729 | 65% | 201.5% |
| 20260728 | 48% | 166.6% |
| 20260727 | 48% | 166.9% |
| 20260724 | 43% | 157.6% |
| 20260723 | 55% | 181.3% |
| 20260722 | 48% | 167.6% |
| 20260721 | 31% | 132.6% |
| 20260720 | 47% | 165.1% |
| 20260716 | 41% | 153.2% |
| 20260715 | 26% | 123.5% |
| 20260714 | 26% | 123.6% |
| 20260713 | 31% | 133.7% |
| 20260710 | 27% | 126.3% |
| 20260709 | 0% | 71.2% |
| 20260708 | 38% | 148.0% |
| 20260707 | 21% | 112.9% |
| 20260706 | 33% | 138.2% |
| 20260702 | 68% | 207.3% |
| 20260701 | 54% | 179.8% |
| 20260630 | 61% | 194.2% |
| 20260629 | 67% | 205.4% |
| 20260626 | 6% | 83.1% |
| 20260625 | 30% | 131.7% |
| 20260624 | 49% | 170.0% |
| 20260623 | 19% | 108.6% |
| 20260622 | 34% | 139.9% |
| 20260618 | 29% | 128.8% |
| 20260617 | 56% | 184.1% |
| 20260616 | 40% | 151.1% |
| 20260615 | 37% | 145.5% |
| 20260613 | 42% | 155.3% |
| 20260612 | 39% | 149.0% |
| 20260611 | 13% | 98.1% |
| 20260610 | 28% | 127.0% |
| 20260609 | 3% | 77.9% |
| 20260608 | 27% | 125.2% |
| 20260605 | 26% | 122.4% |
| 20260604 | 15% | 101.3% |
| 20260603 | 26% | 123.2% |
| 20260602 | 23% | 117.5% |
| 20260601 | 58% | 188.0% |
| 20260529 | 49% | 168.7% |
| 20260528 | 22% | 115.4% |
| 20260527 | 39% | 150.3% |
| 20260526 | 11% | 93.3% |
| 20260522 | 50% | 171.9% |
| 20260521 | 24% | 119.5% |
| 20260520 | 25% | 122.0% |
More on NREF
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.