NWG (NatWest Group plc American Depositary Shares, (each representing two (2) Ordinary Shares))

Historical IV Rank & Volatility Regime

IV Rank measures where NWG'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 NWG 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.

NWG IV Rank Summary
Current
42%
Subdued — neutral to long-vol
30-Day Avg
50%
60-Day Avg
53%
90-Day Avg
46%
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 NWG'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.
NWG IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260626 42% 1.1%
20260625 80% 1.7%
20260624 74% 1.6%
20260623 66% 1.5%
20260622 62% 1.4%
20260618 68% 1.5%
20260617 56% 1.3%
20260616 53% 1.3%
20260615 39% 1.1%
20260613 46% 1.2%
20260612 46% 1.2%
20260611 67% 1.5%
20260610 49% 1.2%
20260609 33% 1.0%
20260608 49% 1.2%
20260605 42% 1.1%
20260604 31% 1.0%
20260603 42% 1.1%
20260602 30% 0.9%
20260601 42% 1.1%
20260529 81% 1.7%
20260528 49% 1.2%
20260527 62% 1.4%
20260526 61% 1.4%
20260510 39% 1.1%
20260508 38% 1.1%
20260507 48% 1.2%
20260506 36% 1.0%
20260505 37% 1.0%
20260504 33% 1.0%
20260502 49% 1.2%
20260501 41% 1.1%
20260430 88% 1.8%
20260429 100% 2.0%
20260428 60% 1.4%
20260427 69% 1.5%
20260424 63% 1.4%
20260423 63% 1.4%
20260422 75% 1.6%
20260421 80% 1.7%
20260420 64% 1.4%
20260417 60% 1.4%
20260416 65% 1.4%
20260415 57% 1.3%
20260414 50% 1.2%
20260413 36% 1.0%
20260410 42% 1.1%
20260409 39% 1.1%
20260408 37% 1.0%
20260407 44% 1.1%
20260406 37% 1.0%
20260402 37% 1.0%
20260401 40% 1.1%
20260331 25% 0.9%
20260330 70% 1.5%
20260327 64% 1.4%
20260326 88% 1.8%
20260325 80% 1.7%
20260324 22% 0.8%
20260323 48% 1.2%
20260320 68% 1.5%
20260319 66% 1.5%
20260318 41% 1.1%
20260317 39% 1.1%
20260316 26% 0.9%
20260313 58% 1.3%
20260312 48% 1.2%
20260311 34% 1.2%
20260310 21% 0.9%
20260309 20% 0.9%
20260308 17% 0.9%
20260306 16% 0.8%
20260305 30% 1.1%
20260304 32% 1.2%
20260303 42% 1.4%
20260302 42% 1.4%
20260227 50% 1.5%
20260226 17% 0.8%
20260225 21% 0.9%
20260224 22% 1.0%
20260223 34% 1.2%
20260221 20% 0.9%
20260220 35% 1.2%
20260219 21% 0.9%
20260218 40% 1.3%
20260217 19% 0.9%
20260213 26% 1.0%
20260212 35% 1.2%
20260211 0% 0.5%
20260210 30% 1.2%