NWG · IV Rank History
NatWest Group plc American Depositary Shares, (each representing two (2) Ordinary Shares)
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.
NWG IV rank history
89 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.
NWG IV Rank Summary
Current
31%
Subdued — neutral to long-vol
30-Day Avg
35%
60-Day Avg
34%
90-Day Avg
38%
90-Day Low
0%
90-Day High
87%
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
| Date | IV Rank | Avg IV |
|---|---|---|
| 20260929 | 31% | 103.4% |
| 20260928 | 30% | 102.3% |
| 20260925 | 24% | 95.5% |
| 20260924 | 25% | 96.9% |
| 20260923 | 24% | 95.5% |
| 20260922 | 6% | 76.1% |
| 20260921 | 6% | 76.2% |
| 20260918 | 16% | 89.8% |
| 20260917 | 33% | 111.7% |
| 20260916 | 18% | 92.5% |
| 20260915 | 12% | 84.9% |
| 20260914 | 9% | 80.0% |
| 20260911 | 6% | 76.9% |
| 20260910 | 9% | 80.7% |
| 20260909 | 8% | 78.9% |
| 20260908 | 14% | 86.9% |
| 20260904 | 8% | 78.5% |
| 20260903 | 0% | 68.9% |
| 20260902 | 74% | 163.9% |
| 20260901 | 64% | 151.3% |
| 20260831 | 61% | 146.4% |
| 20260828 | 68% | 155.4% |
| 20260827 | 82% | 173.3% |
| 20260826 | 62% | 147.9% |
| 20260825 | 57% | 141.4% |
| 20260824 | 54% | 138.2% |
| 20260821 | 58% | 142.9% |
| 20260820 | 81% | 172.0% |
| 20260819 | 59% | 144.0% |
| 20260818 | 50% | 132.5% |
| 20260817 | 54% | 137.4% |
| 20260814 | 43% | 123.6% |
| 20260813 | 41% | 121.6% |
| 20260812 | 53% | 136.3% |
| 20260811 | 0% | 68.9% |
| 20260810 | 17% | 93.9% |
| 20260806 | 19% | 96.7% |
| 20260805 | 14% | 90.4% |
| 20260804 | 60% | 147.6% |
| 20260803 | 75% | 165.9% |
| 20260731 | 66% | 155.1% |
| 20260730 | 38% | 120.0% |
| 20260729 | 47% | 131.4% |
| 20260728 | 20% | 97.3% |
| 20260727 | 44% | 127.5% |
| 20260724 | 21% | 98.1% |
| 20260723 | 33% | 114.0% |
| 20260722 | 33% | 113.7% |
| 20260721 | 22% | 100.5% |
| 20260720 | 50% | 134.4% |
| 20260716 | 9% | 83.7% |
| 20260715 | 11% | 86.1% |
| 20260714 | 24% | 102.2% |
| 20260713 | 16% | 92.5% |
| 20260710 | 17% | 94.3% |
| 20260709 | 13% | 89.1% |
| 20260708 | 22% | 99.4% |
| 20260707 | 20% | 97.4% |
| 20260706 | 0% | 72.6% |
| 20260702 | 87% | 181.9% |
| 20260701 | 4% | 85.4% |
| 20260630 | 21% | 81.0% |
| 20260629 | 31% | 95.5% |
| 20260626 | 42% | 111.7% |
| 20260625 | 80% | 168.0% |
| 20260624 | 74% | 158.5% |
| 20260623 | 66% | 147.3% |
| 20260622 | 62% | 140.6% |
| 20260618 | 68% | 150.2% |
| 20260617 | 56% | 131.4% |
| 20260616 | 53% | 127.8% |
| 20260615 | 39% | 106.9% |
| 20260613 | 46% | 117.1% |
| 20260612 | 46% | 116.6% |
| 20260611 | 67% | 147.9% |
| 20260610 | 49% | 121.9% |
| 20260609 | 33% | 98.1% |
| 20260608 | 49% | 122.1% |
| 20260605 | 42% | 111.0% |
| 20260604 | 31% | 95.4% |
| 20260603 | 42% | 111.5% |
| 20260602 | 30% | 93.8% |
| 20260601 | 42% | 112.1% |
| 20260529 | 81% | 168.3% |
| 20260528 | 49% | 122.0% |
| 20260527 | 62% | 140.8% |
| 20260526 | 61% | 139.8% |
| 20260510 | 39% | 107.3% |
| 20260508 | 38% | 105.6% |
More on NWG
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.