NYMT (New York Mortgage Trust, Inc.)
Historical IV Rank & Volatility Regime
IV Rank measures where NYMT'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 NYMT 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.
NYMT IV Rank Summary
Current
100%
Elevated — premium selling regime
30-Day Avg
85%
60-Day Avg
65%
90-Day Avg
63%
90-Day Low
9%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically
precede mean reversion in NYMT'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.
NYMT IV Rank — Last 90 Trading Days
| Date | IV Rank | Avg IV |
|---|---|---|
| 20260417 | 100% | 9.0% |
| 20260416 | 100% | 8.0% |
| 20260415 | 100% | 6.9% |
| 20260414 | 100% | 5.5% |
| 20260413 | 100% | 4.3% |
| 20260410 | 100% | 3.5% |
| 20260409 | 100% | 3.3% |
| 20260408 | 100% | 3.2% |
| 20260407 | 100% | 2.6% |
| 20260406 | 100% | 2.4% |
| 20260402 | 69% | 1.8% |
| 20260401 | 100% | 2.3% |
| 20260331 | 80% | 1.8% |
| 20260330 | 22% | 1.0% |
| 20260327 | 21% | 1.0% |
| 20260326 | 75% | 1.8% |
| 20260325 | 75% | 1.8% |
| 20260324 | 20% | 1.0% |
| 20260323 | 78% | 1.8% |
| 20260320 | 70% | 1.7% |
| 20260319 | 96% | 2.1% |
| 20260318 | 100% | 2.1% |
| 20260317 | 100% | 2.1% |
| 20260316 | 100% | 2.0% |
| 20260313 | 92% | 1.9% |
| 20260312 | 92% | 1.9% |
| 20260311 | 99% | 2.0% |
| 20260310 | 95% | 2.0% |
| 20260309 | 83% | 1.8% |
| 20260308 | 89% | 1.9% |
| 20260306 | 86% | 1.8% |
| 20260305 | 97% | 2.0% |
| 20260304 | 100% | 2.0% |
| 20260303 | 97% | 2.0% |
| 20250903 | 91% | 1.9% |
| 20250902 | 88% | 1.9% |
| 20250829 | 33% | 1.1% |
| 20250828 | 65% | 1.5% |
| 20250827 | 9% | 0.7% |
| 20250826 | 16% | 0.8% |
| 20250825 | 15% | 0.8% |
| 20250822 | 33% | 1.1% |
| 20250821 | 34% | 1.1% |
| 20250820 | 37% | 1.1% |
| 20250819 | 48% | 1.3% |
| 20250818 | 18% | 0.9% |
| 20250815 | 25% | 1.0% |
| 20250814 | 24% | 1.0% |
| 20250813 | 41% | 1.2% |
| 20250812 | 21% | 0.9% |
| 20250811 | 37% | 1.1% |
| 20250808 | 26% | 1.0% |
| 20250807 | 19% | 0.9% |
| 20250806 | 14% | 0.8% |
| 20250805 | 17% | 0.9% |
| 20250804 | 28% | 1.0% |
| 20250801 | 73% | 1.6% |
| 20250731 | 55% | 1.4% |
| 20250730 | 77% | 1.7% |
| 20250729 | 28% | 1.0% |
| 20250728 | 39% | 1.2% |
| 20250725 | 67% | 1.6% |
| 20250724 | 55% | 1.4% |
| 20250723 | 10% | 0.8% |
| 20250722 | 22% | 0.9% |
| 20250721 | 61% | 1.5% |
| 20250718 | 61% | 1.5% |
| 20250717 | 86% | 1.8% |
| 20250716 | 79% | 1.7% |
| 20250715 | 73% | 1.7% |
| 20250714 | 66% | 1.5% |
| 20250711 | 57% | 1.4% |
| 20250710 | 61% | 1.5% |
| 20250709 | 86% | 1.8% |
| 20250708 | 65% | 1.5% |
| 20250707 | 65% | 1.5% |
| 20250703 | 48% | 1.3% |
| 20250702 | 61% | 1.5% |
| 20250701 | 71% | 1.6% |
| 20250630 | 90% | 1.9% |
| 20250627 | 45% | 1.3% |
| 20250626 | 100% | 2.0% |
| 20250625 | 61% | 1.5% |
| 20250624 | 30% | 1.2% |
| 20250623 | 65% | 1.7% |
| 20250620 | 50% | 1.3% |
| 20250618 | 51% | 1.3% |
| 20250617 | 55% | 1.4% |
| 20250616 | 58% | 1.5% |
| 20250613 | 38% | 1.0% |