OPY (Oppenheimer Holdings, Inc.)

Historical IV Rank & Volatility Regime

IV Rank measures where OPY'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 OPY 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.

OPY IV Rank Summary
Current
25%
Subdued — neutral to long-vol
30-Day Avg
33%
60-Day Avg
40%
90-Day Avg
46%
90-Day Low
8%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in OPY'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.
OPY IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260807 25% 0.6%
20260806 23% 0.6%
20260805 32% 0.6%
20260804 74% 0.8%
20260803 27% 0.6%
20260731 33% 0.6%
20260730 43% 0.7%
20260729 52% 0.7%
20260728 31% 0.6%
20260727 43% 0.7%
20260724 38% 0.6%
20260723 42% 0.7%
20260722 30% 0.6%
20260721 28% 0.6%
20260720 31% 0.6%
20260716 8% 0.5%
20260715 30% 0.6%
20260714 14% 0.5%
20260713 26% 0.6%
20260710 13% 0.5%
20260709 21% 0.5%
20260708 14% 0.5%
20260707 18% 0.5%
20260706 28% 0.6%
20260702 66% 0.8%
20260701 44% 0.7%
20260630 35% 0.6%
20260629 33% 0.6%
20260626 49% 0.7%
20260625 29% 0.6%
20260624 56% 0.7%
20260623 38% 0.6%
20260622 31% 0.6%
20260618 38% 0.6%
20260617 17% 0.5%
20260616 17% 0.5%
20260615 34% 0.6%
20260613 54% 0.7%
20260612 26% 0.6%
20260611 14% 0.5%
20260610 27% 0.6%
20260609 20% 0.5%
20260608 23% 0.5%
20260605 10% 0.5%
20260604 22% 0.5%
20260603 17% 0.5%
20260602 100% 1.0%
20260601 82% 0.9%
20260529 84% 0.9%
20260528 62% 0.7%
20260527 67% 0.8%
20260526 86% 0.9%
20260522 51% 0.7%
20260521 62% 0.7%
20260520 59% 0.7%
20260519 61% 0.7%
20260518 63% 0.7%
20260515 65% 0.8%
20260514 51% 0.7%
20260513 67% 0.8%
20260512 44% 0.6%
20260511 37% 0.6%
20260510 44% 0.6%
20260508 42% 0.6%
20260507 39% 0.6%
20260506 36% 0.6%
20260505 48% 0.7%
20260504 46% 0.6%
20260502 72% 0.8%
20260501 100% 1.0%
20260430 96% 0.8%
20260429 72% 0.7%
20260428 100% 0.8%
20260427 100% 0.8%
20260424 90% 0.8%
20260423 97% 0.8%
20260422 100% 0.8%
20260421 71% 0.7%
20260420 66% 0.6%
20260417 77% 0.7%
20260416 95% 0.8%
20260415 27% 0.5%
20260414 78% 0.7%
20260413 21% 0.5%
20260410 42% 0.6%
20260409 32% 0.6%
20260408 33% 0.6%
20260407 9% 0.4%
20260406 16% 0.5%
20260402 25% 0.5%