OR (OR Royalties Inc.)

Historical IV Rank & Volatility Regime

IV Rank measures where OR'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 OR 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.

OR IV Rank Summary
Current
25%
Compressed — premium buying regime
30-Day Avg
40%
60-Day Avg
42%
90-Day Avg
42%
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 OR'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.
OR IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260904 25% 0.7%
20260903 26% 0.7%
20260902 36% 0.8%
20260901 94% 1.2%
20260831 40% 0.8%
20260828 72% 1.1%
20260827 92% 1.2%
20260826 72% 1.1%
20260825 22% 0.7%
20260824 51% 0.9%
20260821 46% 0.9%
20260820 36% 0.8%
20260819 38% 0.8%
20260818 46% 0.9%
20260817 45% 0.9%
20260814 19% 0.7%
20260813 30% 0.7%
20260812 35% 0.8%
20260811 6% 0.6%
20260810 11% 0.6%
20260806 15% 0.6%
20260805 37% 0.8%
20260804 40% 0.8%
20260803 59% 1.0%
20260731 24% 0.7%
20260730 50% 0.9%
20260729 30% 0.7%
20260728 44% 0.9%
20260727 38% 0.8%
20260724 5% 0.6%
20260723 21% 0.7%
20260722 18% 0.7%
20260721 25% 0.7%
20260720 21% 0.7%
20260716 16% 0.6%
20260715 21% 0.7%
20260714 6% 0.6%
20260713 18% 0.7%
20260710 18% 0.7%
20260709 0% 0.5%
20260708 16% 0.6%
20260707 0% 0.5%
20260706 2% 0.6%
20260702 100% 1.3%
20260701 100% 1.2%
20260630 96% 1.1%
20260629 90% 1.1%
20260626 73% 1.0%
20260625 68% 1.0%
20260624 79% 1.0%
20260623 75% 1.0%
20260622 60% 0.9%
20260618 57% 0.9%
20260617 68% 1.0%
20260616 32% 0.8%
20260615 49% 0.9%
20260613 58% 0.9%
20260612 44% 0.8%
20260611 51% 0.9%
20260610 43% 0.8%
20260609 37% 0.8%
20260608 45% 0.8%
20260605 30% 0.8%
20260604 32% 0.8%
20260603 37% 0.8%
20260602 49% 0.9%
20260601 70% 1.0%
20260529 48% 0.9%
20260528 59% 0.9%
20260527 61% 0.9%
20260526 46% 0.8%
20260522 32% 0.8%
20260521 39% 0.8%
20260520 45% 0.8%
20260519 45% 0.8%
20260518 47% 0.8%
20260515 39% 0.7%
20260514 33% 0.7%
20260513 37% 0.7%
20260512 38% 0.7%
20260511 35% 0.6%
20260510 33% 0.6%
20260508 25% 0.6%
20260507 33% 0.8%
20260506 26% 0.7%
20260505 29% 0.7%
20260504 25% 0.7%
20260502 50% 1.0%
20260501 46% 0.9%
20260430 63% 1.1%