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
45%
Subdued — neutral to long-vol
30-Day Avg
42%
60-Day Avg
42%
90-Day Avg
38%
90-Day Low
12%
90-Day High
70%
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
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%
20260429 64% 1.1%
20260428 46% 0.9%
20260427 65% 1.1%
20260424 34% 0.8%
20260423 36% 0.8%
20260422 38% 0.8%
20260421 50% 1.0%
20260420 33% 0.8%
20260417 43% 0.9%
20260416 18% 0.6%
20260415 30% 0.7%
20260414 32% 0.8%
20260413 31% 0.7%
20260410 36% 0.8%
20260409 38% 0.8%
20260408 38% 0.8%
20260407 23% 0.6%
20260406 32% 0.8%
20260402 24% 0.7%
20260401 62% 1.1%
20260331 51% 1.0%
20260330 53% 1.0%
20260327 53% 1.0%
20260326 52% 1.0%
20260325 52% 1.0%
20260324 54% 1.0%
20260323 49% 1.0%
20260320 44% 0.9%
20260319 44% 0.9%
20260318 45% 0.9%
20260317 43% 0.9%
20260316 31% 0.8%
20260313 27% 0.7%
20260312 47% 0.9%
20260311 32% 0.8%
20260310 42% 0.9%
20260309 36% 0.8%
20260308 62% 1.1%
20260306 32% 0.8%
20260305 30% 0.7%
20260304 47% 1.0%
20260303 35% 0.8%
20260302 51% 1.0%
20260227 31% 0.8%
20260226 27% 0.7%
20260225 28% 0.7%
20260224 28% 0.7%
20260223 25% 0.7%
20260221 26% 0.7%
20260220 24% 0.7%
20260219 34% 0.8%
20260218 22% 0.6%
20260217 25% 0.7%
20260213 23% 0.7%
20260212 34% 0.8%
20260211 27% 0.7%
20260210 24% 0.7%
20260209 17% 0.6%
20260206 12% 0.6%
20260205 15% 0.7%
20260204 17% 0.8%