OSW (OneSpaWorld Holdings Limited Common Shares)

Historical IV Rank & Volatility Regime

IV Rank measures where OSW'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 OSW 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.

OSW IV Rank Summary
Current
27%
Subdued — neutral to long-vol
30-Day Avg
34%
60-Day Avg
40%
90-Day Avg
35%
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 OSW'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.
OSW IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260806 27% 0.7%
20260805 54% 1.0%
20260804 31% 0.7%
20260803 15% 0.6%
20260731 22% 0.7%
20260730 52% 0.9%
20260729 42% 0.8%
20260728 27% 0.7%
20260727 26% 0.7%
20260724 28% 0.7%
20260723 23% 0.7%
20260722 23% 0.7%
20260721 0% 0.5%
20260720 31% 0.8%
20260716 13% 0.6%
20260715 16% 0.6%
20260714 11% 0.6%
20260713 20% 0.7%
20260710 6% 0.5%
20260709 22% 0.7%
20260708 38% 0.8%
20260707 14% 0.6%
20260706 24% 0.7%
20260702 41% 0.9%
20260701 71% 1.1%
20260630 62% 1.0%
20260629 73% 1.1%
20260626 44% 0.9%
20260625 48% 0.9%
20260624 100% 1.4%
20260623 35% 0.8%
20260622 100% 1.3%
20260618 68% 1.0%
20260617 17% 0.6%
20260616 46% 0.8%
20260615 41% 0.8%
20260613 22% 0.7%
20260612 13% 0.6%
20260611 24% 0.7%
20260610 29% 0.7%
20260609 34% 0.7%
20260608 8% 0.6%
20260605 20% 0.6%
20260604 7% 0.5%
20260603 19% 0.6%
20260602 74% 1.1%
20260601 80% 1.1%
20260529 79% 1.1%
20260528 73% 1.1%
20260527 63% 1.0%
20260526 62% 1.0%
20260522 68% 1.0%
20260521 58% 0.9%
20260520 46% 0.8%
20260519 53% 0.9%
20260518 49% 0.9%
20260515 53% 0.9%
20260514 44% 0.8%
20260513 54% 0.9%
20260512 54% 0.9%
20260511 51% 0.8%
20260510 37% 0.7%
20260508 18% 0.7%
20260507 24% 0.9%
20260506 15% 0.7%
20260505 13% 0.7%
20260504 20% 0.8%
20260502 43% 1.2%
20260501 36% 1.1%
20260430 45% 1.3%
20260429 37% 1.1%
20260428 28% 0.9%
20260427 35% 1.1%
20260424 20% 0.8%
20260423 12% 0.6%
20260422 25% 0.9%
20260421 32% 1.0%
20260420 12% 0.6%
20260417 21% 0.8%
20260416 22% 0.8%
20260415 21% 0.8%
20260414 25% 0.9%
20260413 19% 0.8%
20260410 22% 0.8%
20260409 19% 0.8%
20260408 15% 0.7%
20260407 11% 0.6%
20260406 8% 0.6%
20260402 4% 0.5%
20260401 29% 1.0%