OXSQ (Oxford Square Capital Corp.)

Historical IV Rank & Volatility Regime

IV Rank measures where OXSQ'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 OXSQ 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.

OXSQ IV Rank Summary
Current
53%
Moderate — neutral regime
30-Day Avg
50%
60-Day Avg
51%
90-Day Avg
53%
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 OXSQ'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.
OXSQ IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260622 53% 2.0%
20260618 60% 2.3%
20260617 46% 1.8%
20260616 46% 1.8%
20260615 57% 2.2%
20260613 57% 2.2%
20260612 55% 2.1%
20260611 38% 1.5%
20260610 60% 2.3%
20260609 32% 1.2%
20260608 58% 2.2%
20260605 39% 1.5%
20260604 51% 1.9%
20260603 43% 1.6%
20260602 55% 2.1%
20260601 66% 2.5%
20260529 57% 2.2%
20260528 43% 1.6%
20260527 62% 2.4%
20260526 62% 2.4%
20260522 53% 2.0%
20260521 64% 2.4%
20260520 44% 1.7%
20260519 78% 3.0%
20260518 34% 1.3%
20260515 20% 0.8%
20260514 49% 1.9%
20260513 38% 1.4%
20260512 33% 1.3%
20260511 40% 1.5%
20260510 52% 2.0%
20260508 51% 1.9%
20260507 33% 1.3%
20260506 44% 1.7%
20260505 42% 1.6%
20260504 40% 1.5%
20260502 64% 2.4%
20260501 45% 1.7%
20260430 67% 2.6%
20260429 67% 2.6%
20260428 63% 2.4%
20260427 65% 2.5%
20260424 49% 1.9%
20260423 35% 1.3%
20260422 42% 1.6%
20260421 47% 1.8%
20260420 57% 2.2%
20260417 37% 1.4%
20260416 54% 2.1%
20260415 58% 2.2%
20260414 57% 2.2%
20260413 54% 2.1%
20260410 43% 1.6%
20260409 46% 1.8%
20260408 49% 1.9%
20260407 30% 1.1%
20260406 47% 1.8%
20260402 46% 1.8%
20260401 70% 2.7%
20260331 95% 3.6%
20260330 60% 2.3%
20260327 79% 3.0%
20260326 67% 2.6%
20260325 53% 2.0%
20260324 53% 2.0%
20260323 47% 1.8%
20260320 46% 1.8%
20260319 36% 1.4%
20260318 33% 1.2%
20260317 37% 1.4%
20260316 51% 2.0%
20260313 54% 2.1%
20260312 47% 1.8%
20260311 50% 1.9%
20260310 55% 2.1%
20260309 41% 1.6%
20260308 45% 1.7%
20260306 27% 1.0%
20260305 40% 1.5%
20260304 73% 2.8%
20260303 84% 3.2%
20260302 97% 3.7%
20260227 83% 3.2%
20260226 43% 1.6%
20260225 100% 3.8%
20260224 96% 3.7%
20260223 91% 3.5%
20260221 27% 1.0%
20260220 0% 0.0%
20260219 77% 2.9%