PEPG (PepGen Inc. Common Stock)

Historical IV Rank & Volatility Regime

IV Rank measures where PEPG'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 PEPG 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.

PEPG IV Rank Summary
Current
14%
Compressed — premium buying regime
30-Day Avg
26%
60-Day Avg
23%
90-Day Avg
30%
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 PEPG'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.
PEPG IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260806 14% 2.3%
20260805 42% 4.3%
20260804 36% 3.9%
20260803 41% 4.3%
20260731 35% 3.8%
20260730 34% 3.8%
20260729 30% 3.5%
20260728 27% 3.2%
20260727 19% 2.7%
20260724 24% 3.1%
20260723 44% 4.5%
20260722 24% 3.0%
20260721 22% 2.9%
20260720 17% 2.5%
20260716 16% 2.4%
20260715 9% 1.9%
20260714 18% 2.6%
20260713 15% 2.4%
20260710 15% 2.4%
20260709 8% 1.9%
20260708 31% 3.5%
20260707 26% 3.1%
20260706 31% 3.5%
20260702 35% 3.8%
20260701 31% 3.5%
20260630 24% 3.0%
20260629 26% 3.2%
20260626 26% 3.1%
20260625 22% 2.9%
20260624 24% 3.0%
20260623 26% 3.1%
20260622 23% 2.9%
20260618 21% 2.8%
20260617 14% 2.3%
20260616 21% 2.8%
20260615 17% 2.5%
20260613 15% 2.4%
20260612 16% 2.5%
20260611 12% 2.1%
20260610 14% 2.3%
20260609 19% 2.6%
20260608 15% 2.4%
20260605 11% 2.1%
20260604 21% 2.8%
20260603 22% 2.8%
20260602 38% 4.0%
20260601 47% 4.7%
20260529 36% 3.9%
20260528 38% 4.0%
20260527 37% 4.0%
20260526 41% 4.3%
20260522 16% 2.4%
20260521 15% 2.4%
20260520 9% 1.9%
20260519 23% 2.9%
20260518 23% 2.9%
20260515 16% 2.4%
20260514 10% 2.0%
20260513 9% 1.9%
20260512 5% 1.6%
20260511 8% 1.8%
20260510 3% 1.5%
20260508 2% 1.4%
20260507 0% 1.2%
20260506 0% 1.4%
20260505 0% 1.7%
20260504 1% 1.9%
20260502 79% 7.2%
20260501 76% 7.0%
20260430 77% 7.0%
20260429 46% 5.0%
20260428 68% 6.4%
20260427 69% 6.5%
20260424 53% 5.4%
20260423 57% 5.7%
20260422 54% 5.5%
20260421 58% 5.8%
20260420 51% 5.2%
20260417 48% 5.1%
20260416 50% 5.2%
20260415 49% 5.0%
20260414 45% 4.7%
20260413 42% 4.5%
20260410 38% 4.2%
20260409 45% 4.7%
20260408 40% 4.3%
20260407 41% 4.4%
20260406 33% 3.9%
20260402 31% 3.7%
20260401 100% 8.6%