PEX · IV Rank History

ProShares Global Listed Private Equity ETF · ETF

IV rank shows where PEX's implied volatility sits within its own recent range: 0 is the lowest reading in the window, 100 the highest. This page gives the 52-week version, the 90-session version our screeners use, the IV percentile, and the daily history.

PEX's 30-day at-the-money implied volatility was 96.8% as of Oct 9, 2026. Its 52-week IV rank is 75 and its IV percentile is 99%: IV was lower on 99% of the past year's sessions. Over those 52 weeks it ranged from 27.9% (Mar 16, 2026) to 119.7% (Nov 13, 2025). On the 90-session window our screeners use, the IV rank is 97.

PEX IV rank history

328 sessions

Filled line: 90-session IV rank (0–100, left axis). Dashed line: 30-day at-the-money implied volatility (right axis).

PEX IV rank and implied volatility as of 2026-10-09

52-Week IV Rank
75
0 = year low, 100 = year high
IV Percentile
99%
of past-year sessions had lower IV
90-Session IV Rank
97
used by our screeners
30-Day ATM IV
96.8%
1-year average 56.0%
7-Day ATM IV
185.5%
90-session rank 57
52-Week IV High
119.7%
2025-11-13
52-Week IV Low
27.9%
2026-03-16
History Since
2025-06-18
328 sessions

How these are measured. Implied volatility here is PEX's 30-day at-the-money IV: the implied volatility of the calls and puts struck nearest the share price, blended between the expirations on either side of 30 days so every reading covers the same horizon. It's the IV level options traders usually quote, and it doesn't jump when the nearest expiration rolls from a weekly to a monthly. The 7-day figure is the same measure a week out, so it reacts first to near-term events such as earnings.

52-week IV rank = (today's IV − 52-week low) ÷ (52-week high − 52-week low) × 100. IV percentile is the share of the past year's sessions that closed with lower IV than today. The 90-session IV rank applies the same rank formula to the last 90 sessions, so it reacts faster.

A high reading means PEX options are expensive relative to their own recent history, which is common ahead of earnings or after a sharp move. It says nothing about which way the stock will go. The Vol Arb Screener ranks every tracked symbol by these measures.

PEX implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2026 (to date) 81.4% 99.1% 56.0% 82
Sep 2026 69.6% 86.1% 47.2% 69
Aug 2026 52.0% 71.6% 38.6% 40
Jul 2026 67.1% 88.0% 55.7% 70
Jun 2026 57.4% 72.5% 28.9% 54
May 2026 44.9% 62.0% 27.9% 31
Apr 2026 56.7% 68.2% 44.7% 52
Mar 2026 51.4% 82.9% 27.9% 31
Feb 2026 38.4% 52.7% 28.5% 10
Jan 2026 53.7% 79.4% 36.1% 25
Dec 2025 57.0% 83.3% 36.6% 29
Nov 2025 52.7% 119.7% 31.8% 47
Oct 2025 60.1% 63.4% 56.3% 97
Sep 2025 50.1% 57.9% 43.2% 79
Aug 2025 41.3% 56.6% 32.4% 53
Jul 2025 32.7% 45.2% 24.5% 36
Jun 2025 32.1% 53.5% 24.3% —

PEX IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-10-09 97 96.8% 185.5%
2026-10-08 64 73.6% 175.2%
2026-10-07 100 99.1% 169.2%
2026-10-06 46 56.0% 124.5%
2026-10-05 91 82.5% 147.0%
2026-10-02 88 80.9% 122.9%
2026-10-01 88 80.7% 117.6%
2026-09-30 97 86.1% 111.2%
2026-09-29 90 81.7% 103.1%
2026-09-28 90 81.9% 100.7%
2026-09-25 83 77.5% 89.6%
2026-09-24 89 81.2% —
2026-09-23 84 78.5% —
2026-09-22 67 67.9% —
2026-09-21 66 67.6% —
2026-09-18 76 73.6% —
2026-09-17 32 47.2% —
2026-09-16 71 70.8% 205.1%
2026-09-15 69 69.5% 169.5%
2026-09-14 67 68.1% 147.5%
2026-09-11 66 67.5% 112.4%
2026-09-10 66 67.4% 105.5%
2026-09-09 63 66.0% 99.1%
2026-09-08 62 64.9% 93.7%
2026-09-04 55 60.7% 74.7%
2026-09-03 53 59.9% 71.6%
2026-09-02 57 62.2% 74.5%
2026-09-01 56 61.5% 72.2%
2026-08-31 42 53.3% 57.2%
2026-08-28 41 52.7% 55.1%

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.