PGY (Pagaya Technologies Ltd. Class A Ordinary Shares)

Historical IV Rank & Volatility Regime

IV Rank measures where PGY'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 PGY 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.

PGY IV Rank Summary
Current
11%
Compressed — premium buying regime
30-Day Avg
7%
60-Day Avg
31%
90-Day Avg
29%
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 PGY'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.
PGY IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260615 11% 1.1%
20260613 0% 0.9%
20260612 2% 0.9%
20260611 6% 1.0%
20260610 7% 1.0%
20260609 10% 1.1%
20260608 7% 1.0%
20260605 3% 0.9%
20260604 0% 0.9%
20260603 5% 1.0%
20260602 12% 1.1%
20260601 14% 1.1%
20260529 16% 1.2%
20260528 17% 1.2%
20260527 11% 1.1%
20260526 15% 1.2%
20260522 11% 1.1%
20260521 7% 1.0%
20260520 4% 1.0%
20260519 8% 1.0%
20260518 4% 0.9%
20260515 1% 0.9%
20260514 0% 0.9%
20260513 2% 0.9%
20260512 12% 1.1%
20260511 8% 1.0%
20260510 0% 0.9%
20260508 0% 0.9%
20260507 6% 1.1%
20260506 4% 1.0%
20260505 2% 1.0%
20260504 10% 1.1%
20260502 83% 2.5%
20260501 82% 2.4%
20260430 100% 2.8%
20260429 95% 2.5%
20260428 97% 2.5%
20260427 98% 2.5%
20260424 77% 2.2%
20260423 74% 2.1%
20260422 67% 2.0%
20260421 79% 2.2%
20260420 60% 1.9%
20260417 59% 1.9%
20260416 51% 1.8%
20260415 59% 1.9%
20260414 63% 2.0%
20260413 71% 2.1%
20260410 56% 1.8%
20260409 48% 1.7%
20260408 54% 1.8%
20260407 53% 1.8%
20260406 51% 1.8%
20260402 52% 1.8%
20260401 29% 1.4%
20260331 18% 1.2%
20260330 34% 1.5%
20260327 22% 1.3%
20260326 16% 1.2%
20260325 3% 1.0%
20260324 8% 1.1%
20260323 16% 1.2%
20260320 13% 1.1%
20260319 11% 1.1%
20260318 19% 1.2%
20260317 3% 1.0%
20260316 5% 1.0%
20260313 5% 1.0%
20260312 10% 1.1%
20260311 6% 1.0%
20260310 6% 1.0%
20260309 5% 1.0%
20260308 0% 0.9%
20260306 0% 1.0%
20260305 4% 1.0%
20260304 49% 1.8%
20260303 65% 2.0%
20260302 59% 1.9%
20260227 42% 1.6%
20260226 55% 1.9%
20260225 66% 2.0%
20260224 50% 1.8%
20260223 48% 1.7%
20260221 27% 1.4%
20260220 27% 1.4%
20260219 40% 1.6%
20260218 33% 1.5%
20260217 38% 1.6%
20260213 35% 1.5%
20260212 29% 1.4%