PHYS (Sprott Physical Gold Trust)
Historical IV Rank & Volatility Regime
IV Rank measures where PHYS'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 PHYS 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.
PHYS IV Rank Summary
Current
49%
Subdued — neutral to long-vol
30-Day Avg
—
60-Day Avg
—
90-Day Avg
58%
90-Day Low
31%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically
precede mean reversion in PHYS'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.
PHYS IV Rank — Last 90 Trading Days
| Date | IV Rank | Avg IV |
|---|---|---|
| 20260302 | 49% | 0.5% |
| 20260227 | 31% | 0.4% |
| 20260226 | 100% | 0.5% |
| 20260225 | 50% | 0.4% |