PJT (PJT Partners Inc.)

Historical IV Rank & Volatility Regime

IV Rank measures where PJT'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 PJT 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.

PJT IV Rank Summary
Current
19%
Compressed — premium buying regime
30-Day Avg
22%
60-Day Avg
30%
90-Day Avg
34%
90-Day Low
0%
90-Day High
80%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in PJT'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.
PJT IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260716 19% 0.4%
20260715 25% 0.4%
20260714 28% 0.4%
20260713 26% 0.4%
20260710 27% 0.4%
20260709 27% 0.4%
20260708 14% 0.4%
20260707 19% 0.4%
20260706 0% 0.3%
20260702 49% 0.6%
20260701 51% 0.6%
20260630 36% 0.5%
20260629 45% 0.5%
20260626 17% 0.4%
20260625 29% 0.5%
20260624 28% 0.5%
20260623 31% 0.5%
20260622 28% 0.5%
20260618 17% 0.4%
20260617 25% 0.5%
20260616 11% 0.4%
20260615 19% 0.4%
20260613 16% 0.4%
20260612 16% 0.4%
20260611 12% 0.4%
20260610 13% 0.4%
20260609 0% 0.4%
20260608 8% 0.4%
20260605 9% 0.4%
20260604 3% 0.4%
20260603 6% 0.4%
20260602 64% 0.6%
20260601 52% 0.6%
20260529 44% 0.5%
20260528 39% 0.5%
20260527 54% 0.6%
20260526 46% 0.5%
20260522 21% 0.4%
20260521 40% 0.5%
20260520 44% 0.5%
20260519 41% 0.5%
20260518 29% 0.5%
20260515 32% 0.5%
20260514 22% 0.4%
20260513 23% 0.4%
20260512 21% 0.4%
20260511 19% 0.4%
20260510 23% 0.4%
20260508 21% 0.4%
20260507 26% 0.4%
20260506 27% 0.4%
20260505 29% 0.4%
20260504 29% 0.4%
20260502 61% 0.6%
20260501 49% 0.5%
20260430 51% 0.5%
20260429 80% 0.7%
20260428 73% 0.6%
20260427 67% 0.6%
20260424 47% 0.5%
20260423 61% 0.6%
20260422 77% 0.7%
20260421 27% 0.4%
20260420 73% 0.6%
20260417 28% 0.4%
20260416 15% 0.4%
20260415 38% 0.4%
20260414 29% 0.4%
20260413 25% 0.4%
20260410 41% 0.5%
20260409 41% 0.5%
20260408 41% 0.5%
20260407 38% 0.5%
20260406 45% 0.5%
20260402 40% 0.5%
20260401 50% 0.6%
20260331 53% 0.6%
20260330 40% 0.5%
20260327 45% 0.5%
20260326 38% 0.5%
20260325 42% 0.5%
20260324 48% 0.6%
20260323 42% 0.5%
20260320 42% 0.5%
20260319 37% 0.5%
20260318 45% 0.5%
20260317 34% 0.5%
20260316 38% 0.5%
20260313 36% 0.5%
20260312 42% 0.5%