PS (Pershing Square Inc.)
Historical IV Rank & Volatility Regime
IV Rank measures where PS'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 PS 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.
PS IV Rank Summary
Current
41%
Subdued — neutral to long-vol
30-Day Avg
25%
60-Day Avg
—
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 PS'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.
PS IV Rank — Last 90 Trading Days
| Date | IV Rank | Avg IV |
|---|---|---|
| 20260925 | 41% | 0.9% |
| 20260924 | 38% | 0.9% |
| 20260923 | 55% | 1.1% |
| 20260922 | 30% | 0.8% |
| 20260921 | 24% | 0.7% |
| 20260918 | 15% | 0.6% |
| 20260917 | 22% | 0.7% |
| 20260916 | 28% | 0.8% |
| 20260915 | 31% | 0.8% |
| 20260914 | 33% | 0.8% |
| 20260911 | 31% | 0.8% |
| 20260910 | 16% | 0.7% |
| 20260909 | 27% | 0.8% |
| 20260908 | 31% | 0.8% |
| 20260904 | 11% | 0.6% |
| 20260903 | 28% | 0.8% |
| 20260902 | 35% | 0.9% |
| 20260901 | 30% | 0.8% |
| 20260831 | 23% | 0.7% |
| 20260828 | 30% | 0.8% |
| 20260827 | 0% | 0.5% |
| 20260826 | 42% | 1.0% |
| 20260825 | 15% | 0.7% |
| 20260824 | 17% | 0.7% |
| 20260821 | 15% | 0.7% |
| 20260820 | 10% | 0.7% |
| 20260819 | 8% | 0.6% |
| 20260818 | 17% | 0.7% |
| 20260817 | 22% | 0.8% |
| 20260814 | 29% | 0.9% |
| 20260813 | 22% | 0.8% |
| 20260812 | 16% | 0.7% |
| 20260811 | 9% | 0.6% |
| 20260810 | 20% | 0.8% |
| 20260806 | 0% | 0.6% |
| 20260805 | 100% | 1.6% |
| 20260804 | 97% | 1.5% |
| 20260803 | 100% | 1.5% |
| 20260731 | 0% | 1.3% |
| 20260730 | 76% | 1.4% |
| 20260729 | 0% | 1.3% |
| 20260728 | 50% | 1.4% |