PTEC · IV Rank History

Global X PropTech ETF · ETF

IV rank shows where PTEC'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.

PTEC's 30-day at-the-money implied volatility was 28.2% as of Aug 22, 2025. Its 52-week IV rank is 35 and its IV percentile is 73%: IV was lower on 73% of the past year's sessions. Over those 52 weeks it ranged from 10.8% (Aug 18, 2025) to 61.0% (Apr 7, 2025). On the 90-session window our screeners use, the IV rank is 65.

PTEC IV rank history

425 sessions

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

PTEC IV rank and implied volatility as of 2025-08-22

52-Week IV Rank
35
0 = year low, 100 = year high
IV Percentile
73%
of past-year sessions had lower IV
90-Session IV Rank
65
used by our screeners
30-Day ATM IV
28.2%
1-year average 25.3%
52-Week IV High
61.0%
2025-04-07
52-Week IV Low
10.8%
2025-08-18
History Since
2023-11-09
425 sessions

How these are measured. Implied volatility here is PTEC'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 PTEC 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.

PTEC implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Aug 2025 (to date) 16.2% 28.2% 10.8% 10
Jul 2025 19.1% 32.9% 15.7% 6
Jun 2025 20.9% 36.9% 16.4% 8
May 2025 23.1% 33.1% 19.9% 8
Apr 2025 35.1% 61.0% 24.7% 43
Mar 2025 31.8% 36.5% 25.5% 51
Feb 2025 25.8% 44.0% 21.6% 31
Jan 2025 24.4% 33.6% 21.0% 26
Dec 2024 27.5% 36.3% 19.4% 37
Nov 2024 25.3% 31.2% 19.1% 27
Oct 2024 25.8% 31.7% 22.0% 30
Sep 2024 26.3% 40.4% 21.1% 29
Aug 2024 28.1% 41.6% 21.7% 35
Jul 2024 22.1% 25.7% 19.1% 11
Jun 2024 22.1% 33.6% 18.6% 9
May 2024 31.1% 45.4% 19.0% 9
Apr 2024 36.9% 44.6% 31.1% 15
Mar 2024 35.8% 48.8% 30.6% 15
Feb 2024 37.4% 50.4% 30.9% 16
Jan 2024 41.9% 117.0% 30.3% 26
Dec 2023 33.3% 46.3% 23.2% 35
Nov 2023 36.9% 50.4% 22.0% —

PTEC IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2025-08-22 65 28.2% —
2025-08-21 10 13.4% —
2025-08-20 6 13.3% —
2025-08-19 3 12.0% —
2025-08-18 0 10.8% —
2025-08-15 2 12.6% —
2025-08-14 12 17.5% —
2025-08-13 7 14.6% 58.0%
2025-08-12 0 11.4% 34.8%
2025-08-11 29 27.4% 47.6%
2025-08-08 9 17.8% 35.3%
2025-08-07 11 18.6% 28.8%
2025-08-06 0 13.5% 16.8%
2025-08-05 9 18.5% 19.0%
2025-08-04 0 14.3% 20.8%
2025-08-01 1 16.0% 20.0%
2025-07-31 38 32.9% 41.5%
2025-07-30 4 17.6% 18.6%
2025-07-29 1 16.3% 17.9%
2025-07-28 4 17.4% 17.1%
2025-07-25 0 15.9% 16.8%
2025-07-24 4 17.6% —
2025-07-23 3 17.3% —
2025-07-22 5 18.0% —
2025-07-21 0 15.7% —
2025-07-18 2 17.2% —
2025-07-17 1 17.1% —
2025-07-16 8 20.2% 42.3%
2025-07-15 13 22.0% 36.3%
2025-07-14 12 21.6% 26.8%

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.