REFR (Research Frontiers Inc)

Historical IV Rank & Volatility Regime

IV Rank measures where REFR'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 REFR 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.

REFR IV Rank Summary
Current
94%
Elevated — premium selling regime
30-Day Avg
52%
60-Day Avg
62%
90-Day Avg
60%
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 REFR'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.
REFR IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260728 94% 9.1%
20260727 100% 9.7%
20260724 100% 7.5%
20260723 86% 6.3%
20260722 46% 3.4%
20260721 72% 5.4%
20260720 74% 5.4%
20260716 57% 4.2%
20260715 52% 3.8%
20260714 51% 3.8%
20260713 0% 0.0%
20260710 53% 3.9%
20260709 55% 4.1%
20260708 0% 0.0%
20260707 56% 4.1%
20260706 63% 4.7%
20260702 64% 4.7%
20260701 48% 3.6%
20260630 79% 5.8%
20260629 64% 4.7%
20260626 0% 0.0%
20260625 82% 6.0%
20260624 63% 4.7%
20260623 56% 4.2%
20260622 59% 4.4%
20260618 0% 0.0%
20260617 0% 0.0%
20260616 54% 4.0%
20260615 0% 0.0%
20260613 44% 3.3%
20260612 44% 3.3%
20260611 52% 3.8%
20260610 0% 0.0%
20260609 0% 0.0%
20260608 46% 3.4%
20260605 26% 1.9%
20260604 27% 2.0%
20260603 45% 3.3%
20260602 87% 6.5%
20260601 100% 7.4%
20260529 100% 7.0%
20260528 96% 6.4%
20260527 93% 6.2%
20260526 89% 5.9%
20260522 82% 5.5%
20260521 100% 6.7%
20260520 70% 4.5%
20260519 100% 6.4%
20260518 87% 5.2%
20260515 70% 4.2%
20260514 96% 5.7%
20260513 94% 5.6%
20260512 75% 4.5%
20260511 85% 5.1%
20260510 86% 5.1%
20260508 84% 5.1%
20260507 84% 5.0%
20260506 68% 4.1%
20260505 74% 4.4%
20260504 71% 4.3%
20260502 0% 0.0%
20260501 0% 0.0%
20260430 94% 5.6%
20260429 82% 4.9%
20260428 74% 4.4%
20260427 84% 5.0%
20260424 66% 4.0%
20260423 73% 4.4%
20260422 65% 3.9%
20260421 67% 4.0%
20260420 83% 5.0%
20260417 54% 3.2%
20260416 79% 4.7%
20260415 0% 0.0%
20260414 64% 3.8%
20260413 62% 3.7%
20260410 42% 2.5%
20260409 32% 1.9%
20260408 51% 3.0%
20260407 40% 2.4%
20260406 52% 3.1%
20260402 69% 4.1%
20260401 74% 4.5%
20260331 78% 4.7%
20260330 64% 3.8%
20260327 65% 3.9%
20260326 94% 5.6%
20260325 0% 0.0%
20260324 43% 2.6%
20260323 41% 2.4%