RWT (Redwood Trust, Inc.)

Historical IV Rank & Volatility Regime

IV Rank measures where RWT'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 RWT 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.

RWT IV Rank Summary
Current
57%
Moderate — neutral regime
30-Day Avg
42%
60-Day Avg
40%
90-Day Avg
37%
90-Day Low
5%
90-Day High
80%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in RWT'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.
RWT IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260904 57% 1.4%
20260903 51% 1.3%
20260902 72% 1.7%
20260901 80% 1.9%
20260831 35% 1.0%
20260828 43% 1.2%
20260827 34% 1.0%
20260826 72% 1.7%
20260825 44% 1.1%
20260824 21% 0.7%
20260821 13% 0.5%
20260820 33% 0.9%
20260819 36% 1.0%
20260818 55% 1.4%
20260817 14% 0.5%
20260814 30% 0.9%
20260813 5% 0.3%
20260812 25% 0.8%
20260811 32% 0.9%
20260810 54% 1.3%
20260806 40% 1.0%
20260805 21% 0.7%
20260804 72% 1.7%
20260803 31% 0.9%
20260731 45% 1.2%
20260730 23% 0.7%
20260729 48% 1.2%
20260728 46% 1.2%
20260727 55% 1.4%
20260724 72% 1.7%
20260723 27% 0.8%
20260722 20% 0.7%
20260721 29% 0.8%
20260720 27% 0.8%
20260716 30% 0.9%
20260715 64% 1.5%
20260714 42% 1.1%
20260713 53% 1.3%
20260710 24% 0.7%
20260709 24% 0.7%
20260708 18% 0.6%
20260707 20% 0.6%
20260706 26% 0.8%
20260702 54% 1.3%
20260701 31% 0.9%
20260630 74% 1.7%
20260629 45% 1.2%
20260626 23% 0.7%
20260625 37% 1.0%
20260624 66% 1.6%
20260623 29% 0.8%
20260622 31% 0.9%
20260618 39% 1.0%
20260617 50% 1.3%
20260616 47% 1.2%
20260615 42% 1.1%
20260613 45% 1.2%
20260612 46% 1.2%
20260611 48% 1.2%
20260610 46% 1.2%
20260609 49% 1.2%
20260608 55% 1.4%
20260605 36% 1.0%
20260604 17% 0.7%
20260603 22% 0.9%
20260602 25% 1.0%
20260601 49% 1.7%
20260529 33% 1.2%
20260528 39% 1.4%
20260527 24% 1.0%
20260526 20% 0.9%
20260522 27% 1.1%
20260521 31% 1.2%
20260520 26% 1.0%
20260519 26% 1.0%
20260518 19% 0.8%
20260515 37% 1.4%
20260514 15% 0.7%
20260513 31% 1.2%
20260512 22% 0.9%
20260511 57% 2.0%
20260510 18% 0.8%
20260508 17% 0.8%
20260507 17% 0.8%
20260506 32% 1.2%
20260505 24% 1.0%
20260504 29% 1.1%
20260502 46% 1.7%
20260501 44% 1.6%
20260430 6% 0.4%