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
72%
Moderate — neutral regime
30-Day Avg
39%
60-Day Avg
35%
90-Day Avg
31%
90-Day Low
0%
90-Day High
74%
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
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%
20260429 67% 2.3%
20260428 29% 1.1%
20260427 26% 1.0%
20260424 4% 0.4%
20260423 23% 1.0%
20260422 23% 0.9%
20260421 24% 1.0%
20260420 36% 1.3%
20260417 0% 0.2%
20260416 54% 1.9%
20260415 11% 0.6%
20260414 10% 0.6%
20260413 14% 0.7%
20260410 6% 0.5%
20260409 15% 0.8%
20260408 14% 0.7%
20260407 28% 1.1%
20260406 14% 0.7%
20260402 20% 0.9%
20260401 22% 1.0%
20260331 35% 1.3%
20260330 27% 1.1%
20260327 16% 0.8%
20260326 21% 0.9%
20260325 21% 0.9%
20260324 28% 1.1%
20260323 36% 1.4%
20260320 44% 1.6%
20260319 23% 1.0%