SD (SandRidge Energy, Inc.)

Historical IV Rank & Volatility Regime

IV Rank measures where SD'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 SD 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.

SD IV Rank Summary
Current
27%
Subdued — neutral to long-vol
30-Day Avg
49%
60-Day Avg
48%
90-Day Avg
41%
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 SD'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.
SD IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260904 27% 0.7%
20260903 27% 0.7%
20260902 49% 1.1%
20260901 32% 0.8%
20260831 62% 1.3%
20260828 85% 1.7%
20260827 30% 0.7%
20260826 28% 0.7%
20260825 27% 0.7%
20260824 76% 1.5%
20260821 16% 0.5%
20260820 76% 1.5%
20260819 55% 1.2%
20260818 21% 0.6%
20260817 42% 0.9%
20260814 26% 0.7%
20260813 39% 0.9%
20260812 52% 1.1%
20260811 44% 1.0%
20260810 28% 0.7%
20260806 42% 0.9%
20260805 89% 1.7%
20260804 42% 0.9%
20260803 68% 1.4%
20260731 42% 0.9%
20260730 74% 1.5%
20260729 62% 1.3%
20260728 70% 1.4%
20260727 68% 1.4%
20260724 60% 1.2%
20260723 51% 1.1%
20260722 41% 0.9%
20260721 27% 0.7%
20260720 40% 0.9%
20260716 47% 1.0%
20260715 45% 1.0%
20260714 28% 0.7%
20260713 37% 0.9%
20260710 22% 0.6%
20260709 27% 0.7%
20260708 30% 0.7%
20260707 32% 0.8%
20260706 26% 0.7%
20260702 62% 1.3%
20260701 100% 1.9%
20260630 85% 1.7%
20260629 74% 1.5%
20260626 76% 1.5%
20260625 73% 1.5%
20260624 40% 0.9%
20260623 29% 0.7%
20260622 51% 1.1%
20260618 58% 1.2%
20260617 52% 1.1%
20260616 19% 0.5%
20260615 54% 1.1%
20260613 55% 1.1%
20260612 55% 1.2%
20260611 68% 1.4%
20260610 43% 1.0%
20260609 36% 0.8%
20260608 44% 1.0%
20260605 50% 1.1%
20260604 20% 0.6%
20260603 47% 1.0%
20260602 36% 1.2%
20260601 44% 1.4%
20260529 29% 1.0%
20260528 30% 1.0%
20260527 53% 1.6%
20260526 64% 1.9%
20260522 0% 0.2%
20260521 45% 1.6%
20260520 34% 1.3%
20260519 13% 0.9%
20260518 7% 0.7%
20260515 17% 0.9%
20260514 20% 1.0%
20260513 10% 0.8%
20260512 16% 0.9%
20260511 7% 0.7%
20260510 24% 1.1%
20260508 23% 1.1%
20260507 4% 0.7%
20260506 20% 1.0%
20260505 20% 1.0%
20260504 27% 1.2%
20260502 22% 1.1%
20260501 21% 1.0%
20260430 22% 1.1%