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
44%
Subdued — neutral to long-vol
30-Day Avg
26%
60-Day Avg
25%
90-Day Avg
24%
90-Day Low
0%
90-Day High
64%
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
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%
20260429 13% 0.9%
20260428 13% 0.9%
20260427 34% 1.3%
20260424 27% 1.2%
20260423 37% 1.4%
20260422 17% 1.0%
20260421 12% 0.8%
20260420 24% 1.1%
20260417 10% 0.8%
20260416 8% 0.8%
20260415 6% 0.7%
20260414 28% 1.2%
20260413 38% 1.4%
20260410 12% 0.9%
20260409 21% 1.0%
20260408 10% 0.8%
20260407 5% 0.7%
20260406 1% 0.6%
20260402 17% 1.0%
20260401 59% 1.9%
20260331 54% 1.8%
20260330 49% 1.7%
20260327 17% 0.9%
20260326 47% 1.6%
20260325 17% 1.0%
20260324 15% 0.9%
20260323 27% 1.2%
20260320 12% 0.8%
20260319 23% 1.1%
20260318 43% 1.5%
20260317 16% 0.9%
20260316 31% 1.3%
20260313 11% 0.8%
20260312 8% 0.8%
20260311 9% 0.8%
20260310 24% 1.1%
20260309 6% 0.7%
20260308 6% 0.7%
20260306 11% 0.8%
20260305 22% 1.1%
20260304 35% 1.4%
20260303 47% 1.6%
20260302 30% 1.2%
20260227 24% 1.1%
20260226 31% 1.3%
20260225 41% 1.5%
20260224 0% 0.6%
20260223 54% 1.8%
20260221 29% 1.3%
20260220 30% 1.3%
20260219 26% 1.2%
20260218 29% 1.3%
20260217 8% 0.9%
20260213 12% 1.0%
20260212 25% 1.2%
20260211 32% 1.4%
20260210 25% 1.2%
20260209 20% 1.1%
20260206 14% 1.0%
20260205 22% 1.2%
20260204 30% 1.3%