SEM · IV Rank History

SELECT MEDICAL HOLDINGS CORP

IV rank shows where SEM's implied volatility sits within its own recent range: 0 is the lowest reading in the window, 100 the highest. This page gives the 52-week version, the 90-session version our screeners use, the IV percentile, and the daily history.

SEM's 30-day at-the-money implied volatility was 27.8% as of Jun 23, 2026. Its 52-week IV rank is 11 and its IV percentile is 6%: IV was lower on 6% of the past year's sessions. Over those 52 weeks it ranged from 16.5% (Feb 27, 2026) to 115.6% (Aug 8, 2025). On the 90-session window our screeners use, the IV rank is 14.

SEM IV rank history

504 sessions

Filled line: 90-session IV rank (0–100, left axis). Dashed line: 30-day at-the-money implied volatility (right axis).

SEM IV rank and implied volatility as of 2026-06-23

52-Week IV Rank
11
0 = year low, 100 = year high
IV Percentile
6%
of past-year sessions had lower IV
90-Session IV Rank
14
used by our screeners
30-Day ATM IV
27.8%
1-year average 50.9%
52-Week IV High
115.6%
2025-08-08
52-Week IV Low
16.5%
2026-02-27
History Since
2023-05-02
681 sessions

How these are measured. Implied volatility here is SEM's 30-day at-the-money IV: the implied volatility of the calls and puts struck nearest the share price, blended between the expirations on either side of 30 days so every reading covers the same horizon. It's the IV level options traders usually quote, and it doesn't jump when the nearest expiration rolls from a weekly to a monthly. The 7-day figure is the same measure a week out, so it reacts first to near-term events such as earnings.

52-week IV rank = (today's IV − 52-week low) ÷ (52-week high − 52-week low) × 100. IV percentile is the share of the past year's sessions that closed with lower IV than today. The 90-session IV rank applies the same rank formula to the last 90 sessions, so it reacts faster.

A high reading means SEM options are expensive relative to their own recent history, which is common ahead of earnings or after a sharp move. It says nothing about which way the stock will go. The Vol Arb Screener ranks every tracked symbol by these measures.

SEM implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Jun 2026 (to date) 40.1% 58.8% 19.0% 29
May 2026 40.6% 55.6% 26.4% 30
Apr 2026 40.8% 75.6% 21.4% 30
Mar 2026 35.0% 52.2% 22.9% 23
Feb 2026 41.8% 98.2% 16.5% 23
Jan 2026 43.1% 79.9% 31.3% 22
Dec 2025 44.2% 76.5% 26.8% 19
Nov 2025 56.6% 96.2% 33.5% 31
Oct 2025 56.5% 71.2% 45.0% 31
Sep 2025 47.6% 62.4% 30.1% 20
Aug 2025 50.7% 115.6% 33.7% 26
Jul 2025 58.4% 70.1% 48.2% 48
Jun 2025 49.3% 65.3% 32.1% 26
May 2025 52.4% 69.8% 39.4% 24
Apr 2025 71.5% 86.9% 55.7% 59
Mar 2025 61.2% 75.5% 44.0% 43
Feb 2025 72.5% 98.6% 50.0% 61
Jan 2025 63.5% 95.5% 45.5% 55
Dec 2024 54.5% 83.8% 33.8% 54
Nov 2024 42.6% 72.4% 32.7% 39
Oct 2024 51.6% 64.0% 34.8% 71
Sep 2024 41.3% 51.1% 32.7% 49
Aug 2024 40.9% 56.8% 28.6% 48
Jul 2024 42.6% 61.7% 34.5% 54
Jun 2024 36.4% 51.2% 24.9% 38
May 2024 36.9% 49.0% 21.7% 31
Apr 2024 44.2% 52.7% 36.9% 51
Mar 2024 39.3% 60.2% 29.7% 40
Feb 2024 39.5% 52.8% 30.6% 33
Jan 2024 35.7% 42.1% 30.7% 21
Dec 2023 35.2% 47.0% 27.5% 18
Nov 2023 37.3% 53.7% 28.3% 18
Oct 2023 54.1% 67.4% 42.8% 66
Sep 2023 47.2% 61.3% 34.6% 61
Aug 2023 39.0% 50.1% 33.6% 36
Jul 2023 47.6% 56.6% 40.6% 63
Jun 2023 42.1% 59.2% 27.9% 41
May 2023 45.6% 58.4% 35.2% 51

SEM IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-06-23 14 27.8% —
2026-06-22 29 40.6% —
2026-06-18 33 43.2% —
2026-06-16 51 58.2% —
2026-06-15 31 41.6% —
2026-06-12 8 23.0% —
2026-06-11 3 19.0% —
2026-06-05 21 33.4% 69.5%
2026-06-04 40 49.1% 49.1%
2026-06-03 37 46.9% 46.9%
2026-06-02 52 58.8% —
2026-05-28 32 43.0% 57.0%
2026-05-27 20 32.6% —
2026-05-26 48 55.6% —
2026-05-21 12 26.4% —
2026-05-20 37 46.5% —
2026-05-19 19 32.1% —
2026-05-15 38 47.2% —
2026-05-01 31 41.8% 53.7%
2026-04-24 31 42.1% 42.1%
2026-04-21 16 29.4% —
2026-04-20 17 30.2% —
2026-04-16 49 56.5% —
2026-04-14 49 56.8% 164.4%
2026-04-13 72 75.6% 139.3%
2026-04-10 6 21.8% —
2026-04-08 8 23.5% —
2026-04-02 42 50.7% 94.3%
2026-04-01 6 21.4% —
2026-03-31 8 23.3% —

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.