SGI (Somnigroup International Inc.)

Historical IV Rank & Volatility Regime

IV Rank measures where SGI'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 SGI 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.

SGI IV Rank Summary
Current
100%
Elevated — premium selling regime
30-Day Avg
65%
60-Day Avg
50%
90-Day Avg
51%
90-Day Low
6%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in SGI'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.
SGI IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260901 100% 2.4%
20260831 100% 2.1%
20260828 100% 2.0%
20260827 100% 1.8%
20260826 88% 1.0%
20260825 79% 0.9%
20260824 55% 0.8%
20260821 61% 0.8%
20260820 67% 0.9%
20260819 63% 0.9%
20260818 58% 0.8%
20260817 51% 0.8%
20260814 38% 0.7%
20260813 42% 0.8%
20260812 36% 0.7%
20260811 47% 0.8%
20260810 50% 0.8%
20260806 35% 0.7%
20260805 86% 1.0%
20260804 90% 1.0%
20260803 78% 0.9%
20260731 69% 0.9%
20260730 66% 0.9%
20260729 77% 0.9%
20260728 63% 0.9%
20260727 61% 0.8%
20260724 51% 0.8%
20260723 55% 0.8%
20260722 44% 0.8%
20260721 52% 0.8%
20260720 36% 0.7%
20260716 28% 0.7%
20260715 31% 0.7%
20260714 28% 0.7%
20260713 41% 0.7%
20260710 6% 0.5%
20260709 29% 0.7%
20260708 33% 0.7%
20260707 35% 0.7%
20260706 28% 0.7%
20260702 39% 0.7%
20260701 75% 0.9%
20260630 47% 0.8%
20260629 47% 0.8%
20260626 59% 0.8%
20260625 29% 0.7%
20260624 53% 0.8%
20260623 48% 0.8%
20260622 50% 0.8%
20260618 46% 0.8%
20260617 23% 0.6%
20260616 23% 0.6%
20260615 21% 0.6%
20260613 25% 0.6%
20260612 27% 0.7%
20260611 28% 0.6%
20260610 29% 0.7%
20260609 19% 0.6%
20260608 26% 0.6%
20260605 15% 0.6%
20260604 18% 0.6%
20260603 13% 0.6%
20260602 92% 1.0%
20260601 87% 1.0%
20260529 71% 0.9%
20260528 65% 0.8%
20260527 70% 0.9%
20260526 55% 0.8%
20260522 51% 0.8%
20260521 62% 0.8%
20260520 66% 0.8%
20260519 71% 0.9%
20260518 73% 0.9%
20260515 64% 0.8%
20260514 60% 0.8%
20260513 59% 0.8%
20260512 57% 0.8%
20260511 45% 0.7%
20260510 63% 0.8%
20260508 25% 0.6%
20260507 25% 0.7%
20260506 24% 0.7%
20260505 20% 0.6%
20260504 20% 0.6%
20260502 58% 1.0%
20260501 59% 1.0%
20260430 53% 1.0%
20260429 52% 1.0%
20260428 46% 0.9%
20260427 44% 0.9%