SHEL (Shell plc American Depositary Shares (Each represents two Ordinary shares))

Historical IV Rank & Volatility Regime

IV Rank measures where SHEL'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 SHEL 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.

SHEL IV Rank Summary
Current
21%
Compressed — premium buying regime
30-Day Avg
17%
60-Day Avg
22%
90-Day Avg
28%
90-Day Low
1%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in SHEL'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.
SHEL IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260723 21% 0.4%
20260722 8% 0.3%
20260721 5% 0.3%
20260720 14% 0.4%
20260716 35% 0.4%
20260715 24% 0.4%
20260714 22% 0.4%
20260713 18% 0.4%
20260710 8% 0.3%
20260709 17% 0.4%
20260708 13% 0.4%
20260707 11% 0.4%
20260706 1% 0.3%
20260702 16% 0.4%
20260701 17% 0.4%
20260630 12% 0.4%
20260629 13% 0.4%
20260626 19% 0.4%
20260625 14% 0.4%
20260624 15% 0.4%
20260623 8% 0.3%
20260622 12% 0.4%
20260618 22% 0.4%
20260617 23% 0.4%
20260616 25% 0.4%
20260615 26% 0.4%
20260613 25% 0.4%
20260612 14% 0.3%
20260611 25% 0.4%
20260610 17% 0.4%
20260609 16% 0.3%
20260608 8% 0.3%
20260605 26% 0.4%
20260604 12% 0.3%
20260603 29% 0.4%
20260602 7% 0.3%
20260601 14% 0.3%
20260529 7% 0.3%
20260528 18% 0.4%
20260527 14% 0.3%
20260526 22% 0.4%
20260522 65% 0.5%
20260521 65% 0.5%
20260520 60% 0.5%
20260519 43% 0.5%
20260518 43% 0.5%
20260515 32% 0.4%
20260514 25% 0.4%
20260513 20% 0.4%
20260512 25% 0.4%
20260511 24% 0.4%
20260510 17% 0.3%
20260508 24% 0.4%
20260507 19% 0.4%
20260506 15% 0.3%
20260505 35% 0.4%
20260504 30% 0.4%
20260502 29% 0.4%
20260501 34% 0.4%
20260430 34% 0.4%
20260429 31% 0.4%
20260428 29% 0.4%
20260427 33% 0.4%
20260424 39% 0.4%
20260423 40% 0.4%
20260422 35% 0.4%
20260421 38% 0.4%
20260420 34% 0.4%
20260417 43% 0.4%
20260416 42% 0.4%
20260415 48% 0.5%
20260414 40% 0.4%
20260413 41% 0.4%
20260410 22% 0.3%
20260409 30% 0.4%
20260408 17% 0.3%
20260407 42% 0.4%
20260406 20% 0.3%
20260402 40% 0.4%
20260401 23% 0.3%
20260331 34% 0.4%
20260330 26% 0.4%
20260327 26% 0.4%
20260326 46% 0.4%
20260325 36% 0.4%
20260324 45% 0.4%
20260323 29% 0.4%
20260320 91% 0.6%
20260319 100% 0.7%
20260318 93% 0.6%