SPFI · IV Rank History

South Plains Financial, Inc. Common Stock

IV rank shows where SPFI'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.

SPFI's 30-day at-the-money implied volatility was 36.9% as of Oct 16, 2026. Its 52-week IV rank is 28 and its IV percentile is 29%: IV was lower on 29% of the past year's sessions. Over those 52 weeks it ranged from 27.8% (Dec 12, 2025) to 61.0% (Nov 5, 2025). On the 90-session window our screeners use, the IV rank is 34.

SPFI 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).

SPFI IV rank and implied volatility as of 2026-10-16

52-Week IV Rank
28
0 = year low, 100 = year high
IV Percentile
29%
of past-year sessions had lower IV
90-Session IV Rank
34
used by our screeners
30-Day ATM IV
36.9%
1-year average 41.2%
52-Week IV High
61.0%
2025-11-05
52-Week IV Low
27.8%
2025-12-12
History Since
2023-06-07
806 sessions

How these are measured. Implied volatility here is SPFI'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 SPFI 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.

SPFI implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2026 (to date) 37.6% 45.4% 32.4% 36
Sep 2026 39.6% 48.0% 28.0% 44
Aug 2026 44.5% 52.5% 27.9% 59
Jul 2026 48.6% 52.5% 41.4% 68
Jun 2026 44.6% 54.7% 37.5% 54
May 2026 41.6% 48.3% 37.4% 43
Apr 2026 41.2% 50.0% 34.0% 45
Mar 2026 40.3% 57.0% 32.6% 40
Feb 2026 37.0% 50.5% 30.0% 28
Jan 2026 42.6% 52.2% 30.5% 45
Dec 2025 37.8% 51.8% 27.8% 32
Nov 2025 40.2% 61.0% 30.5% 39
Oct 2025 38.7% 59.5% 29.0% 40
Sep 2025 42.0% 53.4% 27.3% 58
Aug 2025 41.5% 52.1% 27.0% 53
Jul 2025 39.0% 54.3% 28.4% 42
Jun 2025 38.8% 50.5% 25.4% 38
May 2025 33.8% 43.8% 25.0% 20
Apr 2025 48.0% 58.2% 38.3% 57
Mar 2025 43.2% 58.0% 28.3% 46
Feb 2025 46.6% 60.8% 38.8% 56
Jan 2025 47.6% 62.8% 38.6% 61
Dec 2024 41.0% 60.8% 35.6% 41
Nov 2024 39.1% 47.1% 26.3% 35
Oct 2024 45.4% 50.9% 35.8% 52
Sep 2024 39.5% 46.1% 29.1% 32
Aug 2024 41.1% 64.5% 25.5% 31
Jul 2024 44.8% 59.2% 28.9% 36
Jun 2024 39.8% 53.9% 24.9% 17
May 2024 45.2% 52.9% 35.6% 21
Apr 2024 48.8% 76.6% 37.4% 28
Mar 2024 48.4% 67.8% 39.2% 28
Feb 2024 53.0% 89.6% 42.8% 36
Jan 2024 42.4% 54.4% 33.4% 18
Dec 2023 39.1% 49.4% 32.4% 10
Nov 2023 48.8% 72.5% 36.4% 20
Oct 2023 58.0% 89.0% 37.9% 31
Sep 2023 49.1% 70.5% 31.8% 18
Aug 2023 62.7% 116.4% 47.7% 34
Jul 2023 54.7% 82.3% 43.4% 26
Jun 2023 55.0% 88.4% 45.2% —

SPFI IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-10-16 34 36.9% —
2026-10-15 32 36.5% —
2026-10-14 32 36.6% 91.1%
2026-10-13 65 45.4% 89.7%
2026-10-12 20 33.2% 82.0%
2026-10-09 53 42.1% 55.8%
2026-10-08 17 32.4% 46.4%
2026-10-07 26 34.9% 46.3%
2026-10-06 31 36.2% 46.1%
2026-10-05 43 39.3% 36.8%
2026-10-02 45 39.9% 41.4%
2026-10-01 38 38.2% 32.6%
2026-09-30 48 40.7% 36.4%
2026-09-29 48 40.9% 39.1%
2026-09-28 1 28.0% 35.0%
2026-09-25 12 31.0% 33.4%
2026-09-24 37 37.8% —
2026-09-23 18 32.7% —
2026-09-22 45 39.9% —
2026-09-21 31 36.3% —
2026-09-18 75 48.0% —
2026-09-17 72 47.1% —
2026-09-16 18 32.8% 106.2%
2026-09-15 49 40.9% 45.5%
2026-09-14 74 47.7% 46.4%
2026-09-11 33 36.8% 45.0%
2026-09-10 61 44.2% 38.5%
2026-09-09 37 37.9% 40.8%
2026-09-08 60 43.9% 57.0%
2026-09-04 51 41.5% 35.7%

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.