SPWR · IV Rank History

SunPower Inc. Common Stock

IV rank shows where SPWR'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.

SPWR's 30-day at-the-money implied volatility was 367.4% as of Aug 7, 2024. Its 52-week IV rank is 70 and its IV percentile is 98%: IV was lower on 98% of the past year's sessions. Over those 52 weeks it ranged from 54.2% (Sep 1, 2023) to 502.4% (Aug 5, 2024). On the 90-session window our screeners use, the IV rank is 67.

SPWR IV rank history

304 sessions

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

SPWR IV rank and implied volatility as of 2024-08-07

52-Week IV Rank
70
0 = year low, 100 = year high
IV Percentile
98%
of past-year sessions had lower IV
90-Session IV Rank
67
used by our screeners
30-Day ATM IV
367.4%
1-year average 120.2%
7-Day ATM IV
367.4%
90-session rank 81
52-Week IV High
502.4%
2024-08-05
52-Week IV Low
54.2%
2023-09-01
History Since
2023-05-02
304 sessions

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

SPWR implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Aug 2024 (to date) 368.3% 502.4% 221.5% 77
Jul 2024 193.4% 354.6% 121.1% 55
Jun 2024 145.7% 187.7% 113.0% 36
May 2024 128.2% 186.3% 95.5% 25
Apr 2024 119.7% 128.4% 103.6% 25
Mar 2024 98.1% 114.3% 88.9% 12
Feb 2024 169.9% 246.1% 104.5% 30
Jan 2024 152.3% 215.6% 102.1% 28
Dec 2023 96.2% 126.5% 68.7% 12
Nov 2023 92.6% 401.4% 72.4% 15
Oct 2023 92.3% 107.3% 80.4% 95
Sep 2023 61.0% 70.6% 54.2% 25
Aug 2023 63.2% 68.0% 57.4% 19
Jul 2023 73.1% 81.1% 65.2% 68
Jun 2023 61.2% 65.8% 59.2% 7
May 2023 66.7% 78.5% 63.1% 30

SPWR IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2024-08-07 67 367.4% 367.4%
2024-08-06 86 443.4% 434.7%
2024-08-05 100 502.4% —
2024-08-02 82 306.8% 306.8%
2024-08-01 50 221.5% 221.5%
2024-07-31 63 256.6% 265.9%
2024-07-29 50 222.3% —
2024-07-26 63 256.5% 344.9%
2024-07-25 71 277.0% 332.0%
2024-07-24 67 267.4% 388.1%
2024-07-23 71 278.6% 391.4%
2024-07-22 51 223.4% —
2024-07-19 100 354.6% 354.6%
2024-07-18 100 195.5% 223.6%
2024-07-17 33 121.2% 127.1%
2024-07-16 33 121.1% —
2024-07-15 36 124.3% 121.8%
2024-07-12 38 126.6% 133.1%
2024-07-10 47 134.9% 128.8%
2024-07-09 83 171.2% 162.5%
2024-07-05 49 137.6% 179.1%
2024-07-03 35 141.8% 118.9%
2024-07-02 30 134.4% 124.6%
2024-07-01 26 129.3% 116.9%
2024-06-28 25 127.5% 105.7%
2024-06-27 17 116.1% 123.3%
2024-06-26 27 130.7% 120.7%
2024-06-25 21 121.6% 178.7%
2024-06-24 29 135.3% 109.8%
2024-06-21 15 113.0% 135.9%

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.