STR · IV Rank History

Sitio Royalties Corp.

IV rank shows where STR'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.

STR's 30-day at-the-money implied volatility was 33.7% as of Aug 18, 2025. Its 52-week IV rank is 11 and its IV percentile is 28%: IV was lower on 28% of the past year's sessions. Over those 52 weeks it ranged from 22.4% (Jun 14, 2024) to 124.1% (Apr 8, 2025). On the 90-session window our screeners use, the IV rank is 8.

STR 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).

STR IV rank and implied volatility as of 2025-08-18

52-Week IV Rank
11
0 = year low, 100 = year high
IV Percentile
28%
of past-year sessions had lower IV
90-Session IV Rank
8
used by our screeners
30-Day ATM IV
33.7%
1-year average 40.3%
52-Week IV High
124.1%
2025-04-08
52-Week IV Low
22.4%
2024-06-14
History Since
2023-05-02
519 sessions

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

STR implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Aug 2025 (to date) 44.3% 86.9% 33.5% 19
Jul 2025 41.2% 70.3% 34.5% 16
Jun 2025 36.2% 53.6% 26.0% 10
May 2025 40.4% 67.1% 30.4% 15
Apr 2025 59.6% 124.1% 33.8% 42
Mar 2025 38.1% 47.8% 29.2% 27
Feb 2025 37.1% 65.8% 26.4% 26
Jan 2025 36.7% 55.3% 27.8% 25
Dec 2024 44.5% 75.0% 28.0% 40
Nov 2024 35.3% 45.6% 24.2% 21
Oct 2024 38.6% 59.9% 28.7% 30
Sep 2024 39.1% 47.0% 31.5% 32
Aug 2024 40.5% 75.6% 24.5% 37
Jul 2024 38.9% 60.3% 26.4% 41
Jun 2024 33.9% 64.6% 22.4% 31
May 2024 33.8% 46.4% 21.6% 34
Apr 2024 35.1% 52.8% 21.2% 38
Mar 2024 28.4% 38.6% 21.6% 16
Feb 2024 38.6% 57.9% 30.1% 50
Jan 2024 31.3% 37.5% 27.9% 35
Dec 2023 28.2% 32.7% 24.3% 21
Nov 2023 29.7% 37.7% 23.5% 27
Oct 2023 36.4% 45.8% 28.3% 63
Sep 2023 30.0% 36.8% 25.2% 22
Aug 2023 30.4% 36.5% 27.7% 17
Jul 2023 33.5% 38.1% 29.8% 33
Jun 2023 31.3% 36.5% 27.1% 11
May 2023 39.6% 46.1% 36.6% 1

STR IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2025-08-18 8 33.7% —
2025-08-15 8 33.5% —
2025-08-14 10 35.6% —
2025-08-13 8 33.5% —
2025-08-11 17 43.0% 68.8%
2025-08-08 20 45.7% 71.1%
2025-08-07 20 45.4% 68.6%
2025-08-06 17 42.3% 63.9%
2025-08-05 18 43.5% 51.9%
2025-08-04 62 86.9% 86.9%
2025-08-01 18 44.0% 52.8%
2025-07-30 17 42.9% 47.5%
2025-07-29 17 42.9% 48.2%
2025-07-28 14 39.3% —
2025-07-25 16 41.5% 41.5%
2025-07-24 15 40.4% —
2025-07-23 16 41.3% —
2025-07-22 11 37.2% —
2025-07-21 12 38.1% —
2025-07-18 14 39.6% —
2025-07-17 14 39.4% —
2025-07-16 9 34.5% 57.9%
2025-07-15 11 37.3% 52.9%
2025-07-14 16 42.1% 76.4%
2025-07-11 45 70.3% 70.3%
2025-07-07 9 35.1% 38.6%
2025-07-02 12 37.9% —
2025-06-30 11 37.2% —
2025-06-27 11 36.5% 34.9%
2025-06-25 28 53.6% —

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.