STXE · IV Rank History

Strive Emerging Markets Ex-China ETF · ETF

IV rank shows where STXE'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.

STXE's 30-day at-the-money implied volatility was 33.1% as of Oct 22, 2026. Its 52-week IV rank is 45 and its IV percentile is 49%: IV was lower on 49% of the past year's sessions. Over those 52 weeks it ranged from 14.9% (Oct 29, 2025) to 55.1% (Mar 6, 2026). On the 90-session window our screeners use, the IV rank is 48.

STXE IV rank history

367 sessions

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

STXE IV rank and implied volatility as of 2026-10-22

52-Week IV Rank
45
0 = year low, 100 = year high
IV Percentile
49%
of past-year sessions had lower IV
90-Session IV Rank
48
used by our screeners
30-Day ATM IV
33.1%
1-year average 33.2%
52-Week IV High
55.1%
2026-03-06
52-Week IV Low
14.9%
2025-10-29
History Since
2025-05-07
367 sessions

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

STXE implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2026 (to date) 30.2% 33.1% 26.8% 30
Sep 2026 30.4% 38.8% 24.6% 28
Aug 2026 31.8% 36.9% 27.4% 27
Jul 2026 36.8% 42.0% 32.1% 40
Jun 2026 35.8% 44.1% 29.7% 34
May 2026 31.8% 39.8% 26.7% 26
Apr 2026 36.7% 47.3% 30.9% 43
Mar 2026 44.5% 55.1% 36.2% 72
Feb 2026 36.4% 52.2% 25.8% 59
Jan 2026 31.7% 50.4% 23.0% 69
Dec 2025 33.1% 38.1% 26.0% 80
Nov 2025 22.1% 24.3% 16.1% 32
Oct 2025 21.6% 38.1% 13.4% 28
Sep 2025 18.2% 26.3% 13.0% 17
Aug 2025 16.7% 22.3% 13.1% 12
Jul 2025 34.6% 43.9% 13.8% 64
Jun 2025 30.0% 44.3% 18.5% 39
May 2025 31.1% 41.5% 25.4% —

STXE IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-10-22 48 33.1% —
2026-10-21 31 30.1% —
2026-10-20 37 31.1% —
2026-10-19 32 30.2% —
2026-10-16 33 30.4% —
2026-10-15 25 29.5% —
2026-10-14 24 29.2% 64.7%
2026-10-13 11 26.8% 74.2%
2026-10-12 15 27.5% 69.7%
2026-10-09 30 30.4% 56.5%
2026-10-08 37 31.9% 51.2%
2026-10-07 36 31.6% 51.0%
2026-10-06 30 30.4% 40.3%
2026-10-05 31 30.7% 38.3%
2026-10-02 29 30.3% 33.4%
2026-10-01 31 30.7% 32.9%
2026-09-30 34 31.2% 33.5%
2026-09-29 29 30.2% 30.5%
2026-09-28 47 33.7% 39.1%
2026-09-25 24 29.3% 29.2%
2026-09-24 30 30.4% —
2026-09-23 27 29.8% —
2026-09-22 19 28.3% —
2026-09-21 15 27.6% —
2026-09-18 59 36.1% —
2026-09-17 73 38.8% —
2026-09-16 26 29.6% 139.6%
2026-09-15 42 32.8% 121.3%
2026-09-14 54 35.1% 95.0%
2026-09-11 24 29.2% 48.6%

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.