TDAY · IV Rank History

USA TODAY Co., Inc.

IV rank shows where TDAY'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.

TDAY's 30-day at-the-money implied volatility was 68.0% as of Nov 6, 2026. Its 52-week IV rank is 40 and its IV percentile is 66%: IV was lower on 66% of the past year's sessions. Over those 52 weeks it ranged from 41.6% (Jun 10, 2026) to 107.9% (Sep 10, 2026). On the 90-session window our screeners use, the IV rank is 35.

TDAY IV rank history

231 sessions

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

TDAY IV rank and implied volatility as of 2026-11-06

52-Week IV Rank
40
0 = year low, 100 = year high
IV Percentile
66%
of past-year sessions had lower IV
90-Session IV Rank
35
used by our screeners
30-Day ATM IV
68.0%
1-year average 64.9%
7-Day ATM IV
98.1%
90-session rank 41
52-Week IV High
107.9%
2026-09-10
52-Week IV Low
41.6%
2026-06-10
History Since
2025-11-24
231 sessions

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

TDAY implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Nov 2026 (to date) 74.4% 79.6% 68.0% 46
Oct 2026 72.3% 95.7% 59.2% 46
Sep 2026 70.9% 107.9% 54.1% 44
Aug 2026 62.2% 107.2% 47.2% 40
Jul 2026 62.7% 72.8% 46.3% 65
Jun 2026 53.7% 59.5% 41.6% 25
May 2026 51.1% 60.6% 45.5% 12
Apr 2026 63.9% 70.8% 58.3% 30
Mar 2026 58.9% 66.6% 54.5% 11
Feb 2026 73.9% 85.2% 60.1% 55
Jan 2026 66.2% 79.3% 57.9% 26
Dec 2025 72.6% 86.5% 59.9% 44
Nov 2025 80.3% 86.9% 72.2% —

TDAY IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-11-06 35 68.0% 98.1%
2026-11-05 37 69.0% 77.3%
2026-11-04 50 77.2% 92.0%
2026-11-03 54 79.6% 100.8%
2026-11-02 52 78.4% 92.6%
2026-10-30 41 71.9% —
2026-10-29 37 69.2% —
2026-10-28 72 90.4% —
2026-10-27 38 66.5% —
2026-10-26 50 75.1% —
2026-10-23 82 95.7% —
2026-10-22 61 82.2% —
2026-10-21 47 72.5% —
2026-10-20 77 92.5% —
2026-10-19 41 69.0% —
2026-10-16 40 67.9% —
2026-10-15 28 60.4% —
2026-10-14 31 62.0% 143.6%
2026-10-13 37 66.1% 129.9%
2026-10-12 43 70.0% 107.5%
2026-10-09 51 75.2% 86.5%
2026-10-08 38 66.9% 93.9%
2026-10-07 37 65.8% 87.2%
2026-10-06 47 72.7% 125.9%
2026-10-05 40 68.1% 80.7%
2026-10-02 27 59.2% 67.5%
2026-10-01 44 70.6% 80.0%
2026-09-30 33 63.4% —
2026-09-29 57 79.7% 102.3%
2026-09-28 62 82.6% 105.5%

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.