TPL · IV Rank History

Texas Pacific Land Corporation

IV rank shows where TPL'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.

TPL's 30-day at-the-money implied volatility was 47.1% as of Oct 16, 2026. Its 52-week IV rank is 58 and its IV percentile is 60%: IV was lower on 60% of the past year's sessions. Over those 52 weeks it ranged from 35.0% (Dec 22, 2025) to 56.0% (Feb 23, 2026). On the 90-session window our screeners use, the IV rank is 56.

TPL 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).

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

52-Week IV Rank
58
0 = year low, 100 = year high
IV Percentile
60%
of past-year sessions had lower IV
90-Session IV Rank
56
used by our screeners
30-Day ATM IV
47.1%
1-year average 46.1%
52-Week IV High
56.0%
2026-02-23
52-Week IV Low
35.0%
2025-12-22
History Since
2024-09-23
511 sessions

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

TPL implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2026 (to date) 44.7% 47.1% 42.6% 32
Sep 2026 43.6% 45.5% 41.4% 19
Aug 2026 45.4% 49.7% 42.6% 19
Jul 2026 49.0% 51.6% 45.1% 43
Jun 2026 47.3% 50.4% 44.2% 27
May 2026 46.3% 50.3% 44.2% 44
Apr 2026 50.5% 54.1% 47.0% 74
Mar 2026 51.7% 55.5% 49.6% 80
Feb 2026 49.9% 56.0% 45.3% 91
Jan 2026 42.8% 47.9% 38.5% 56
Dec 2025 38.5% 40.7% 35.0% 14
Nov 2025 43.3% 47.9% 39.8% 47
Oct 2025 46.2% 49.0% 43.7% 70
Sep 2025 40.4% 43.8% 38.2% 21
Aug 2025 41.5% 47.5% 37.6% 3
Jul 2025 45.5% 49.9% 42.6% 7
Jun 2025 46.4% 49.2% 42.6% 10
May 2025 47.6% 56.1% 42.2% 17
Apr 2025 63.4% 86.3% 49.1% 58
Mar 2025 51.3% 59.7% 47.0% 64
Feb 2025 46.9% 49.0% 44.4% 60
Jan 2025 45.6% 49.0% 39.5% 68
Dec 2024 51.0% 55.2% 46.0% 87
Nov 2024 44.1% 50.1% 37.9% 82
Oct 2024 38.9% 43.3% 34.8% 98
Sep 2024 32.0% 33.9% 25.6% —

TPL IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-10-16 56 47.1% —
2026-10-15 42 45.7% —
2026-10-14 40 45.5% 52.1%
2026-10-13 43 45.8% 46.4%
2026-10-12 26 44.1% —
2026-10-09 24 43.9% 40.2%
2026-10-08 36 45.1% 41.7%
2026-10-07 12 42.6% 41.2%
2026-10-06 12 42.6% 40.5%
2026-10-05 27 44.1% 42.4%
2026-10-02 37 45.2% 38.7%
2026-10-01 31 44.6% 41.5%
2026-09-30 31 44.6% 43.9%
2026-09-29 41 45.5% 44.5%
2026-09-28 38 45.2% 45.1%
2026-09-25 33 44.7% 42.8%
2026-09-24 26 44.0% —
2026-09-23 23 43.7% —
2026-09-22 30 44.4% —
2026-09-21 21 43.5% —
2026-09-18 4 41.8% —
2026-09-17 0 41.4% —
2026-09-16 3 42.1% 57.8%
2026-09-15 32 44.9% 56.3%
2026-09-14 16 43.4% 48.2%
2026-09-11 29 44.6% 41.3%
2026-09-10 18 43.6% 42.2%
2026-09-09 19 43.6% 45.7%
2026-09-08 13 43.1% 44.1%
2026-09-04 0 41.8% 40.2%

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.