TXO · IV Rank History

TXO Partners, L.P.

IV rank shows where TXO'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.

TXO's 30-day at-the-money implied volatility was 40.2% as of Feb 27, 2026. Its 52-week IV rank is 9 and its IV percentile is 22%: IV was lower on 22% of the past year's sessions. Over those 52 weeks it ranged from 29.0% (Aug 27, 2025) to 148.0% (Jan 7, 2026). On the 90-session window our screeners use, the IV rank is 6.

TXO IV rank history

361 sessions

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

TXO IV rank and implied volatility as of 2026-02-27

52-Week IV Rank
9
0 = year low, 100 = year high
IV Percentile
22%
of past-year sessions had lower IV
90-Session IV Rank
6
used by our screeners
30-Day ATM IV
40.2%
1-year average 54.2%
7-Day ATM IV
43.7%
90-session rank 6
52-Week IV High
148.0%
2026-01-07
52-Week IV Low
29.0%
2025-08-27
History Since
2024-08-08
361 sessions

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

TXO implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Feb 2026 (to date) 52.2% 82.6% 34.5% 17
Jan 2026 69.8% 148.0% 36.6% 35
Dec 2025 68.2% 107.9% 40.7% 54
Nov 2025 74.1% 95.5% 33.3% 64
Oct 2025 64.4% 99.3% 42.3% 77
Sep 2025 43.0% 59.3% 31.2% 35
Aug 2025 37.3% 51.8% 29.0% 8
Jul 2025 39.2% 44.6% 35.5% 7
Jun 2025 41.3% 55.0% 34.9% 12
May 2025 52.4% 77.1% 35.6% 36
Apr 2025 68.2% 92.1% 47.9% 64
Mar 2025 48.3% 58.2% 37.4% 37
Feb 2025 50.5% 73.7% 39.7% 42
Jan 2025 45.1% 73.5% 30.1% 24
Dec 2024 51.8% 79.2% 36.4% 22
Nov 2024 42.7% 71.3% 31.4% 8
Oct 2024 58.9% 66.1% 47.1% 8
Sep 2024 65.0% 81.3% 57.7% 7
Aug 2024 88.6% 125.8% 64.6% —

TXO IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-02-27 6 40.2% 43.7%
2026-02-26 4 37.6% —
2026-02-25 17 52.6% —
2026-02-24 11 45.8% —
2026-02-23 13 48.7% —
2026-02-20 43 82.6% —
2026-02-19 12 46.8% —
2026-02-18 31 68.9% 43.7%
2026-02-13 3 34.5% 34.5%
2026-02-12 30 66.2% 44.7%
2026-02-11 14 47.5% 52.2%
2026-02-10 17 51.3% 33.3%
2026-02-05 20 55.0% —
2026-02-04 12 45.8% 45.8%
2026-02-03 22 57.2% 53.3%
2026-02-02 20 54.6% 47.2%
2026-01-30 18 52.0% 40.6%
2026-01-29 23 57.5% —
2026-01-28 19 53.4% —
2026-01-27 20 54.2% —
2026-01-26 10 42.4% —
2026-01-23 11 42.3% —
2026-01-22 10 41.4% —
2026-01-21 6 36.6% —
2026-01-20 10 40.6% —
2026-01-16 16 48.0% —
2026-01-15 15 47.2% —
2026-01-13 16 47.9% —
2026-01-12 16 47.7% 203.8%
2026-01-09 34 69.4% 185.5%

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.