VEGN · IV Rank History

US Vegan Climate ETF · ETF

IV rank shows where VEGN'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.

VEGN's 30-day at-the-money implied volatility was 23.6% as of Oct 22, 2026. Its 52-week IV rank is 68 and its IV percentile is 93%: IV was lower on 93% of the past year's sessions. Over those 52 weeks it ranged from 12.8% (Dec 24, 2025) to 28.6% (Mar 27, 2026). On the 90-session window our screeners use, the IV rank is 84.

VEGN 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).

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

52-Week IV Rank
68
0 = year low, 100 = year high
IV Percentile
93%
of past-year sessions had lower IV
90-Session IV Rank
84
used by our screeners
30-Day ATM IV
23.6%
1-year average 18.6%
52-Week IV High
28.6%
2026-03-27
52-Week IV Low
12.8%
2025-12-24
History Since
2023-05-02
842 sessions

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

VEGN implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2026 (to date) 20.7% 24.0% 18.8% 47
Sep 2026 19.2% 23.2% 16.3% 36
Aug 2026 18.2% 19.6% 17.0% 28
Jul 2026 19.8% 24.9% 16.7% 37
Jun 2026 21.6% 27.4% 14.8% 50
May 2026 16.6% 17.9% 14.6% 20
Apr 2026 18.5% 24.2% 15.4% 36
Mar 2026 23.2% 28.6% 18.3% 83
Feb 2026 17.9% 19.8% 16.2% 51
Jan 2026 15.0% 18.0% 13.5% 28
Dec 2025 14.9% 16.7% 12.8% 27
Nov 2025 18.5% 22.7% 16.0% 67
Oct 2025 16.5% 20.0% 14.1% 34
Sep 2025 14.7% 16.9% 11.9% 16
Aug 2025 15.0% 18.6% 12.9% 6
Jul 2025 15.8% 25.4% 13.9% 4
Jun 2025 17.2% 19.1% 15.5% 11
May 2025 19.6% 23.9% 16.1% 19
Apr 2025 30.7% 46.1% 21.3% 58
Mar 2025 22.3% 28.5% 17.8% 40
Feb 2025 17.2% 24.0% 13.5% 16
Jan 2025 18.4% 29.5% 14.1% 21
Dec 2024 15.8% 20.4% 13.3% 10
Nov 2024 17.1% 37.8% 13.9% 15
Oct 2024 19.9% 33.1% 16.7% 30
Sep 2024 18.6% 27.3% 14.7% 25
Aug 2024 19.4% 30.9% 13.4% 17
Jul 2024 18.4% 35.3% 13.9% 16
Jun 2024 17.2% 27.1% 15.2% 16
May 2024 16.8% 32.9% 13.1% 15
Apr 2024 18.0% 52.9% 13.7% 27
Mar 2024 13.8% 16.8% 11.8% 34
Feb 2024 12.9% 15.0% 10.7% 19
Jan 2024 13.3% 15.6% 10.8% 21
Dec 2023 13.3% 18.4% 11.7% 21
Nov 2023 14.4% 17.9% 11.0% 27
Oct 2023 19.1% 22.3% 15.0% 70
Sep 2023 15.4% 19.7% 13.1% 35
Aug 2023 16.7% 22.3% 13.1% 52
Jul 2023 14.3% 17.1% 11.7% 22
Jun 2023 15.1% 16.9% 13.7% 24
May 2023 17.9% 20.5% 13.3% 65

VEGN IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-10-22 84 23.6% —
2026-10-21 61 21.6% —
2026-10-20 51 20.7% —
2026-10-19 38 19.8% —
2026-10-16 68 22.6% —
2026-10-15 54 21.2% —
2026-10-14 31 19.8% 43.3%
2026-10-13 22 18.8% 34.6%
2026-10-12 22 18.8% 31.2%
2026-10-09 30 19.6% 23.1%
2026-10-08 38 19.6% 22.0%
2026-10-07 44 20.2% 23.9%
2026-10-06 73 24.0% 21.4%
2026-10-05 47 20.6% 20.7%
2026-10-02 43 20.1% 17.6%
2026-10-01 45 20.4% 19.7%
2026-09-30 67 23.2% 27.8%
2026-09-29 44 20.2% 19.4%
2026-09-28 43 20.1% 21.4%
2026-09-25 39 19.6% 18.4%
2026-09-24 40 19.7% —
2026-09-23 37 19.4% —
2026-09-22 29 18.4% —
2026-09-21 26 17.9% —
2026-09-18 13 16.3% —
2026-09-17 27 18.0% —
2026-09-16 42 20.0% 44.7%
2026-09-15 42 20.0% 38.7%
2026-09-14 41 19.9% 36.3%
2026-09-11 43 20.1% 29.1%

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.