VHC (VirnetX Holding Corp Common Stock)

Historical IV Rank & Volatility Regime

IV Rank measures where VHC's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on VHC are priced rich or cheap relative to its own recent regime.

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.

VHC IV Rank Summary
Current
0%
Compressed — premium buying regime
30-Day Avg
36%
60-Day Avg
18%
90-Day Avg
12%
90-Day Low
0%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in VHC's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
VHC IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20240621 0% 0.0%
20240620 0% 0.0%
20240618 0% 0.0%
20240617 0% 0.0%
20240614 0% 0.0%
20240613 0% 0.0%
20240611 0% 0.0%
20240610 0% 0.0%
20240607 100% 19.5%
20240606 99% 18.3%
20240605 100% 18.6%
20240604 100% 18.6%
20240603 87% 14.7%
20240531 100% 16.8%
20240530 100% 16.4%
20240529 100% 16.1%
20240528 100% 15.8%
20240524 100% 14.6%
20240523 100% 14.4%
20240522 0% 0.0%
20240521 0% 0.0%
20240510 0% 0.0%
20240509 0% 0.0%
20240508 0% 0.0%
20240507 0% 0.0%
20240506 0% 0.0%
20240503 0% 0.0%
20240502 0% 0.0%
20240501 0% 0.0%
20240430 0% 0.0%
20240429 0% 0.0%
20240426 0% 0.0%
20240425 0% 0.0%
20240424 0% 0.0%
20240423 0% 0.0%
20240422 0% 0.0%
20240419 0% 0.0%
20240418 0% 0.0%
20240417 0% 0.0%
20240416 0% 0.0%
20240415 0% 0.0%
20240412 0% 0.0%
20240411 0% 0.0%
20240410 0% 0.0%
20240409 0% 0.0%
20240408 0% 0.0%
20240405 0% 0.0%
20240404 0% 0.0%
20240403 0% 0.0%
20240402 0% 0.0%
20240401 0% 0.0%
20240328 0% 0.0%
20240327 0% 0.0%
20240326 0% 0.0%
20240325 0% 0.0%
20240322 0% 0.0%
20240321 0% 0.0%
20240320 0% 0.0%
20240319 0% 0.0%
20240318 0% 0.0%
20240315 0% 0.0%
20240314 0% 0.0%
20240313 0% 0.0%
20240312 0% 0.0%
20240311 0% 0.0%
20240308 0% 0.0%
20240307 0% 0.0%
20240306 0% 0.0%
20240305 0% 0.0%
20240304 0% 0.0%
20240301 0% 0.0%
20240229 0% 0.0%
20240228 0% 0.0%
20240227 0% 0.0%
20240226 0% 0.0%
20240223 0% 0.0%
20240222 0% 0.0%
20240221 0% 0.0%
20240220 0% 0.0%
20240216 0% 0.0%
20240215 0% 0.0%
20240214 0% 0.0%
20240213 0% 0.0%
20240212 0% 0.0%
20240209 0% 0.0%
20240208 0% 0.0%
20240207 0% 0.0%
20240206 0% 0.0%
20240205 0% 0.0%
20240202 0% 0.0%