VNO (Vornado Realty Trust)

Historical IV Rank & Volatility Regime

IV Rank measures where VNO'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 VNO 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.

VNO IV Rank Summary
Current
6%
Compressed — premium buying regime
30-Day Avg
18%
60-Day Avg
29%
90-Day Avg
28%
90-Day Low
0%
90-Day High
68%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in VNO'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.
VNO IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260716 6% 0.5%
20260715 9% 0.5%
20260714 3% 0.4%
20260713 6% 0.5%
20260710 3% 0.5%
20260709 0% 0.4%
20260708 0% 0.5%
20260707 7% 0.5%
20260706 1% 0.5%
20260702 60% 0.9%
20260701 47% 0.8%
20260630 37% 0.7%
20260629 39% 0.7%
20260626 25% 0.6%
20260625 20% 0.6%
20260624 17% 0.6%
20260623 22% 0.6%
20260622 26% 0.6%
20260618 17% 0.6%
20260617 32% 0.7%
20260616 25% 0.6%
20260615 29% 0.7%
20260613 24% 0.6%
20260612 25% 0.6%
20260611 13% 0.6%
20260610 22% 0.6%
20260609 13% 0.6%
20260608 6% 0.5%
20260605 7% 0.5%
20260604 0% 0.5%
20260603 0% 0.5%
20260602 68% 1.0%
20260601 67% 1.0%
20260529 55% 0.9%
20260528 56% 0.9%
20260527 50% 0.9%
20260526 53% 0.9%
20260522 52% 0.9%
20260521 45% 0.8%
20260520 50% 0.8%
20260519 52% 0.9%
20260518 42% 0.8%
20260515 31% 0.7%
20260514 27% 0.7%
20260513 40% 0.7%
20260512 37% 0.7%
20260511 48% 0.8%
20260510 32% 0.7%
20260508 30% 0.7%
20260507 24% 0.7%
20260506 24% 0.7%
20260505 25% 0.7%
20260504 32% 0.7%
20260502 46% 0.9%
20260501 43% 0.8%
20260430 37% 0.8%
20260429 60% 1.0%
20260428 36% 0.8%
20260427 35% 0.8%
20260424 29% 0.7%
20260423 35% 0.8%
20260422 35% 0.8%
20260421 34% 0.7%
20260420 21% 0.6%
20260417 22% 0.6%
20260416 22% 0.6%
20260415 14% 0.6%
20260414 14% 0.6%
20260413 14% 0.6%
20260410 11% 0.5%
20260409 18% 0.6%
20260408 21% 0.6%
20260407 16% 0.6%
20260406 16% 0.6%
20260402 13% 0.6%
20260401 47% 0.9%
20260331 33% 0.7%
20260330 36% 0.8%
20260327 42% 0.8%
20260326 32% 0.7%
20260325 27% 0.7%
20260324 23% 0.7%
20260323 31% 0.7%
20260320 29% 0.7%
20260319 22% 0.6%
20260318 29% 0.7%
20260317 24% 0.7%
20260316 29% 0.7%
20260313 21% 0.6%
20260312 16% 0.6%