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
100%
Elevated — premium selling regime
30-Day Avg
48%
60-Day Avg
33%
90-Day Avg
35%
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 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
20260901 100% 1.0%
20260831 96% 1.0%
20260828 78% 0.9%
20260827 91% 0.9%
20260826 100% 1.0%
20260825 62% 0.8%
20260824 63% 0.8%
20260821 68% 0.8%
20260820 51% 0.7%
20260819 59% 0.8%
20260818 57% 0.7%
20260817 63% 0.8%
20260814 53% 0.7%
20260813 41% 0.7%
20260812 34% 0.6%
20260811 46% 0.7%
20260810 37% 0.6%
20260806 48% 0.7%
20260805 32% 0.6%
20260804 28% 0.6%
20260803 41% 0.7%
20260731 28% 0.6%
20260730 21% 0.5%
20260729 34% 0.6%
20260728 19% 0.5%
20260727 30% 0.6%
20260724 10% 0.5%
20260723 16% 0.5%
20260722 8% 0.5%
20260721 16% 0.5%
20260720 9% 0.5%
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%