VRCA (Verrica Pharmaceuticals Inc. Common Stock)

Historical IV Rank & Volatility Regime

IV Rank measures where VRCA'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 VRCA 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.

VRCA IV Rank Summary
Current
13%
Compressed — premium buying regime
30-Day Avg
33%
60-Day Avg
40%
90-Day Avg
38%
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 VRCA'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.
VRCA IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260925 13% 2.4%
20260924 14% 2.6%
20260923 11% 1.9%
20260922 8% 1.5%
20260921 9% 1.7%
20260918 11% 1.9%
20260917 9% 1.6%
20260916 11% 1.9%
20260915 7% 1.3%
20260914 20% 3.6%
20260911 13% 2.3%
20260910 10% 1.8%
20260909 15% 2.6%
20260908 10% 1.7%
20260904 8% 1.5%
20260220 0% 0.0%
20260219 0% 0.0%
20260218 0% 0.0%
20260217 0% 0.0%
20260213 36% 6.5%
20260212 34% 6.0%
20260211 68% 12.1%
20260210 100% 17.8%
20260209 98% 17.2%
20260206 89% 15.7%
20260205 84% 14.7%
20260204 82% 14.4%
20260203 80% 14.0%
20260202 77% 13.6%
20260130 73% 12.8%
20260129 71% 12.5%
20260128 70% 12.3%
20260127 68% 12.0%
20260126 66% 11.6%
20260123 61% 10.8%
20260122 60% 10.6%
20260121 59% 10.5%
20260120 60% 10.5%
20260116 49% 9.8%
20260115 48% 9.5%
20260114 47% 9.4%
20260113 47% 9.3%
20260112 46% 9.2%
20260109 44% 8.8%
20260108 43% 8.6%
20260107 43% 8.7%
20260106 42% 8.4%
20260105 42% 8.4%
20260102 40% 8.1%
20251231 40% 7.9%
20251230 40% 7.9%
20251229 40% 7.9%
20251226 38% 7.6%
20251224 37% 7.5%
20251223 38% 7.7%
20251222 38% 7.6%
20251219 36% 7.1%
20251218 35% 7.1%
20251217 35% 7.0%
20251216 36% 7.3%
20251215 36% 7.1%
20251212 34% 6.7%
20251211 34% 6.8%
20251210 34% 6.7%
20251209 34% 6.8%
20251208 33% 6.5%
20251205 32% 6.5%
20251204 33% 6.6%
20251203 34% 6.9%
20251202 33% 6.7%
20251201 32% 6.5%
20251128 34% 6.7%
20251126 34% 6.8%
20251125 34% 6.8%
20251124 35% 7.0%
20251121 0% 0.0%
20251120 0% 0.0%
20251119 0% 0.0%
20251118 0% 0.0%
20251117 0% 0.0%
20251114 0% 0.0%
20251113 0% 0.0%
20251112 33% 6.5%
20251111 31% 6.1%
20251110 30% 6.0%
20251107 88% 17.6%
20251106 84% 16.9%
20251105 81% 16.2%
20251104 79% 15.9%
20251103 75% 14.9%