VRM · IV Rank History
Vroom, Inc. Common Stock
IV rank shows where VRM'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.
VRM's 30-day at-the-money implied volatility was 122.0% as of Jan 19, 2024. On the 90-session window our screeners use, the IV rank is 10.
VRM IV rank history
144 sessionsFilled line: 90-session IV rank (0–100, left axis). Dashed line: 30-day at-the-money implied volatility (right axis).
VRM IV rank and implied volatility as of 2024-01-19
How these are measured. Implied volatility here is VRM'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; there isn't a full year of history for VRM yet, so only the 90-session measures are shown.
A high reading means VRM 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.
VRM implied volatility by month
| Month | Avg ATM IV | High | Low | Avg IV Rank (90-session) |
|---|---|---|---|---|
| Jan 2024 (to date) | 128.3% | 174.4% | 112.5% | 12 |
| Dec 2023 | 124.2% | 154.0% | 102.9% | 11 |
| Nov 2023 | 153.6% | 332.1% | 91.7% | 20 |
| Oct 2023 | 138.5% | 389.2% | 116.5% | 19 |
| Sep 2023 | 110.2% | 123.1% | 97.5% | 14 |
| Aug 2023 | 128.0% | 160.8% | 103.6% | 21 |
| Jul 2023 | 157.5% | 185.9% | 127.3% | 32 |
| Jun 2023 | 197.6% | 336.6% | 87.5% | 32 |
| May 2023 | 126.8% | 194.3% | 71.9% | — |
VRM IV rank: last 30 sessions
| Date | IV Rank (90-session) | 30-Day ATM IV | 7-Day ATM IV |
|---|---|---|---|
| 2024-01-19 | 10 | 122.0% | 117.8% |
| 2024-01-18 | 12 | 128.7% | 126.4% |
| 2024-01-17 | 9 | 118.0% | 169.8% |
| 2024-01-16 | 7 | 112.5% | 135.4% |
| 2024-01-12 | 10 | 120.7% | 132.3% |
| 2024-01-11 | 11 | 123.7% | 147.8% |
| 2024-01-09 | 8 | 116.4% | 118.6% |
| 2024-01-08 | 13 | 128.9% | 123.3% |
| 2024-01-05 | 12 | 128.5% | 121.1% |
| 2024-01-04 | 28 | 174.4% | 133.7% |
| 2024-01-03 | 13 | 131.2% | 142.6% |
| 2024-01-02 | 15 | 135.0% | 135.9% |
| 2023-12-29 | 11 | 124.7% | 85.3% |
| 2023-12-28 | 13 | 129.3% | 119.0% |
| 2023-12-27 | 15 | 136.9% | 131.2% |
| 2023-12-26 | 21 | 154.0% | 155.1% |
| 2023-12-20 | 4 | 102.9% | 102.9% |
| 2023-12-19 | 4 | 103.3% | — |
| 2023-12-18 | 11 | 123.9% | 157.0% |
| 2023-12-15 | 16 | 138.0% | 138.0% |
| 2023-12-13 | 9 | 117.7% | 169.1% |
| 2023-12-08 | 6 | 109.6% | 109.6% |
| 2023-12-01 | 11 | 125.7% | 125.7% |
| 2023-11-30 | 36 | 199.0% | 133.0% |
| 2023-11-29 | 15 | 136.7% | 136.7% |
| 2023-11-28 | 0 | 91.7% | 103.3% |
| 2023-11-27 | 0 | 98.2% | — |
| 2023-11-22 | 9 | 122.6% | — |
| 2023-11-21 | 6 | 114.3% | 418.9% |
| 2023-11-17 | 59 | 270.2% | 270.2% |
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