VRN (Veren Inc.)
Historical IV Rank & Volatility Regime
IV Rank measures where VRN'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 VRN 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.
VRN IV Rank Summary
Current
0%
Compressed — premium buying regime
30-Day Avg
64%
60-Day Avg
56%
90-Day Avg
45%
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 VRN'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.
VRN IV Rank — Last 90 Trading Days
| Date | IV Rank | Avg IV |
|---|---|---|
| 20250513 | 0% | 0.0% |
| 20250512 | 25% | 1.0% |
| 20250509 | 14% | 0.7% |
| 20250508 | 23% | 0.9% |
| 20250507 | 18% | 0.8% |
| 20250506 | 13% | 0.7% |
| 20250505 | 18% | 0.8% |
| 20250502 | 85% | 2.5% |
| 20250501 | 71% | 2.2% |
| 20250430 | 100% | 2.9% |
| 20250429 | 100% | 2.5% |
| 20250428 | 92% | 2.0% |
| 20250425 | 86% | 1.9% |
| 20250424 | 98% | 2.1% |
| 20250423 | 84% | 1.9% |
| 20250422 | 85% | 1.9% |
| 20250421 | 93% | 2.0% |
| 20250417 | 80% | 1.8% |
| 20250415 | 64% | 1.5% |
| 20250414 | 57% | 1.4% |
| 20250411 | 57% | 1.4% |
| 20250410 | 68% | 1.6% |
| 20250409 | 55% | 1.3% |
| 20250408 | 98% | 2.1% |
| 20250407 | 100% | 2.2% |
| 20250404 | 89% | 1.8% |
| 20250403 | 81% | 1.7% |
| 20250402 | 41% | 1.0% |
| 20250401 | 57% | 1.3% |
| 20250331 | 71% | 1.5% |
| 20250328 | 66% | 1.4% |
| 20250327 | 51% | 1.2% |
| 20250326 | 59% | 1.3% |
| 20250325 | 45% | 1.1% |
| 20250324 | 59% | 1.3% |
| 20250321 | 64% | 1.4% |
| 20250320 | 54% | 1.2% |
| 20250319 | 50% | 1.2% |
| 20250318 | 41% | 1.0% |
| 20250317 | 51% | 1.2% |
| 20250314 | 37% | 0.9% |
| 20250313 | 45% | 1.1% |
| 20250312 | 44% | 1.1% |
| 20250311 | 41% | 1.0% |
| 20250310 | 50% | 1.2% |
| 20250307 | 47% | 1.1% |
| 20250305 | 45% | 1.1% |
| 20250304 | 70% | 1.5% |
| 20250303 | 52% | 1.2% |
| 20250228 | 31% | 0.9% |
| 20250227 | 48% | 1.1% |
| 20250226 | 48% | 1.1% |
| 20250225 | 47% | 1.1% |
| 20250224 | 47% | 1.1% |
| 20250221 | 66% | 1.4% |
| 20250219 | 7% | 0.4% |
| 20250218 | 30% | 0.8% |
| 20250214 | 50% | 1.2% |
| 20250213 | 32% | 0.9% |
| 20250212 | 33% | 0.9% |
| 20250211 | 22% | 0.7% |
| 20250210 | 43% | 1.1% |
| 20250207 | 27% | 0.8% |
| 20250206 | 29% | 0.8% |
| 20250205 | 5% | 0.4% |
| 20250204 | 45% | 1.1% |
| 20250203 | 26% | 0.8% |
| 20250131 | 18% | 0.6% |
| 20250130 | 13% | 0.5% |
| 20250129 | 5% | 0.4% |
| 20250128 | 38% | 1.0% |
| 20250127 | 38% | 1.0% |
| 20250124 | 0% | 0.3% |
| 20250123 | 37% | 1.0% |
| 20250122 | 0% | 0.5% |
| 20250121 | 0% | 0.5% |
| 20250117 | 11% | 0.7% |
| 20250116 | 13% | 0.8% |
| 20250115 | 19% | 0.8% |
| 20250114 | 20% | 0.9% |
| 20250113 | 0% | 0.6% |
| 20250110 | 0% | 0.7% |
| 20250108 | 0% | 0.8% |
| 20250107 | 2% | 0.8% |
| 20250106 | 0% | 0.8% |
| 20250103 | 100% | 2.0% |
| 20250102 | 50% | 1.8% |
| 20241231 | 62% | 1.8% |
| 20241230 | 65% | 1.9% |
| 20241227 | 57% | 1.7% |