WEN (The Wendy's Company)

Historical IV Rank & Volatility Regime

IV Rank measures where WEN'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 WEN 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.

WEN IV Rank Summary
Current
20%
Compressed — premium buying regime
30-Day Avg
20%
60-Day Avg
30%
90-Day Avg
39%
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 WEN'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.
WEN IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260921 20% 0.8%
20260918 46% 1.2%
20260917 65% 1.4%
20260916 58% 1.3%
20260915 16% 0.8%
20260914 51% 1.2%
20260911 17% 0.8%
20260910 21% 0.8%
20260909 22% 0.9%
20260908 24% 0.9%
20260904 22% 0.8%
20260903 16% 0.8%
20260902 14% 0.7%
20260901 26% 0.9%
20260831 25% 0.9%
20260828 13% 0.7%
20260827 6% 0.6%
20260826 1% 0.6%
20260825 0% 0.6%
20260824 0% 0.7%
20260821 18% 0.9%
20260820 7% 0.8%
20260819 19% 0.9%
20260818 20% 1.0%
20260817 11% 0.8%
20260814 4% 0.8%
20260813 7% 0.8%
20260812 0% 0.7%
20260811 26% 1.1%
20260810 10% 0.9%
20260806 28% 1.1%
20260805 23% 1.0%
20260804 22% 1.0%
20260803 26% 1.1%
20260731 13% 0.9%
20260730 36% 1.2%
20260729 16% 1.0%
20260728 21% 1.0%
20260727 18% 1.0%
20260724 42% 1.2%
20260723 40% 1.2%
20260722 36% 1.2%
20260721 20% 1.0%
20260720 22% 1.0%
20260716 45% 1.3%
20260715 23% 1.0%
20260714 33% 1.1%
20260713 31% 1.1%
20260710 43% 1.3%
20260709 44% 1.3%
20260708 42% 1.2%
20260707 45% 1.3%
20260706 42% 1.2%
20260702 59% 1.4%
20260701 53% 1.4%
20260630 57% 1.4%
20260629 57% 1.4%
20260626 84% 1.7%
20260625 84% 1.7%
20260624 100% 1.9%
20260623 66% 1.4%
20260622 74% 1.5%
20260618 66% 1.4%
20260617 50% 1.2%
20260616 85% 1.6%
20260615 45% 1.2%
20260613 59% 1.3%
20260612 58% 1.3%
20260611 89% 1.7%
20260610 29% 1.0%
20260609 48% 1.2%
20260608 40% 1.1%
20260605 27% 1.0%
20260604 85% 1.6%
20260603 92% 1.7%
20260602 79% 1.6%
20260601 75% 1.5%
20260529 97% 1.8%
20260528 76% 1.5%
20260527 71% 1.5%
20260526 69% 1.4%
20260522 27% 1.0%
20260521 43% 1.2%
20260520 43% 1.1%
20260519 25% 1.0%
20260518 28% 1.0%
20260515 37% 1.1%
20260514 32% 1.0%
20260513 36% 1.1%