WNS · IV Rank History

WNS (Holdings) Limited

IV rank shows where WNS'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.

WNS's 30-day at-the-money implied volatility was 21.9% as of Oct 16, 2025. Its 52-week IV rank is 23 and its IV percentile is 19%: IV was lower on 19% of the past year's sessions. Over those 52 weeks it ranged from 3.8% (Jul 24, 2025) to 82.1% (Apr 7, 2025). On the 90-session window our screeners use, the IV rank is 33.

WNS IV rank history

504 sessions

Filled line: 90-session IV rank (0–100, left axis). Dashed line: 30-day at-the-money implied volatility (right axis).

WNS IV rank and implied volatility as of 2025-10-16

52-Week IV Rank
23
0 = year low, 100 = year high
IV Percentile
19%
of past-year sessions had lower IV
90-Session IV Rank
33
used by our screeners
30-Day ATM IV
21.9%
1-year average 39.5%
52-Week IV High
82.1%
2025-04-07
52-Week IV Low
3.8%
2025-07-24
History Since
2023-05-02
588 sessions

How these are measured. Implied volatility here is WNS'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.

A high reading means WNS 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.

WNS implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2025 (to date) 23.0% 38.4% 15.3% 35
Sep 2025 22.4% 31.2% 11.8% 30
Aug 2025 14.1% 20.0% 8.8% 14
Jul 2025 20.7% 54.9% 3.8% 17
Jun 2025 52.0% 58.5% 46.1% 37
May 2025 56.3% 70.0% 42.0% 46
Apr 2025 56.7% 82.1% 46.8% 56
Mar 2025 45.5% 53.8% 38.4% 60
Feb 2025 37.6% 41.3% 34.6% 20
Jan 2025 45.1% 52.0% 35.5% 54
Dec 2024 48.9% 52.6% 45.5% 73
Nov 2024 42.1% 47.3% 33.5% 44
Oct 2024 47.8% 55.2% 40.2% 69
Sep 2024 45.5% 54.8% 41.3% 57
Aug 2024 41.6% 54.8% 31.9% 35
Jul 2024 42.8% 48.9% 38.9% 38
Jun 2024 41.7% 48.4% 33.3% 35
May 2024 37.6% 46.3% 29.0% 23
Apr 2024 49.8% 65.3% 40.2% 74
Mar 2024 38.7% 47.5% 32.1% 48
Feb 2024 44.5% 50.4% 36.0% 69
Jan 2024 38.8% 47.5% 30.1% 48
Dec 2023 37.7% 51.6% 25.5% 43
Nov 2023 42.2% 53.0% 35.1% 70
Oct 2023 38.4% 46.3% 31.3% 65
Sep 2023 31.8% 35.7% 26.8% 32
Aug 2023 34.7% 45.0% 29.1% 47
Jul 2023 32.8% 42.7% 25.5% 36
Jun 2023 35.2% 45.1% 27.3% 46
May 2023 35.9% 41.9% 29.1% —

WNS IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2025-10-16 33 21.9% —
2025-10-15 21 15.3% 161.2%
2025-10-14 21 15.4% 75.6%
2025-10-13 28 19.2% 64.5%
2025-10-10 34 22.2% 58.4%
2025-10-09 42 26.8% 66.6%
2025-10-08 26 18.2% 30.7%
2025-10-07 36 23.3% 39.9%
2025-10-06 33 21.8% 49.0%
2025-10-03 46 28.7% 44.6%
2025-10-02 39 24.9% 35.1%
2025-10-01 63 38.4% 40.8%
2025-09-30 48 30.1% 48.2%
2025-09-29 36 23.5% 27.2%
2025-09-26 36 23.3% 23.3%
2025-09-25 45 28.4% —
2025-09-24 43 27.5% —
2025-09-23 32 23.4% —
2025-09-22 43 30.6% —
2025-09-19 33 25.8% —
2025-09-18 31 24.2% —
2025-09-17 14 13.1% 46.4%
2025-09-16 37 28.1% 45.0%
2025-09-15 26 20.9% 18.8%
2025-09-12 21 17.4% 34.0%
2025-09-11 18 16.0% 30.8%
2025-09-10 12 11.8% 18.6%
2025-09-09 23 19.2% 28.3%
2025-09-08 41 31.2% 17.2%
2025-09-05 29 23.2% 42.0%

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.