XENE · IV Rank History

Xenon Pharmaceuticals Inc

IV rank shows where XENE'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.

XENE's 30-day at-the-money implied volatility was 50.5% as of Oct 8, 2026. Its 52-week IV rank is 9 and its IV percentile is 39%: IV was lower on 39% of the past year's sessions. Over those 52 weeks it ranged from 38.5% (May 18, 2026) to 176.1% (Feb 20, 2026). On the 90-session window our screeners use, the IV rank is 30.

XENE 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).

XENE IV rank and implied volatility as of 2026-10-08

52-Week IV Rank
9
0 = year low, 100 = year high
IV Percentile
39%
of past-year sessions had lower IV
90-Session IV Rank
30
used by our screeners
30-Day ATM IV
50.5%
1-year average 68.3%
7-Day ATM IV
57.7%
90-session rank 27
52-Week IV High
176.1%
2026-02-20
52-Week IV Low
38.5%
2026-05-18
History Since
2023-05-02
828 sessions

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

XENE implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2026 (to date) 51.0% 53.4% 46.6% 32
Sep 2026 48.8% 56.4% 43.3% 29
Aug 2026 49.2% 61.9% 40.9% 31
Jul 2026 59.2% 73.5% 48.0% 38
Jun 2026 46.4% 49.9% 40.5% 6
May 2026 48.1% 62.0% 38.5% 6
Apr 2026 49.1% 54.0% 41.7% 6
Mar 2026 75.0% 174.2% 40.3% 24
Feb 2026 154.3% 176.1% 113.0% 96
Jan 2026 83.3% 108.9% 52.4% 58
Dec 2025 97.3% 113.5% 87.8% 88
Nov 2025 63.5% 90.4% 52.7% 75
Oct 2025 54.3% 66.8% 48.2% 59
Sep 2025 50.0% 59.6% 40.1% 45
Aug 2025 50.1% 62.8% 40.0% 19
Jul 2025 54.2% 61.4% 43.3% 20
Jun 2025 49.1% 63.9% 40.2% 15
May 2025 54.2% 71.8% 34.1% 17
Apr 2025 95.0% 132.0% 65.2% 66
Mar 2025 65.5% 76.8% 59.2% 84
Feb 2025 54.8% 62.0% 46.5% 52
Jan 2025 55.3% 62.6% 42.9% 54
Dec 2024 58.4% 66.6% 48.2% 69
Nov 2024 48.4% 57.8% 42.3% 24
Oct 2024 50.5% 60.0% 43.4% 30
Sep 2024 52.5% 64.4% 43.1% 36
Aug 2024 55.3% 65.5% 44.9% 46
Jul 2024 58.6% 66.5% 49.6% 61
Jun 2024 58.4% 68.8% 43.7% 65
May 2024 54.1% 61.9% 47.6% 49
Apr 2024 53.4% 58.9% 43.9% 40
Mar 2024 52.9% 64.9% 47.6% 16
Feb 2024 48.5% 66.0% 35.6% 12
Jan 2024 58.3% 73.4% 39.2% 16
Dec 2023 58.9% 65.2% 49.1% 18
Nov 2023 113.2% 139.9% 56.7% 80
Oct 2023 81.0% 105.9% 65.0% 85
Sep 2023 59.7% 72.4% 40.9% 72
Aug 2023 55.4% 61.2% 50.2% 70
Jul 2023 52.4% 64.3% 47.6% 61
Jun 2023 45.6% 57.8% 35.4% 32
May 2023 50.2% 60.4% 43.1% —

XENE IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-10-08 30 50.5% 57.7%
2026-10-07 32 51.0% 41.6%
2026-10-06 33 51.4% 60.1%
2026-10-05 19 46.6% 48.7%
2026-10-02 39 53.3% 50.9%
2026-10-01 40 53.4% 50.0%
2026-09-30 26 49.1% 47.9%
2026-09-29 45 55.3% 52.0%
2026-09-28 38 53.0% 54.0%
2026-09-25 35 50.7% 49.6%
2026-09-24 30 49.1% —
2026-09-23 50 56.0% —
2026-09-22 34 50.5% —
2026-09-21 40 52.6% —
2026-09-18 51 56.4% —
2026-09-17 17 44.6% —
2026-09-16 24 46.8% 72.3%
2026-09-15 35 50.9% 70.8%
2026-09-14 25 47.1% 66.6%
2026-09-11 20 45.5% 55.6%
2026-09-10 30 49.2% 49.1%
2026-09-09 24 47.0% 48.1%
2026-09-08 18 44.7% 39.0%
2026-09-04 14 43.3% 47.5%
2026-09-03 20 45.4% 40.5%
2026-09-02 14 43.4% 39.8%
2026-09-01 18 44.6% 42.2%
2026-08-31 19 45.2% 47.0%
2026-08-28 7 40.9% 34.3%
2026-08-27 16 44.2% —

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.