XP · IV Rank History
XP Inc. Class A Common Stock
IV Rank measures where XP'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 XP are priced rich or cheap relative to its own recent regime.
XP IV rank history
89 sessionsIV rank = where today's implied volatility sits in its 1-year range (0–100). Above 50 favours selling premium; the shaded band marks 50–100.
XP IV Rank Summary
Current
41%
Subdued — neutral to long-vol
30-Day Avg
30%
60-Day Avg
37%
90-Day Avg
44%
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 XP'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.
XP IV Rank — Last 90 Trading Days
| Date | IV Rank | Avg IV |
|---|---|---|
| 20260929 | 41% | 88.3% |
| 20260928 | 33% | 83.3% |
| 20260925 | 28% | 80.0% |
| 20260924 | 43% | 89.2% |
| 20260923 | 40% | 87.5% |
| 20260922 | 1% | 62.3% |
| 20260921 | 18% | 73.6% |
| 20260918 | 58% | 98.8% |
| 20260917 | 49% | 93.5% |
| 20260916 | 19% | 74.3% |
| 20260915 | 56% | 97.9% |
| 20260914 | 27% | 79.2% |
| 20260911 | 34% | 84.0% |
| 20260910 | 13% | 70.1% |
| 20260909 | 53% | 95.9% |
| 20260908 | 48% | 92.6% |
| 20260904 | 52% | 95.5% |
| 20260903 | 55% | 97.2% |
| 20260902 | 20% | 74.6% |
| 20260901 | 40% | 87.8% |
| 20260831 | 30% | 80.9% |
| 20260828 | 23% | 76.7% |
| 20260827 | 23% | 76.8% |
| 20260826 | 22% | 76.0% |
| 20260825 | 10% | 68.6% |
| 20260824 | 28% | 80.1% |
| 20260821 | 24% | 77.5% |
| 20260820 | 0% | 62.3% |
| 20260819 | 0% | 62.0% |
| 20260818 | 4% | 65.7% |
| 20260817 | 11% | 69.7% |
| 20260814 | 30% | 81.6% |
| 20260813 | 32% | 82.8% |
| 20260812 | 32% | 83.4% |
| 20260811 | 48% | 93.5% |
| 20260810 | 0% | 63.0% |
| 20260806 | 20% | 76.2% |
| 20260805 | 38% | 87.5% |
| 20260804 | 44% | 91.2% |
| 20260803 | 38% | 87.3% |
| 20260731 | 49% | 94.3% |
| 20260730 | 33% | 84.4% |
| 20260729 | 56% | 98.4% |
| 20260728 | 44% | 91.2% |
| 20260727 | 57% | 99.2% |
| 20260724 | 38% | 87.2% |
| 20260723 | 32% | 83.5% |
| 20260722 | 33% | 84.5% |
| 20260721 | 28% | 81.3% |
| 20260720 | 33% | 84.4% |
| 20260716 | 34% | 84.9% |
| 20260715 | 33% | 84.5% |
| 20260714 | 25% | 79.6% |
| 20260713 | 41% | 89.4% |
| 20260710 | 93% | 121.4% |
| 20260709 | 73% | 109.3% |
| 20260708 | 84% | 115.9% |
| 20260707 | 92% | 120.7% |
| 20260706 | 81% | 114.1% |
| 20260702 | 88% | 118.3% |
| 20260701 | 79% | 113.2% |
| 20260630 | 55% | 98.2% |
| 20260629 | 44% | 91.1% |
| 20260626 | 48% | 93.7% |
| 20260625 | 80% | 113.8% |
| 20260624 | 100% | 125.9% |
| 20260623 | 56% | 96.2% |
| 20260622 | 80% | 110.2% |
| 20260618 | 32% | 82.7% |
| 20260617 | 13% | 71.2% |
| 20260616 | 24% | 78.0% |
| 20260615 | 5% | 66.7% |
| 20260613 | 65% | 101.8% |
| 20260612 | 62% | 100.0% |
| 20260611 | 94% | 118.2% |
| 20260610 | 82% | 111.3% |
| 20260609 | 57% | 96.7% |
| 20260608 | 52% | 93.8% |
| 20260605 | 100% | 121.8% |
| 20260604 | 98% | 116.5% |
| 20260603 | 59% | 95.4% |
| 20260602 | 43% | 86.8% |
| 20260601 | 52% | 91.5% |
| 20260529 | 81% | 107.0% |
| 20260528 | 65% | 98.9% |
| 20260527 | 64% | 98.4% |
| 20260526 | 57% | 94.5% |
| 20260510 | 23% | 76.2% |
| 20260508 | 30% | 82.3% |
More on XP
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.